Introduction

I am an Associate Professor in the Department of Actuarial Mathematics and Statistics at the Heriot-Watt University (HWU), and an Associate of the Society of Actuaries. Representing the HWU and my research community, I am an advisory member in the EPSRC Mathematical Sciences Early Career Forum, a knowledge exchange academic coordinator in the International Centre for Mathematical Sciences, and a convenor of the Data and Decisions research theme in the Maxwell Institute for Mathematical Sciences.

My research area are Actuarial Science, Financial Mathematics, and Quantitative Risk Management, with broad research directions, including risk sharing and pooling, forward preferences and control strategies, life and retirement products, risk aggregation and resources allocation, as well as emerging risk management on cyber, pandemic, and climate risks. In general, I am interested in solving any timely and revolutionary decision-making problems, via data analytics, machine learning, optimization, and stochastic control. I received the Michael V. Colla Prize for Mathematics Related to Medicine, and the Best of 2020 in the Annual Meeting of the Casualty Actuarial Society.

I was an Assistant Professor in the Department of Mathematics and the Department of Statistics at the University of Illinois at Urbana-Champaign (UIUC) in 2018-2021, where I co-founded the Illinois Risk Lab. I was a J. L. Doob Research Assistant Professor in the Department of Mathematics at the UIUC in 2017-2018.

I was born and raised in Hong Kong, with the legally given name Wing Fung Chong (莊榮峰). I am also known as Alfred Chong, but I have been keeping my legally given name Wing Fung Chong for publication and legal purposes. I hold a Ph.D. in Actuarial Science from The University of Hong Kong and King's College London, under the supervisions of Ka Chun Cheung and Gechun Liang.