I am currently an Associate Professor in the Department of Actuarial Mathematics and Statistics at the Heriot-Watt University. I am an Associate of the Society of Actuaries. I am an advisory member in the EPSRC Mathematical Sciences Early Career Forum.
My research area is in Actuarial Science and Financial Mathematics, with broad research directions, including risk sharing, forward preferences and control strategies, life and retirement products, risk aggregation and resources allocation, as well as cyber risk management. In general, I am interested in solving any timely and revolutionary decision-making problems on topics in Actuarial Science and Financial Mathematics, via optimization, stochastic control, machine learning, and data analytics. I received the Michael V. Colla Prize for Mathematics in 2022.
I am also an Adjunct Assistant Professor in the Department of Mathematics at the University of Illinois at Urbana-Champaign (UIUC). I was an Assistant Professor in the Department of Mathematics and the Department of Statistics at the 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.