An Equilibrium Insurance Model with Strategic Loss Reporting (with Bin Zou, 2026). Manuscript under review.
Certainty-Equivalent Total Cost in Bonus–Malus Insurance with Strategic Loss Reporting (with Bin Zou). Working paper.
Optimal Loss Reporting under Bonus-Malus Systems
Actuarial Research Conference, Ohio State University (July 23, 2026) [Conference Schedule]
Insurance and Portfolio Optimization
Mathematics Continued Conference, University of Connecticut (March 7, 2024) [Conference Archive]
Optimal Claim Decisions with Merit-rating
FAMath Reading Group, University of Connecticut (September 17, 2025)
Paper presented: Haehling von Lanzenauer, C., 1974. Optimal claim decisions by policyholders in automobile insurance with merit-rating structures. Operations Research, 22(5), pp.979-990.
Probability (P)
Financial Mathematics (FM)
Fundamentals of Actuarial Mathematics (FAM)
Financial and Actuarial Math Reading Group
I organized the FAMath Reading Group in Spring 2025 and Fall 2025.
Past reading : (Spring 2025) Yong, J., & Zhou, X. Y. (2012). Stochastic controls: Hamiltonian systems and HJB equations (Vol. 43). Springer Science & Business Media.
Everyone is welcome!
Here are some notes I took while taking MATH 5639 Loss Models (Fall 2022, instructor: Professor Bin Zou).