Short Bio
Education
2009 PhD, University of Wisconsin-Madison
Academic Positions
07/2023 – present Full Professor, Wisconsin School of Business, University of Wisconsin-Madison
07/2023 – present Scientist, Creative Destruction Lab
07/2017 – present Charles & Laura Albright Professor of Business and Finance
07/2017 – 06/2023 Associate Professor, Wisconsin School of Business, University of Wisconsin-Madison
05/2013 – 06/2017 Assistant Professor, Wisconsin School of Business, University of Wisconsin-Madison
08/2009 – 04/2013 Assistant Professor, Department of Statistics and Actuarial Science, Northern Illinois University
Professional Credentials
Associate, Casualty Actuarial Society
Fellow, Society of Actuaries
Current Research Interests
Actuarial data science
dependence models and multivariate analysis,
insurance and risk analytics
probabilistic forecasting and predictive modeling
machine learning and statistical learning
Intensive longitudinal data models
Awards
2023, CAS Ratemaking Prize, Casualty Actuarial Society, for the best paper on ratemaking in property-casualty insurance. The paper “Non-Life Insurance Risk Classification Using Categorical Embedding” is coauthored with K. Shi and published in North American Actuarial Journal.
2022, ARIA-CAS Award, American Risk and Insurance Association and Casualty Actuarial Society, for a paper published in ARIA journals in a given year that provides most valuable contribution to casualty actuarial science. The paper “Stochastic loss reserving: a new perspective from a Dirichlet model” is coauthored with K. Sriram and published in Journal of Risk and Insurance.
2020, ASTIN Best Paper Award, International Actuarial Association, the paper “Joint model prediction and application to individual-level loss reserving” is coauthored with E. W. Frees and A.N. Okine, and published in ASTIN Bulletin.
2018, ARIA-CAS Award, American Risk and Insurance Association and Casualty Actuarial Society, for a paper published in ARIA journals in a given year that provides most valuable contribution to casualty actuarial science. The paper “A multivariate analysis of intercompany loss triangles” is published in Journal of Risk and Insurance.
2018, Charles A. Hachemeister Prize, Casualty Actuarial Society, for the best paper published by the International Actuarial Association in a given year. The paper “Territorial risk classification using spatially dependent frequency-severity models” is coauthored with K. Shi and published in ASTIN Bulletin.
2018, Winner of 2018 Young Researchers Competition, Casualty Actuarial Society.
2016 – 2017, Wisconsin Naming Partners Fellow, Wisconsin School of Business, University of Wisconsin-Madison.
2016, Erwin A. Gaumnitz Research Award (Junior Faculty), Wisconsin School of Business, University of Wisconsin-Madison, for excellence in research for tenure-track faculty in a given year.
2014, Ronald Bornhuetter Loss Reserve Prize, Casualty Actuarial Society, for the best paper in the stochastic loss reserving literature in a given year. The paper “Credibility in loss reserving” is coauthored with B.M. Hartman published in North American Actuarial Journal.
2010, Charles A. Hachemeister Prize, Casualty Actuarial Society, for the best paper published by the International Actuarial Association in a given year. The paper “Actuarial applications of a hierarchical insurance claims model” is coauthored with E.W. Frees, E.A. Valdez and published in ASTIN Bulletin.
Editorial Roles
2018 - Present Associate Editor, Insurance Mathematics and Economics
2018 - Present Editorial Board, Dependence Modeling
2020 - Present Editor-in-Chief, Variance
2021 - Present Editorial Board, ASTIN Bulletin
2023 - Present Associate Editor, Annals of Actuarial Science
2023 - Present Co-Editor, North American Actuarial Journal