Alfred Chong

 Alfred Chong

Contact Information

Department of Mathematics
257 Altgeld Hall, MC-382
1409 W. Green Street
Urbana, IL 61801
J.L. Doob Research Assistant Professor
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Research Interests

  • Actuarial Science
  • Mathematical Finance

Research Description

My research interests are in optimal insurance and reinsurance designs, premium principles and risk measures, indifference pricing and valuation, stochastic control and backward stochastic differential equations, optimal investment and forward performance preferences.

Education

  • Ph.D., Actuarial Science, The University of Hong Kong and King’s College London, 2017