I am an assistant professor in mathematics and actuarial science at the Ohio State University. I received my PhD degree at the University of Illinois under the supervision of Dr. Alfred Chong (Heriot-Watt) and Prof. Phillip Yam (CUHK). My research interests encompass stochastic control, specifically in forward utilities and mean field games, with their financial and actuarial applications. I am also an associate of the Society of Actuaries (ASA).

I was born in Hong Kong under British rule, and lived there my entire life until moving to the US. The photo on the left was taken in 2018 at the University of Hong Kong during my MPhil graduation, alongside my future wife.

News

• [2024 Nov] Our article Optimal Investment-Withdrawal Strategies for Variable Annuities under a Performance Fee Structure is available on Journal of Economic Dynamics and Control
• [2024 Sep] The Ohio State University will be the host of the 2026 Actuarial Research Conference (ARC)