About me
I am an Assistant Professor in the Department of Statistics and Actuarial Science within the School of Computing and Data Science at the University of Hong Kong. I obtained my Ph.D. in Actuarial Science from the University of Waterloo under the supervision of Prof. Mario Ghossoub.
My current research focuses on studying how risk is allocated among different agents within an economic framework. Specifically, I study the structure of Pareto optima and market equilibria, as they are affected by different models of agent preferences, market structure, etc. I am broadly interested in quantitative risk management and its intersections with economics and mathematical finance.
I am an Associate of the Society of Actuaries (ASA) and am currently pursuing fellowship.