Actuarial Science

  • Wei Earns ASA Designation
    June 7, 2016
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Actuarial Science Research Group

Vytaras Brazauskas, ASA
Associate Chair for Actuarial Science (Graduate); Professor
Mathematical Sciences - 229-5656Eng & Math Sciences E457
Yang Ho, FSA, PhD
Director of Actuarial Science (Undergraduate); Clinical Professor
Mathematical Sciences - 229-4831Eng & Math Sciences E452
Wei Wei
Assistant Professor
Mathematical Sciences - Generalweiw@uwm.eduEng & Math Sciences E455

Research interests of the actuarial science faculty include a number of areas at the intersection of actuarial science, quantitative risk management, applied probability, and statistics.  Specifically, members of the group have worked on:

  • credibility and mixed linear models
  • loss models (severity, frequency, dependence structures)
  • measuring and pricing of risks
  • model risk and robust statistics
  • optimization problems in finance
  • reinsurance
  • ruin theory

Over the last decade, these research contributions have appeared as published articles in top-tier actuarial journals (e.g., Insurance: Mathematics and Economics, North American Actuarial Journal, Scandinavian Actuarial Journal) as well as peer-reviewed journals in statistics and applied probability. Members of the group have also been successful in securing external funding from the Society of Actuaries, the Casualty Actuarial Society, the Actuarial Foundation, and the Actuarial Profession. In addition, they have been regular speakers at various actuarial research meetings, such as Actuarial Research Conference and Congress on Insurance: Mathematics and Economics.

Actuarial Science PhD Students