Tim Cardinal, FSA, MAAA, CERA, MBA
Tim Cardinal is an instructor of actuarial science and risk management at the University of Illinois Urbana-Champaign. Tim currently teaches courses such as Theory of Interest and he is also a Principal at Cardinalis 1 Consulting, which is a boutique consultant on PBR and GAAP LDTI implementations and peer reviews. He has 30 years of experience in the life insurance industry. Tim received a B.S. in 1987 and an M.S in 1991 in mathematics from the University of Illinois.
Runhuan Feng, PhD, FSA, CERA
Dr. Runhuan Feng is a Professor of Mathematics, Statistics, Industrial and Enterprise Systems Engineering. He is currently the Chair of Education and Research Council of the Society of Actuaries. He is a Fellow of the Society of Actuaries and a Chartered Enterprise Risk Analyst.
Claudia Freiji, MSc, ASA
Claudia Freiji is an instructor of actuarial science and risk management at the University of Illinois Urbana-Champaign. She is also the coordinator of the Illinois Risk Lab (iRisk Lab) and an advisor for actuarial science students. Claudia teaches courses in Life Contingencies and Risk Management. She is an Associate in the Society of Actuaries and holds two MS degrees, one in Applied Statistics from Ohio State University and another in Financial Economics from the University of London. Prior to that, she served for 20 years as the Actuarial Science academic advisor at Notre Dame University, Louaize, Lebanon.
Xiaochen Jing, PhD
Dr. Xiaochen Jing is an Assistant Professor in the Department of Mathematics of the University of Illinois Urbana-Champaign. Xiaochen teaches courses in Risk Modeling and Analysis and in Predictive Analytics. He holds a PhD. in Actuarial Science, Risk Management, and Insurance from the University of Wisconsin-Madison.
Peixen Liu, PhD
Peixen Liu is a J. L. Doob research assistant professor at the Department of Mathematics, University of Illinois at Urbana-Champaign. Prior to employment, he received his Ph.D. degree in applied economics (finance) at School of Economics and Management, Tsinghua University in 2022. His research mainly focuses on understanding the impacts of model uncertainty in a variety of economic contexts. Meanwhile he keeps a broad interest in multiple applicational research topics ranging from traditional problems in financial economics and asset pricing to newly emerging challenges faced by our community. At the current time he is looking at research opportunities in the changes that technology brings to finance and insurance industries.
Frank Quan, PhD
Dr. Zhiyu (Frank) Quan is an Assistant Professor in the Department of Mathematics of the University of Illinois at Urbana-Champaign. He holds a Ph.D. in Actuarial Science from the University of Connecticut. He is also a faculty advisor for the Illinois Risk Lab, which facilitates research activities that integrate academic training with practical problem-solving in real business settings.
Eric Icaza is an instructor of actuarial science and risk management at the University of Illinois at Urbana-Champaign. He holds two M.S. degrees, one in Actuarial Science from the University of Connecticut and one in Mathematics from the University of Illinois at Urbana-Champaign.
Richard Sowers, PhD
Dr. Richard Sowers is a Professor in the Department of Mathematics of the University of Illinois Urbana-Champaign. He teaches courses in Financial Mathematics. Dr. Sowers also has affiliations as a professor in Industrial and Enterprise Systems Engineering, Statistics, Biomedical and Translational Sciences, the Center for Digital Agriculture, and the National Center for Supercomputing Applications (NCSA). He holds a Ph.D.in Applied Mathematics from the University of Maryland at College Park.
Wei Wei, PhD
Dr. Wei Wei is an Associate Professor in the Department of Mathematics at the University of Illinois Urbana-Champaign. He conducts research on topics in actuarial science and related fields, including cyber risk management, decision-making in insurance, dependence modeling, and stochastic comparison. He has 10 years of experience in teaching actuarial related courses. He is an Associate of the Society of Actuaries.
De Nederlandsche Bank
Co-Founder of IRisk Lab
Klara Buysee was the coordinator of the Illinois Risk Lab from Fall 2018 to Spring 2020. She holds a master degree in Mathematics and an advanced master degree in Actuarial Science, both from the KU Leuven (Belgium). Actuarial Science helped to put a practical layer on the mathematical modelling she had encountered during her mathematical studies. Klara has worked for several years in the field of risk management at Generali Belgium and at NN Insurance Belgium. She became an expert in various quantitative studies (Solvency II, Market consist Valuation, New Business Valuation, etc). In 2017 Klara became an instructor of actuarial science at the University of Illinois. She taught topics of life insurance, casualty insurance, risk management, extreme value theory, programming, etc. Now Klara is working for De Nederlandsche Bank in the Netherlands, where she is a supervisor of insurance companies.
Postdoc at University of Illinois at Urbana-Champaign (2017-2018)
Alfred Chong, ASA, was an Assistant Professor at the Department of Mathematics and the Department of Statistics of the University of Illinois. His research areas are in Actuarial Science and Financial Mathematics, with broad research topics, including risk sharing, investment and consumption strategies, life insurance product and retirement planning, and cyber risk. In general, Alfred is interested in solving any timely and revolutionary decision-making problems on topics in Actuarial Science and Financial Mathematics, via optimization, stochastic control, machine learning, and data analytics. He publishes in top-tier academic journals, such as Insurance: Mathematics and Economics, and Finance and Stochastics. He has been invited to speak at international academic and industry conferences. Alfred holds a Ph.D. in Actuarial Science from The University of Hong Kong and King’s College London.
Assistant Professor of Actuarial Science and Mathematical Finance – University of Amsterdam
Co-Founder of IRisk Lab
Daniël Linders is an Assistant Professor in Actuarial Science and Mathematical Finance at UvA. He is also a guest lecturer at the KU Leuven (Belgium) where he teaches the course Foundations of Quantitative Risk Measurement and he is the co-founder of the Illinois Risk Lab. at the University of Illinois. Daniël’s research interests are at the crossover between Actuarial Science and Quantitative Finance, where he considers problems involving all kinds of dependencies between risks. He has a master degree in Actuarial Science from the KU Leuven and also holds the professional credential of the Certificate in Quantitative Finance (Fitch Learning).