Faculty And Staff
Albert Cohen, Ph.D.
Albert Cohen is the new Director of the Actuarial Science Program. He received his
Ph.D. from Carnegie Mellon University in 2007 under the supervision of David Kinderlehrer.
Albert's research focuses on the interaction between probability and science and economics.
This focus began with his work on a stochastic approach to the coarsening of cellular
networks, and has since branched out to develop new risk measures using stochastic
optimal control. This approach has also led to models of online auction behavior,
stabilization of systems with white noise and the structural modeling of default bond
pricing under the incorporation of recovery processes. Albert is excited to build
MSU's Actuarial Science program into a national leader in delivering actuarial education
and research.
Gábor Francsics, Ph.D.
Gábor Francsics is an associate professor in the Department of Mathematics. He received
his Ph.D. in mathematics from Rutgers University in 1992 and, prior to joining MSU,
he held academic appointments at University of Pennsylvania and at Columbia University.
His research interests include financial mathematics, partial differential equations,
several complex variables, and analytical and geometrical questions of complex hyperbolic
spaces. He has published numerous articles in leading mathematical journals. At MSU,
Francsics is one of the key faculty members who helped develop and establish an AS
specialization in 2003. Francsics is enjoying his role as faculty adviser of the MSU
Actuarial Science Student Club.
Gee Lee, Ph.D.
Gee Y. Lee is an assistant professor in the Actuarial Science Program with a joint
appointment in the Department of Statistics and Probability, and the Department of
Mathematics. Gee is also the Assistant Director of the Actuarial Science Program.
He received his Ph.D. from the University of Wisconsin-Madison in 2017, and is an
associate of the Society of Actuaries (ASA). Gee’s research interests include insurance
loss modeling, risk retention, dependence modeling, and regularization methods with
applications in actuarial science.
Education
On-going research
Shlomo Levental, Ph.D.
Shlomo Levental is a professor in the Department of Statistics and Probability. He
received his Ph.D. in mathematics from the University of Wisconsin-Madison in 1986.
His research interests include probability theory and its applications, and mathematical
finance. Shlomo has some recent works on permutations, signs and maximal inequalities
for exchangeable random variables. He has published numerous articles in various journals
of theoretical and applied probability and is also a frequently invited speaker at
international conferences and colloquia.
Haiyan Liu
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Haiyan Liu is an assistant professor in the Department of Mathematics and the Department
of Statistics and Probability. She received her Ph.D. in Actuarial Science from the
University of Waterloo in 2017. Her research interests include risk measurement and
management, reinsurance, applied probability, and model uncertainty. She has published
several articles in leading actuarial journals such as Insurance: Mathematics and
Economics, ASTIN Bulletin, and Scandinavian Actuarial Journal.
Tom McCollum, M.S.
Tom McCollum is an actuarial specialist in the Department of Mathematics. He holds
a B.S. in mathematics, with an actuarial science specialization, and an M.S. in statistics,
both from MSU. He is actively pursuing his associateship exams with the Society of
Actuaries and has already passed three of them (Exams P, FM, MLC). McCollum has been
teaching for the Department of Mathematics since 2012, including the semesters when
he served as a teaching assistant. He is now working as a full-time faculty member.
He also worked for AAA Michigan in their Dearborn office for approximately one-and-a-half
years.