Faculty and Adjuncts
Albert Cohen, Ph.D.
Albert Cohen is the new Director of Program Development for 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. Cohen served as the acting director and program coordinator for the Actuarial Science program until August 2013, when Emiliano A. Valdez joined the AS team as its new director. Albert is excited to work with the new Director Frederi Viens to build MSU's Actuarial Science program into a national leader in delivering
actuarial education and research.
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.
Jacob Geyer is an adjunct faculty member of the Actuarial Science program. Geyer received his B.A. in mathematics from MSU, and is actively pursuing his Fellowship of the Casualty Actuarial Society (CAS). He currently works at the Accident Fund Insurance Company of America, Lansing, Mich., as Managing Director of Business Analytics and Underwriting Operations. In recognition of his significant contributions to the company, Accident Fund awarded him the Leader of the Year Award in 2013. Geyer has more than eight years of industry experience working as an actuary for Liberty Mutual, Okemos, Mich., and Accident Fund. He is on the Actuarial Science Advisory Board and is the CAS university liaison for MSU. Geyer provides guidance and supervision on some of the AS projects to meet requirements for the MTH 491B course.
Grace Hong is an assistant professor in the Department of Statistics and Probability. She received her Ph.D. in statistics from the University of Illinois at Urbana-Champaign in 2008. Her academic experience includes several years of teaching and conducting research in the area of biomedicine, public health and policy. Prior to joining MSU in 2013, Hong was an assistant professor at the Zicklin School of Business, Baruch College at the City University of New York. She pursues rigorous applications of the scientific methods in the design and analysis of epidemiologic studies, and actuarial science. Her research interests include quantile regression models for limited data, prediction of the mortality of the aged and risk analysis.
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. 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 are in multivariate insurance loss models, and their applications in problems including ratemaking and claims management.
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 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.
Darren E. Mason, Ph.D.
Darren E. Mason is a professor of mathematics at Albion College, with a joint adjunct appointment in the Department of Chemical Engineering and Materials Science. He received his B.S. and Ph.D. from the University of Minnesota – Institute of Technology. His academic experience includes a post-doctoral research fellowship in the Department of Mathematical Sciences at Carnegie Mellon University, three years as a professor of engineering mechanics at MSU, and a visiting professorship at the University of Minnesota. Mason’s published research for the past 20 years has included work on nonlocal continuum mechanics, multiscale materials science and engineering and applied mathematics. His most recent work is in the area of mathematical modeling of damage in metallic polycrystals. Mason’s teaching focus is in applied mathematics, ranging from analysis to differential equations to mathematical modeling and operations research. He is also currently an adjunct faculty member of the Actuarial Science program. His MTH 490 course website for Spring 2015 is here.
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 for almost five years, including the semesters when he served as a teaching assistant while pursuing his master’s degree. 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.
Mark Schroder is a professor in the Department of Finance in the MSU Broad School of Business, and holds an adjunct appointment in the Department of Statistics and Probability. He received his Ph.D. in finance from Northwestern University. He is a former associate editor of the Review of Financial Studies, and has published in numerous leading finance, economics and probability journals. His research interests include optimal portfolio-consumption choice, derivatives pricing and optimal contracting.
Yimin Xiao is a professor in the Department of Statistics and Probability. He received his Ph.D. from the Ohio State University in 1996. After having done his postdoc at the University of Utah and Microsoft Research, he joined the Department of Statistics and Probability in 2000. His research interests include random fields, Gaussian and Levy processes, extreme value theory, random fractals and spatial statistics. He has been a visiting professor to several universities in China, France, Germany, Hong Kong and Switzerland and has been invited as a speaker at various international conferences. He is a Fellow of the Institute of Mathematical Statistics and serves as co-editor in chief for Statistics and Probability Letters and as one of the managing editors for Journal of Fractal Geometry.