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Faculty And Staff

Albert Cohen, Ph.D.

Albert Cohen photoAlbert 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.

View Dr. Cohen's C.V.

 

Gábor Francsics, Ph.D.

Gábor Francsics photoGábor 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.

Photo of Dr. LeeGee 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

PhD, University of Wisconsin-Madison
Associate (ASA), Society of Actuaries

On-going research

Modifying the lasso, and applying it to endorsements ratemaking
Extending the high dimensional copula modeling framework
Subgroup analysis and intercept regularization
Multivariate insurance portfolio risk retention
 

Shlomo Levental, Ph.D.

Shlomo Levental photoShlomo 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

Haiyan LiuHaiyan 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 photoTom 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.