Mingbin Feng

Mingbin (Ben) Feng is an Associate Professor of Actuarial Science at the University of Waterloo's Department of Statistics and Actuarial Science. His research focuses on Monte Carlo simulation design, nested simulation, and applications in risk management, financial engineering, and stochastic optimization. He holds an ASA designation from the Society of Actuaries and a Certified Analytics Professional (CAP) credential.

Education: Ph.D. in Industrial Engineering and Management Sciences (Northwestern University, 2016), M.Math in Actuarial Science (University of Waterloo, 2011), and B.Math with Distinction (University of Waterloo, 2010). His academic journey includes internships at AXIS Capital Holdings and The Hong Kong University of Science and Technology.

• Research Interests: Machine learning, green simulation, derivative pricing, systemic risk, and simulation analytics.
• Awards: Royal E. Cabell Fellowship, Hickman Scholarship, and Arthur P. Hurter Award.

Teaching: Courses include Corporate Finance, Financial Mathematics, and Portfolio Optimization. He advises a diverse group of graduate and undergraduate students, with notable contributions to developing the vamc R package for variable annuity modeling.

Key Research Contributions: Innovations in nested simulation efficiency, green simulation methodologies, and applications of machine learning in actuarial science.