معرفی
Mingbin (Ben) Feng is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, where he also directs the Master of Actuarial Science Program. He holds professional certifications as an Associate of the Society of Actuaries (ASA) and Certified Analytics Professional (CAP). His research focuses on advanced simulation methodologies, risk management, and the integration of machine learning with financial and actuarial applications.
Education:
- PhD in Industrial Engineering and Management Sciences, Northwestern University (2016)
- MS in Industrial Engineering and Management Sciences, Northwestern University (2012)
- MMATH in Actuarial Science, University of Waterloo (2011)
- BMATH in Actuarial Science and Operations Research, University of Waterloo (2010)
Research Interests:
Ben’s work bridges simulation analytics, actuarial science, and financial engineering. Key areas include:
- Green simulation techniques for output reuse and efficiency
- Nested simulation for tail risk estimation in complex portfolios
- Machine learning applications in pricing and risk management
- Stochastic optimization and portfolio design under risk constraints
- Systemic risk analysis in financial networks
Publications:
His recent research emphasizes scalable simulation methods for large portfolios and tail risk quantification. Notable contributions include advancements in likelihood ratio-based techniques, importance sampling, and the integration of clustering/Gaussian processes for efficient valuation.
Awards:
- Associate of the Society of Actuaries (ASA)
- Certified Analytics Professional (CAP)
Advising & Labs:
Ben advises a dynamic research group involving PhD, MSc, and undergraduate students. His team developed the vamc R package for variable annuity modeling. Research focuses on simulation analytics, green simulation, and financial risk applications.
