Runhuan Feng is a Professor of Statistics and holds a secondary appointment in the Department of Mathematics at the University of Illinois at Urbana-Champaign. He is affiliated with the College of Liberal Arts & Sciences. His research focuses on risk analytics, actuarial science, quantitative finance, pension planning, healthcare data analytics, and innovations in FinTech/InsurTech. Recent work addresses risk aggregation methodologies, peer-to-peer insurance models for flood risks, multi-risk insurance frameworks, mortality shock management, and editorial leadership in actuarial science. His research bridges theoretical models with practical applications in finance and insurance sectors. No scientific awards are explicitly mentioned in the profile. Advising and grants sections remain unspecified. His research outputs reflect interdisciplinary collaboration, as seen in his editorial role and co-authored studies.
Luisa Fuster is a Full Professor in the Department of Economics at Universidad Carlos III de Madrid, serving as Head of Department. She holds a PhD from Universitat Autònoma de Barcelona. Previously, she was Associate Professor with tenure at Universitat Pompeu Fabra (1995-2003) and the University of Toronto (2003-2008). Her research focuses on macroeconomics and public finance, particularly labor market dynamics, gender wage gaps, and social security policies. Education: PhD in Economics, Universitat Autònoma de Barcelona Her research explores topics like labor market polarization, tax policy implications, and occupational segregation. She has published in top journals such as the Review of Economic Studies and the American Economic Journal: Macroeconomics. Recent work includes analyses of Spain’s tax policies and underground economy impacts on public financing. Her articles highlight trends in labor supply microfoundations, gender disparities, and social security reforms. She served as President of the Spanish Economic Association in 2021. Advising includes PhD student Lidia Cruces, placed at Goethe University Frankfurt. Her research is supported by grants from the Spanish Ministry of Education and the Generalitat of Catalonia.
Jeroen ROMBOUTS is a Professor at ESSEC Business School (France) and holds the Full Professor position of the Accenture Strategic Business Analytics Chair since 2017. He joined ESSEC in 2013, previously serving as Associate Professor at HEC Montreal (2004–2012). His research focuses on financial econometrics, volatility modeling, and machine learning applications in financial markets. He holds a Ph.D. in Econometrics from the Catholic University of Louvain (2004) and has held visiting professorships at numerous institutions, including the University of Melbourne, Aarhus University, and Tilburg University. Education: PhD in Econometrics (2004), Catholic University of Louvain; Master's degrees in Statistics (2001), Econometrics (2000), and Economics (1999), all from the same institution. He is also a Researcher at the Finance and Insurance Lab (CREST) since 2014 and serves on editorial boards of journals like Quantitative Finance and International Journal of Forecasting . Research Interests: His work emphasizes volatility modeling, time series analysis, and applications of machine learning to forecast financial markets. Key areas include GARCH models, structural breaks, and cross-temporal forecasting for digital platforms. He has published extensively in top journals such as Journal of Econometrics and International Journal of Forecasting . Articles Overview: Recent contributions include novel methods for cross-temporal forecast reconciliation using machine learning and sparse change-point VAR models. His work bridges econometric theory with practical applications in asset pricing and risk management. Awards: Recipient of the 2024 Risk-Shift award in France. His research has been recognized for advancing methodologies in volatility modeling and financial econometrics. Advising & Grants: While no specific grants are listed, his roles as a researcher and editor highlight significant contributions to the academic community. He advises on policy and industry applications of his models through consulting roles in financial econometrics and macroeconomic forecasting. Labs & Teams: Affiliated with the Finance and Insurance Lab (CREST) and leads the Information Systems, Data Analytics, and Operations department at ESSEC. Collaborates with global institutions on projects involving high-frequency data and platform economics.
Alexandra Bugalho De Moura is an Associate Professor of Statistics and Actuarial Sciences at the Department of Mathematics, ISEG-University of Lisbon. She coordinates curricular units in Actuarial Sciences, Statistics, and Data Analysis, and leads the Master's in Actuarial Sciences program. Her academic journey includes a PhD in Mathematical Engineering from Politecnico di Milano (2007), a BSc in Applied Mathematics and Computing from IST, University of Lisbon (2001), and a Master’s in Actuarial Sciences from ISEG (2018). Her research focuses on actuarial sciences, particularly optimal reinsurance with dependencies, and climate risk analysis using climate and insurance loss data. Previously, she contributed to computational hemodynamics modeling cerebral aneurysms and blood flow dynamics. She has led an FCT-funded project on optimal reinsurance and supervised over 30 master’s theses in actuarial risk theory and data science applications. Professional experience includes roles as Post-Doctoral Fellow at CEMAT (2007–2014) and teaching positions since 2000. She has published extensively in top journals like European Actuarial Journal and Computer Methods in Biomechanics and Biomedical Engineering , with over 20 peer-reviewed articles and book chapters. Her work bridges mathematical rigor with practical applications in insurance risk modeling, climate-related financial risks, and biomedical engineering. Current research explores dependencies in reinsurance treaties and climate-driven insurance loss patterns.
Dr. Edward Furman is a Professor in the Department of Mathematics and Statistics at York University, leading the Actuarial Science Program and serving as Founding Director of the Risk and Insurance Studies Centre (RISC). He holds a Master's (Distinction) and PhD (Summa Cum Laude) in Actuarial Science and Probability Theory from the University of Haifa, Israel. His research focuses on distribution theory, risk measurement, insurance pricing, and systemic risk modeling. Notable achievements include winning the Fortis Chair Best Paper Prize (K. U. Leuven) for collaborative work and serving as an external consultant for institutions like the Central Bureau of Statistics (Israel) and the Society of Actuaries (U.S.). Dr. Furman's work bridges theoretical and applied domains, with funded research by NSERC, the Society of Actuaries, and the Casualty Actuarial Society. He is a Fellow of the Science Leadership Program at the University of Toronto and an Associate Editor of the Journal of Statistical Distributions and Applications (Springer). His interdisciplinary RISC unit explores holistic approaches to insurance risk, integrating actuarial science with statistical and economic frameworks. Research Themes: Dependence modeling, risk capital allocation, systemic risk measurement, and inclusive insurance design. Consulting Expertise: Collaboration with public and private sector entities on actuarial and statistical challenges. Grants: Supported by NSERC, SOA, and CAS for projects on risk aggregation and insurance pricing models.
Christos KOULOVATIANOS is a Full Professor and Head of the Department of Finance at the University of Luxembourg's Faculty of Law, Economics, and Finance. His academic career includes roles as Associate Professor at the University of Nottingham, Assistant Professor at the University of Vienna, and Visiting Professorships at Goethe University Frankfurt and the University of Cyprus. He holds a PhD from the University of Rochester (1999). His research focuses on the intersection of finance and micro-founded macroeconomics, with specialties in asset pricing, household finance, fiscal policy, dynamic games, and resource economics. Key projects include the FNR-funded 'POPULISM' grant (2024-2027) examining social media polarization and the MORTGAGE project analyzing post-COVID-19 nonperforming loans. He has served on editorial boards and advised Luxembourg's economic policy during the pandemic. Publications span journals like Journal of Economic Theory , European Economic Review , and Dynamic Games and Applications . Recent work addresses populism dynamics, demographic impacts on FDI, and policy evaluation of pronatalist measures.
Dr. Devlina Chatterjee is a Professor in the Department of Management Sciences at the Indian Institute of Technology Kanpur. With a strong academic background including a PhD in Management Studies from IISc Bangalore and dual MS degrees from Penn State University, she has established herself as a prominent researcher in Managerial Economics and Applied Econometrics. Her primary research interests span Consumer finance, tourism economics, resilience of social systems, and empirical finance. Dr. Chatterjee's work explores critical aspects of financial behavior in Indian contexts, insurance markets, tourism sector vulnerabilities, and stock market dynamics. Her research methodology combines rigorous econometric analysis with practical applications to real-world economic problems. Dr. Chatterjee has published extensively in high-impact journals including Tourism Management Perspectives, International Journal of Bank Marketing, and IIMB Management Review. Her recent work has focused on life insurance behavior in India, tourism economics, and financial decision-making patterns among Indian consumers. She has also contributed significantly to understanding the impact of natural disasters and conflicts on tourism sectors. The Indian Economic Association Medal for the academic year 2010-2011 (for best PhD Thesis) Best paper award at conference 'Forecasting Financial Markets in India', IIT Kharagpur, 2008 Second prize at Consortium of Students in Management Research COSMAR 2008 Green Belt Certification for Six Sigma Implementation at GE Capital Before joining academia, Dr. Chatterjee had substantial industry experience at Antrix Corporation (Department of Space), GE Capital, and Industrial Finance Corporation of India. She has supervised numerous research projects and continues to mentor students in the fields of econometrics and financial economics. Her teaching focuses on Managerial Economics and Econometrics, where she brings real-world applications to classroom learning.
Dana Kiku is an Associate Professor of Finance at the Gies College of Business, University of Illinois Urbana-Champaign. Her research focuses on financial risk management, asset pricing, macroeconomics, and climate change economics. She holds a position in the Department of Finance and has contributed to understanding long-term economic risks, volatility dynamics, and the impact of climate change on financial systems. Her work bridges theoretical models with empirical applications, addressing topics such as moral hazard in financial markets, cointegration-based asset allocation, and the valuation of growth options. Notably, her research on climate change's implications for capital markets explores how temperature shifts influence equity prices and investment strategies. Despite her prolific publication record, no specific educational background or awards are detailed in the provided text. No advisees, grants, or lab affiliations are explicitly mentioned. Her articles span over a decade, reflecting a sustained focus on long-run risks, volatility, and economic policy uncertainties.
Gord Willmot is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo and an Adjunct Professor at the University of Toronto. He holds the endowed position of Munich Re Professor of Insurance. His research focuses on insurance mathematics, particularly aggregate claims models, ruin theory, and surplus analysis using tools from applied probability and mathematical reliability theory. He is a co-author of the textbook Loss Models , widely used in professional actuarial exams. Willmot earned his BMath (1980), MMath (1981), and PhD (1986) from the University of Waterloo. He is a Fellow of the Society of Actuaries (F.S.A.) and the Canadian Institute of Actuaries (F.C.I.A.). His work includes contributions to discounted penalty functions, Laplace transform techniques, and phase-type distributions in risk analysis. He has taught at international conferences, including the Ninth International Congress on Insurance: Mathematics and Economics. Key research areas include ruin probability analysis, time-dependent risk models, and reinsurance treaties. His publications span journals like Insurance: Mathematics and Economics and Scandinavian Actuarial Journal , addressing topics such as Coxian interclaim times, mixed Erlang distributions, and deficit analysis at ruin. Willmot’s expertise bridges theoretical advancements and practical applications in insurance risk management.
Fan Yang is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. His research focuses on quantitative risk management and actuarial science, with emphasis on extreme value theory, asymptotic analysis of rare events, and heavy-tailed distributions. He holds a PhD in Applied Mathematical and Computational Sciences from the University of Iowa (2013), and BS degrees in Computational Mathematics and International Economics & Trade from Xi’an Jiaotong University (2008). Education: PhD, Applied Mathematical and Computational Sciences, University of Iowa, 2008–2013 MS, Mathematics, University of Iowa, 2008–2010 BS, Computational Mathematics, Xi’an Jiaotong University, 2004–2008 BS (minor), International Economics and Trade, Xi’an Jiaotong University, 2004–2008 Research Interests: Yang’s work addresses theoretical and applied aspects of risk modeling in insurance and finance. Key areas include extreme value theory for financial and insurance risks, asymptotic analysis of rare events, risk aggregation under dependence structures, and heavy-tailed distribution modeling. His research bridges mathematical rigor with practical applications in risk management, including catastrophe insurance and portfolio diversification. Publications: His recent work examines topics like asymptotic portfolio diversification, CAT bond premium prediction, and extreme risk estimation using copula models. These studies highlight trends in quantifying and managing extreme risks through advanced statistical methods. Awards: No specific prizes or fellowships are noted in the provided texts. Teaching & Service: Yang teaches courses on advanced actuarial topics including extreme value theory, quantitative risk management, and financial mathematics. He actively contributes to the academic community through peer-reviewed publications and graduate supervision.
David Sraer is the James J. and Marianne B. Lowrey Professor of Business & Professor of Economics at the University of California, Berkeley, with dual appointments in the Haas School of Business and the Department of Economics. He serves as the chair of the finance unit at Haas and has established himself as a leading scholar in financial economics, behavioral finance, and macro-finance. Professor Sraer received his B.S. in applied mathematics and economics from École Polytechnique in France in 2001 and his Ph.D. in economics from the Toulouse School of Economics in 2007. Before joining UC Berkeley, he was an assistant professor of economics at Princeton University, where he was awarded the Jacob Viner preceptorship. David Sraer's research spans several interconnected areas within finance and economics. His work in behavioral finance examines how psychological factors influence financial decision-making, while his research in corporate finance investigates capital structure, investment decisions, and corporate governance. He has made significant contributions to macro-finance , exploring the connections between financial markets and the broader economy, particularly in how monetary policy transmits through banking systems. His work on collateral constraints and resource misallocation has provided new methodologies for quantifying financial frictions in the economy. Professor Sraer's publication record demonstrates a consistent focus on empirical and quantitative approaches to understanding financial markets and institutions. His recent work shows increasing emphasis on micro-macro connections , using detailed firm-level data to understand aggregate economic phenomena. He has developed innovative methods for measuring misallocation and studying the effects of financial frictions on productivity and output. A significant portion of his research leverages natural experiments and quasi-experimental designs to establish causal relationships in financial economics. James J. and Marianne B. Lowrey Chair in Business Jacob Viner preceptorship from Princeton University Associate editor for the Journal of Finance Co-Editor of Management Science (2021-2022) Professor Sraer is actively involved in policy-relevant research, having served as a member of the Economic Council of the French Prime Minister (CAE) from 2021 to 2024. He maintains strong research affiliations as a research associate at the National Bureau of Economic Research (NBER) and a research affiliate at the Centre for Economic Policy Research (CEPR). His collaborative research network spans multiple institutions, with frequent co-authorship with scholars from various universities.
Itay P. Fainmesser is an Associate Professor at the Johns Hopkins Carey Business School and holds a courtesy appointment in the Department of Economics at Johns Hopkins University. His research focuses on economic theory, social networks, trust, cooperation, and digital privacy, with significant contributions to understanding consumer profiling, influencer marketing, and data governance in the digital economy. His primary research interests include Economic Theory , Social Networks , Trust and Cooperation , Influence , Social Media , and Privacy . He explores how digital platforms collect and use consumer data, the welfare implications of data misuse, and the design of regulatory policies to protect users. His work bridges economics, business strategy, and public policy, with applications in health data, market design, and AI ethics. The recent articles highlight a strong trend in digital privacy , information design , and market regulation . His research analyzes how companies use consumer data for profiling and pricing, the societal costs of data breaches, and the role of government intervention. Themes include consumer welfare, regulatory design, ethical data use, and the impact of AI on market dynamics. Many papers involve collaborative work with Andrea Galeotti and Ruslan Momot, reflecting a consistent interdisciplinary approach. 2025 Johns Hopkins Discovery Award for Patient-Centered Biospecimen Market Design Finalist, MSOM Service SIG Best Paper Award 2023 for Digital Privacy Fainmesser advises PhD and master’s students, including Xudong Zheng, and collaborates on federally and institutionally funded research projects. He is actively involved in academic service, co-organizing the Conference on Social and Political Economics and engaging with policymakers and the public through media outlets, podcasts, and public talks. His work has implications for antitrust authorities, digital regulators, and health policy makers. He is a key participant in research teams focusing on data markets, privacy, and health data policy, often collaborating with scholars across disciplines at Johns Hopkins and other institutions. His labs and research groups emphasize theoretical modeling, policy analysis, and real-world applications in digital markets and public health.
Kristina Sendova serves as an Associate Professor in the Department of Statistical and Actuarial Sciences at Western University. Her academic office is located in MC 268, and she can be contacted via email at ksendova@stats.uwo.ca. Education: Ph.D. from University of Waterloo (2004) Research Focus: Dr. Sendova's work centers on Ruin Theory and Risk Theory, with significant contributions to financial modeling applications. Her research bridges actuarial science and stochastic processes, developing mathematical frameworks for insurance risk assessment and financial stability analysis. She investigates temporal patterns in surplus processes, seasonal risk models, and compound Poisson applications. Publication Trends: Her recent publications (2013-2023) demonstrate consistent output in top-tier actuarial journals including Insurance: Mathematics and Economics and North American Actuarial Journal. Key themes include Parisian ruin extensions, dividend barrier strategies, and dual risk models with dependencies. Her work shows increasing complexity in modeling temporal dependencies and seasonal patterns within insurance risk frameworks. Scientific Awards: No scientific awards were documented in the provided materials. Advising and Funding: Dr. Sendova supervises five doctoral candidates and two master's students: PhD Candidates: Sherly Alfonso Sanchez, Diba Daraei, Amir Hossein, Vaneh Azarian, Xinghan Zhu MSc Students: Bernard Emmanuel Bartels, Parinaz Zarei Her research is supported by competitive funding: NSERC Discovery Grant Alliance Grant
Stefan Pichler is a Professor of Finance and Banking and serves as Vice-Rector for Research at the Vienna University of Economics and Business (WU). He is also the Head of the Institute for Finance, Banking and Insurance and affiliated with the Vienna Graduate School of Finance. His academic leadership includes directing master’s programs in Quantitative Finance and Finance and Accounting. Research Interests: His research focuses on core areas in finance, including Bank and Financial Management, Credit Derivatives, Risk Management, Credit Rating Systems, and Sovereign Debt. He has made significant contributions to understanding EMU government bond markets, Value-at-Risk models, and the term structure of interest rates. His work often involves econometric modeling and financial market analysis. Publication Trends: His recent and ongoing research (2020–2025) emphasizes credit risk modeling, non-performing loans, regulatory impacts, and benchmark transitions like CHF-LIBOR. Earlier work (2003–2014) centered on credit ratings, yield spreads, and risk measurement in European markets. His publications appear in journals such as the Journal of Banking and Finance , Journal of Credit Risk , and Review of Finance . Scientific Awards: 4 awards (specific names not listed in text) Advising and Grants: While specific advisees are not listed, he has led multiple research projects, particularly in public financial management and capital market research. He has collaborated extensively with researchers like Jankowitsch, Hornik, and Geyer. He has held advisory roles such as Head of the Expert Panel on Public Financial Management in Austria and Head of the Financial Advisory Board for Salzburg. Labs and Teams: He leads the Institute for Finance, Banking and Insurance at WU and is involved in strategic capital market research and cryptoeconomics initiatives. He has been a voting member of the ATX Index Committee since 1991 and is a regular speaker at the Alpach Financial Market Symposium.
Charlotte Østergaard is a Professor of Finance at Copenhagen Business School (CBS), where she has been since 2022. She holds a Ph.D. and M.A. in Economics from Brown University and a B.A. in Economics from the University of Copenhagen. Her research focuses on corporate governance, family firms, entrepreneurship, and banking. Notably, she has examined governance structures in historical Norwegian firms, the impact of banking deregulation on small businesses, and the role of social capital in stakeholder-oriented institutions. Previously, she served as Director of the Centre for Corporate Governance Research at BI Norwegian Business School (2019–2024), and held visiting positions at Norges Bank and the University of Salerno. Her work spans theoretical and empirical analyses of corporate governance mechanisms, family succession challenges in businesses, and the real effects of financial market shocks. Her recent publications explore topics such as board design without corporate law, liquidity-driven shareholder activism, and the underperformance of family firms during leadership transitions. She is affiliated with multiple research institutes, including the European Corporate Governance Institute and the Danish Finance Institute. Professional activities include roles on the Norwegian Research Council’s Financial Markets Fund board and as Executive Director of the European Financial Association (2018–2021). Her research bridges historical institutional analysis with contemporary corporate governance challenges, emphasizing practical implications for policy and business strategy.
