Tsz Chai Fung

PhD, Actuarial Science and Mathematical Finance


Fields of Study

Areas of Interest

  • Applied statistics
  • Data-driven modeling for insurance
  • Insurance claim reserving


I am a third year PhD candidate in actuarial science supervised by Prof. X. Sheldon Lin and Prof. Andrei L. Badescu. My research focuses on data-driven modeling for general insurance. Recently, I developed flexible, mathematical tractable and interpretable modeling frameworks that are useful for more accurate predictions of insurance losses. These models possess the merits of both classical parametric models and machine learning frameworks.