Yanyun Zhu

Ph.D., FSA

     Office: RM 238 IH                                                    Mailing Address:
      Phone: (217) 244-6156                                               1409 W. Green Street (MC-382)                                        
     E-mail: jzhu@uiuc.edu                                                Urbana, Illinois 61801-2975 



Short Bio:

 
Education:
  Ph.D. University of Wisconsin-Madison, 2003.
 
Positions Held (2003-present):
  Assistant Professor at the Department of Mathematics, University of Illinois at Urbana-Champaign.
 
Fellow of the Society of Actuaries (FSA) since 2004.


Courses Taught:

 Loss Model, Spring 2008 
 Actuarial Theory II, Spring 2008 
 Actuarial Theory I
 Risk Theory
 Pension Benefits
 Introduction to Probability Theory 

Research Interests:

 Actuarial Science, Insurance and Risk Management  
 Investment and Individual Financial Decisions 
 Stochastic Process and Statistic Analysis


Publications: 

Zhu,Y. "One-Period Model of Individual Consumption, Life Insurance, and Investment Decisions." 
       The Journal of Risk & Insurance, 2007, Vol. 74, No. 3, 613-636.  

Zhu,Y. Actuarial Model. International Press, Boston, MA. January 2008 (341 pages). 


Other Links:

 http://www.soa.org 
 http://www.casact.org
 http:www.actuaries.org.uk 
 http://www.aria.org
 http://www.ssrn.com 
 38th ARC and ARIA 2003