Welcome to Ruodu Wang's Homepage

Jungfrau, Switzerland, 2013

Curriculum Vitae

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Employment

2018.07 - present University Research Chair, University of Waterloo
2017.07 - present Associate Professor, Department of Statistics and Actuarial Science, University of Waterloo
2012.08 - 2017.06 Assistant Professor, Department of Statistics and Actuarial Science, University of Waterloo

Education

2009.08 - 2012.05 Ph.D. Mathematics, Georgia Institute of Technology. Advisor: Liang Peng
2006.09 - 2009.06 M.S. Financial Mathematics, Peking University. Advisor: Jingping Yang
2002.09 - 2006.06 B.S. Mathematics, Peking University

Visiting Positions (>1 month)

2018.05 - 2018.06 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2017.04 - 2017.07 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2016.07 - 2016.08 Institute of Applied Mathematics, Chinese Academy of Sciences
2016.03 - 2016.04 School of Mathematical Sciences, Peking University
2015.08 - 2015.12 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2014.07 - 2014.08 China Institute for Actuarial Science, Central University of Finance and Economics
2013.09 - 2013.11 RiskLab Switzerland, Department of Mathematics, ETH Zurich
2013.06 - 2013.07 School of Mathematical Sciences, Peking University
2012.06 - 2012.07 School of Mathematical Sciences, Peking University

Academic Supervision

Postdoctral fellows at the University of Waterloo

Peng Liu 2018 - present (with A. Schied)
Daniel Linders 2015 (short term) (with F. Yang)
Tiantian Mao 2014 - 2015 (with J. Cai and D. Landriault)

Ph.D. students at the University of Waterloo

Yuyu Chen 2018 - present (with K. S. Tan) PhD Act Sc
Yunran Wei 2015 - present (with G. Willmot) PhD Act Sc
Jie Shen 2014 - 2018 (with Y. Shen) PhD Statistics
Haiyan Liu 2013 - 2017 (with J. Cai) PhD Act Sc

Master's students at the University of Waterloo

Daiwen Dai 2017 MQF
Yuchen Zhang 2014 MMath Act Sc
Xiao Jiang 2012 - 2013 (with C. Bernard) MQF

Research Grants

2018 - 2021 The Society of Actuaries CAE Research Grant (one of many Co-PIs)
2018 - 2021 NSERC Discovery Accelerator Supplement (RGPAS-2018-522590, PI)
2018 - 2023 NSERC Discovery Grant (RGPIN-2018-03823, PI)
2016 - 2018 International Research Partnership Grant April 2016, University of Waterloo (Co-PI)
2013 - 2018 NSERC Discovery Grant (RGPIN-435844-2013, PI)

Editorial Duties

2018.01 - present Co-Editor, ASTIN Bulletin - The Journal of the International Actuarial Association
2016.08 - present Co-Editor, European Actuarial Journal
2016.07 - present Associate Editor, Acta Mathematicae Applicatae Sinica (English Series)
2014.12 - present Editorial Advisory Board, Dependence Modeling

Awards

2018 Discovery Accelerator Supplement Award, NSERC
2018 University Research Chair, University of Waterloo
2017 The Faculty of Mathematics Golden Jubilee Research Excellence Award, University of Waterloo
2017 Annual Department Teaching Award, Statistics and Actuarial Science, University of Waterloo
2012 Laha Travel Award 2012, Institute of Mathematical Statistics (IMS)
2011 Bob Price Fellowship, School of Mathematics, Georgia Tech

Conferences Organized

2017.09 Workshop on Risk Measurement and Regulatory Issues in Business, Montreal, Canada.
2016.08 Random Complex Structures and Data Analysis in Finance, Beijing, China.
2016.02 4th Québec-Ontario Workshop on Insurance Mathematics, Waterloo, Canada.
2012.04 6th Annual Graduate Student Probability Conference, Georgia Tech, Atlanta, USA.
2011.04 5th Annual Graduate Student Probability Conference, Georgia Tech, Atlanta, USA.

Peer-review Service

Statistics and probability journals

Annals of Applied Statistics

Bernoulli

Biometrika

Extremes

Journal of Business and Economic Statistics

Journal of Multivariate Analysis

Journal of the Royal Statistical Society - Series A

...

Actuarial science journals

ASTIN Bulletin

European Actuarial Journal

Insurance: Mathematics and Economics

Journal of Risk and Insurance

Scandinavian Actuarial Journal

North American Actuarial Journal

...

Quantitative finance and economics journals

Finance and Stochastics

Journal of Banking and Finance

Journal of Economic Dynamics and Control

Mathematical Finance

SIAM Journal on Financial Mathematics

...

Operations research journals

Annals of Operations Research

European Journal of Operational Research

Operations Research

Mathematics of Operations Research

...

Grants

FRQNT Grant, Canada

NSERC Discovery Grant, Canada

Invited Presentations

Conferences

2018.09 Keynote Speaker, 4th European Actuarial Journal Meeting, Leuven, Belgium.
2018.09 Robust Techniques in Quantitative Finance, Oxford, UK.
2018.07 2nd International Workshop on Optimal (Re)Insurance, Beijing, China.
2017.06 8th General Conference on Advanced Mathematical Method in Finance, Amsterdam, Netherlands.
2017.05 4th Workshop on Recent Developments in Dependence Modeling, Aegina, Greece.
2017.04 ETH Zurich RiskLab Mini-Workshop, Zurich, Switzerland.
2016.08 2016 Workshop on Stochastic Control and Financial Applications, Hong Kong, China.
2016.08 Random Complex Structures and Data Analysis in Finance, Beijing, China.
2016.06 2016 Symposium on Financial Engineering and Risk Management, Guangzhou, China.
2016.05 44th Annual Meeting of the Statistical Society of Canada, St. Catharines, Canada.
2015.11 Dependence and Risk Measures, Milan, Italy.
2015.09 The Mathematics and Statistics of Quantitative Risk Management, Oberwolfach, Germany.
2015.09 7th General Conference on Advanced Mathematical Method in Finance, Laussane, Switzerland.
2015.07 Youth Probability Forum at Peking University, Beijing, China.
2015.07 Workshop on Financial and Insurance Risk Management, Beijing, China.
2015.06 CORS/INFORMS Joint International Meeting, Montreal, Canada.
2014.08 PKU-Math International Workshop on Financial Mathematics, Beijing, China.
2014.07 International Workshop on Risk Analysis, Ruin and Extremes, Tianjin, China.
2014.07 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania.
2014.05 Workshop on Recent Developments in Dependence Modeling, Brussels, Belgium.
2014.01 3rd Workshop on Insurance Mathematics, Quebec City, Canada.
2014.01 International Workshop on High-Dimensional Dependence and Copulas, Beijing, China.
2013.08 International Chinese Statistical Association - Canada Chapter 2013, Toronto, Canada.
2013.07 Statistical Science for Society, Waterloo, Canada.
2013.06 Young Mathematician Forum (Centennial of Mathematics, Peking University), Beijing, China.
2012.07 International Conference on Quantitative Finance and Risk Management, Changchun, China.

Seminars and colloquia

2018.11 University of California, Berkeley, USA.
2018.11 Stanford University, USA.
2018.10 Columbia University, USA.
2018.06 Singapore University of Technology and Design, Singapore.
2018.06 National University of Singapore, Singapore.
2018.06 ETH Zurich, Switzerland.
2018.04 Ryerson University, Canada.
2018.02 Cornell University, USA.
2018.01 University of Waterloo, Canada.
2017.12 University of Wisconsin-Madison, USA.
2017.11 University of Connecticut, USA.
2017.11 Wuhan University, China.
2017.11 Beijing Normal University, China.
2017.11 Qufu Normal University, China.
2017.10 University of Science and Technology of China, China.
2017.10 Institute of Applied Mathematics, Chinese Academy of Sciences, China.
2017.07 Peking University, China.
2017.06 University of Salzburg, Austria.
2017.05 University of Milano-Bicocca, Italy.
2017.04 Ryerson University, Canada.
2017.03 Laval University, Canada.
2016.11 University of Michigan, USA.
2016.11 Georgia State University, USA.
2016.07 University of Science and Technology of China, China.
2016.07 Qufu Normal University, China.
2016.06 Chinese University of Hong Kong, China.
2016.06 Tsinghua University, China.
2016.04 Institute of Applied Mathematics, Chinese Academy of Sciences, China.
2016.04 Peking University, China.
2016.03 Central University of Finance and Economics, China.
2016.03 Beijing Technology and Business University, China.
2015.12 University of Liverpool, UK.
2015.12 Cass Business School, UK.
2015.11 Vienna Seminar in Mathematical Finance and Probability, Austria.
2015.11 University of Amsterdam, Netherlands.
2015.10 University of Mannheim, Germany.
2015.10 EPF Lausanne and University of Lausanne, Switzerland.
2015.02 University of Toronto, Canada.
2014.09 Peking University, China.
2014.07 University of Science and Technology of China, China.
2014.07 Fudan University, China.
2014.05 University of Milano-Bicocca, Italy.
2014.05 University of Bern, Switzerland.
2014.03 McGill University, Canada.
2013.12 Peking University, China.
2013.12 Tsinghua University, China.
2013.11 Vrije Universiteit Brussel (VUB), Belgium.
2013.11 ETH Zurich, Switzerland.
2013.10 University of Freiburg, Germany.
2013.10 Institut de Science Financière et d'Assurances (ISFA), Université Lyon 1, France.
2013.05 Institute for Mathematics and its Applications (IMA), Minneapolis, USA.
2013.04 Georgia State University, USA.
2013.04 Georgia Institute of Technology, USA
2012.02 University of Waterloo, Canada.
2012.02 Illinois State Unviersity, USA.
2012.01 Northern Illinois University, USA.
2011.11 Georgia Institute of Technology, USA.
2011.06 Peking University, China.

Publications and Teaching

Please see the Publications and Teaching tabs.