Welcome to Ruodu Wang's Homepage

Jungfrau, Switzerland, 2013

Curriculum Vitae

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Academic Appointments

2022.07 - present Professor, Statistics and Actuarial Science, University of Waterloo
2021.07 - present Sun Life Fellow, University of Waterloo
2021.07 - present Associate Chair - Research, Statistics and Actuarial Science, University of Waterloo
2018.07 - present University Research Chair, University of Waterloo
2017.07 - 2022.06 Associate Professor, Statistics and Actuarial Science, University of Waterloo
2012.08 - 2017.06 Assistant Professor, 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

Academic Supervision   [Group Webpage]

Postdoctoral fellows at the University of Waterloo

Jean-Gabriel Lauzier 2021 -
Yang Liu 2021 - [with A. Schied]
Xia Han 2020 - [with D. Landriault]
Tolulope Fadina 2019 - 2020
Lecturer/Assistant Professor in Actuarial Science and Finance, University of Essex, UK (2020)
Peng Liu 2018 - 2020 [with A. Schied]
Lecturer/Assistant Professor in Actuarial Science and Finance, University of Essex, UK (2020)
Daniel Linders 2015 (short term) [with F. Yang]
Assistant Professor of Actuarial Science, University of Illinois Urbana-Champaign, USA (2017)
Tiantian Mao 2014 - 2015 [with J. Cai and D. Landriault]
Associate Professor in Statistics and Finance, University of Science and Technology of China, China (2017)

Ph.D. students at the University of Waterloo

Zhanyi Jiao 2020 - [with J. Cai] PhD Act Sc
Liyuan Lin 2020 - [with A. Schied] PhD Act Sc
Qiuqi Wang 2019 - PhD Act Sc
Yuyu Chen 2018 - [with K. S. Tan] PhD Act Sc
Yunran Wei 2015 - 2019 [with G. Willmot] PhD Act Sc
Assistant Professor of Actuarial Science, Northern Illinois University, USA (2019)
Jie Shen 2014 - 2018 [with Y. Shen] PhD Statistics
Risk Modelling Researcher, Canadian Imperial Bank of Commerce, Canada (2018)
Haiyan Liu 2013 - 2017 [with J. Cai] PhD Act Sc
Assistant Professor of Actuarial Science, Michigan State University, USA (2017)

Editorial Duties

2018.01 - present Co-Editor, ASTIN Bulletin - The Journal of the International Actuarial Association
2016.08 - present Co-Editor, European Actuarial Journal
2022.01 - present Associate Editor, Canadian Journal of Statistics
2020.01 - present Associate Editor, Journal of Mathematical Economics
2016.07 - present Associate Editor, Acta Mathematicae Applicatae Sinica (English Series)
2014.12 - present Editorial Advisory Board, Dependence Modeling

Awards and Honours

2022 Fellow of IMS, Institute of Mathematical Statistics
2021 SOA Actuarial Science Early Career Award, Society of Actuaries
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
2011 Bob Price Fellowship, School of Mathematics, Georgia Tech

Media Coverage

2021.11 An interview with Ruodu Wang in Expanding Horizons published by the Society of Actuaries
2020.04 Riskier CLOs get big boost from S&P in ‘new ratings shopping’, Bloomberg

Keynote and Special Addresses

2021.08 Keynote Speaker, 56th Actuarial Research Conference
2021.07 Keynote Speaker, 24th International Congress on Insurance: Mathematics and Economics
2018.09 Keynote Speaker, 4th European Actuarial Journal Meeting

Academic Visits (>1 month)

2021.01 - 2021.07 Institute of Applied Mathematics, Chinese Academy of Sciences
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

Conference Organizing

2022.10 INFORMS Annual Meeting (Co-Chair, Finance Cluster), Indianapolis, USA
2022.07 International Conference on Robust Statistics, Waterloo, Canada
2022.06 INFORMS/CORS International Conference (Chair, Finance Cluster), Vancouver, Canada
2021.11 2nd Waterloo Student Conference in Statistics, Actuarial Science and Finance, Waterloo, Canada
2019.04 1st Waterloo Conference in Statistics, Actuarial Science and Finance (Chair), Waterloo, Canada
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

Annals of Statistics

Bernoulli

Biometrika

Extremes

Journal of Business and Economic Statistics

Journal of the American Statistical Association

Journal of the Royal Statistical Society - Series A/B

Statistical Science

...

Actuarial science journals

ASTIN Bulletin

European Actuarial Journal

Insurance: Mathematics and Economics

Journal of Risk and Insurance

Scandinavian Actuarial Journal

North American Actuarial Journal

...

Operations research journals

European Journal of Operational Research

Management Science

Mathematics of Operations Research

Operations Research

Stochastic Systems

...

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

...

Grant proposals

CANSSI, Canada

FRQNT, Canada

NSERC Discovery, Canada

SNSF, Switzerland

Invited Presentations

Number of invited academic presentations: 142 in 15 countries. More details in the CV.

Publications and Teaching

Please see the Publications and Teaching tabs.