Hao Quan

Hao Quan is a current PhD candidate in Actuarial Science under supervisor Ben (Mingbin) Feng. Hao completed a Bachelor of Science in Statistics and Actuarial Science & Risk Management from the University of Illinois at Urbana-Champaign in 2022, and then obtained a Master of Mathematics in Actuarial Science from the University of Waterloo in 2024. Hao's research interests are Markov Chain Monte Carlo (MCMC), Financial Pricing Models, Risk Hedging Strategies, Registered Index-Linked Annuities, Variable Annuities, Deep Learning in Finance, and Unsupervised Learning Techniques.