Grants

  • National Science Foundation Grant in Applied Mathematics, DMS-1613170, 2016-2020.
  • National Science Foundation CAREER Grant in Applied Mathematics, DMS-0955463, 2010-2016 (PI).
  • National Science Foundation, Division of Mathematical Sciences, Computational Foundations for Emerging Science Frontiers, DMS-1118673, 2011-2015 (PI, joint with Lifeng Lai and H. Vincent Poor).
  • National Science Foundation Applied Mathematics Research Grant, DMS-0906257, 2009-2013 (PI).
  • National Science Foundation, DMS-1108593, Workshop on Stochastic Analysis in Finance and Insurance, May 2011 (PI, joint with Mihai Sirbu and Gordan Zitkovic).
  • National Science Foundation Coffes/Applied Mathematics Research Grant, DMS-0604491, 2006-2009 (PI).
  • Horace H. Rackham Faculty Grant and Fellowship, University of Michigan, Ann Arbor, MI, 2005-2006.
  • Independent Contractor for the U.S. Army Pantheon Project (2005-2006).
  • CKER Research Grant, Society of Actuaries (joint with Mike Ludkovski) (2007-2008).
  • AERF Research Grant, The Actuarial Foundation (joint with Jenny Young) (2009-2010).
  • CKER Research Grant, Society of Actuaries (joint with Jenny Young) (2012-2013).