Albert Cohen

Sr Specialist, Department of Mathematics
Sr Specialist, Department of Statistics & Probability
Director of Program Development, Actuarial Science Program
Location: C336 Wells Hall
Profile photo of  Albert Cohen
Photo of: Albert Cohen


Albert's research focuses on the interaction between probability and science and economics. This includes developing new risk measures using stochastic optimal control, models of online auction behavior, and structural models of default bond pricing under the incorporation of recovery processes.