Research Activities

Areas of Expertise

Statistical modelling in actuarial and finance research, dynamical systems in medical research

Current Interests and Activities

My research interests in actuarial and finance fields are provided below.

Mortality estimation
Survival analysis
Actuarial pricing, funding, and valuation
Models of financial instruments such as currencies, stocks, futures and options
Portfolio optimization

The methods involve statistical models mainly applied in actuarial science or finance such as regression models, time series, credibility models, Cox models, Black-Sholes models, and Markowitz models. Another field of my interest is related to the behavioral study of obesity and diabetes patients, utilizing the theories of ODEs.

PUBLICATIONS

Journal Publication

Chudtong M., Lenbury Y., Rattanakul Ch., “Stability, Permanence and Positive Periodicity in a Model of Bone Remodeling under Impulsive PTH Control,” International Journal of Mathematical Models and Methods in Applied Sciences 2011, Vol.5, 77-86.
Chudtong M, Maneesawarng Ch., “An Upper Length Estimate for Curves in CAT(K) spaces,” East-West Journal of Mathematics, Vol. 18, 2016
Chudtong M., Lenbury Y., Rattanakul Ch., “Stability, Permanence and Positive Periodicity in a Model of Bone Remodeling under Impulsive PTH Control,” International Journal of Mathematical Models and Methods in Applied Sciences 2011, Vol.5, 77-86.

HONORS AND AWARDS

Granted Science Achievement Scholarship of Thailand (SAST) in 2010 to pursue Doctor of Philosophy program in Mathematics at Mahidol University.
Graduated with first class honors (ranked 1st among mathematics majors) from Mahidol University, thereby received the Outstanding Science Student Award (Highest grade points average in Mathematics) from Mahidol University in 2009.
Received Award for Best Academic Performance in Undergraduate Study from The Professor Dr. Tab Nilanidhi foundation in 2009.
Received the Outstanding Poster Presentation Award from Science and Technology Conference for Youths in 2009.

RESEARCH EXPERIENCE

Department of Mathematics, Faculty of Science, Mahidol University, 2014-present
- Financial and Actuarial research, in collaboration with Prof. Gareth Peters, Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, Scotland, UK
- Mathematical modelling in medical research, in collaboration with Prof. Andrea De Gaetano, CNR Rome, Italy.
Department of Mathematics, University of Illinois at Urbana-Champaign, 2013-2014
- Research on the topic, “Extremal Problems for CAT(K) Spaces.”
- Studied and did research on Riemannian geometry.
Department of Mathematics, Faculty of Science, Mahidol University, 2011-2013
- Gained a scholarship for research assistant under the topic, “Extremal Problems for CAT(K) Spaces.”

WORK EXPERIENCE

Lecturer Department of Mathematics, Faculty of Science, Mahidol University, 2015-present

EDUCATION

Heriot-Watt University, Edinburgh, Master in Actuarial Science (Distinction), 2017
Mahidol University, Thailand, Doctor of Philosophy in Mathematics, 2016
Mahidol University, Thailand, Bachelor of Science in Mathematics (First Class Honors, Ranked 1st among Mathematics Majors) (GPA 3.86), 2009

CONFERENCE PRESENTATIONS

“Extremal Problems for CAT(K) Spaces,” Science and Technology Conference for Youths, Bangkok, Thailand, 2012.
“Stability, Permanence and Positive Periodicity in a Model of Bone Remodeling under Impulsive PTH Control,” Science and Technology Conference for Youths, Bangkok, Thailand, 2009.
“Stability, Permanence and Positive Periodicity in a Model of Bone Remodeling under Impulsive PTH Control,” Science Project Exhibition, Faculty of Science, Mahidol University, Bangkok, Thailand, 2009.