I am currently an Associate Professor in the Department of Mathematics and Statistics at the University of Montreal. I have a Ph.D. in Mathematics (2003) from Concordia University and I have been a faculty member at the University of Montreal since 2005.
My main research interests are in the fields of Ruin Theory and Mathematical Finance. I teach courses in the actuarial and financial mathematics programs at the undergraduate and graduate level. I am also responsible for supervising Master's and Ph.D. students working in Insurance Mathematics and Financial Mathematics.
I have a number of ongoing projects both in research as well as in education and training. I also have engaged in partnership with a number of industry partners in order to explore different applied research questions.
I also maintain an academic blog where you can read uptodate information on my activities.
ABOUT ME
RESEARCH INTERESTS
Lévy Processes and Their Applications

Lévy Insurance Risk Models

NonGaussian Option Princing Models

Markovadditive Risk Models
2000  2004
Concordia University, Montreal
Ph.D. Mathematics
HighFrequency Finance

LimitOrderBook Modeling and Simulation

Calibration of "ZeroIntelligence" Market Simulators
Collective Risk Theory

NonRuin Quantities

GerberShiu Functions

Drawdowns and other PathDependent Measures
Applied Statistical Finance

RegimeSwitching Model Estimation

Clustering and Learning Algorithms

Algorithmic Trading
1998  2000
Concordia University, Montreal
M.Sc. Statistics
1992  1996
National Autonomous University of Mexico
B.Sc. Mathematics