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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 up-to-date information on my activities.




Lévy Processes and Their Applications

  • Lévy Insurance Risk Models

  • Non-Gaussian Option Princing Models

  • Markov-additive Risk Models

High-Frequency Finance

  • Limit-Order-Book Modeling and Simulation

  • Calibration of "Zero-Intelligence" Market Simulators

Collective Risk Theory

  • Non-Ruin Quantities

  • Gerber-Shiu Functions

  • Drawdowns and other Path-Dependent Measures

Applied Statistical Finance

  • Regime-Switching Model Estimation

  • Clustering and Learning Algorithms

  • Algorithmic Trading


2000 - 2004

Concordia University, Montreal

Ph.D. Mathematics

1998 - 2000

Concordia University, Montreal

M.Sc. Statistics

1992 - 1996

National Autonomous University of Mexico

B.Sc. Mathematics


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