Professor of Financial & Actuarial Mathematics

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On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory

Maximum likelihood estimation of the Markov-switching GARCH model based on a sequential recombinatio

On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk t

Multivariate Data-based Risk Measures

On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model

Lévy systems and the time value of ruin for Markov additive processes

Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator.

Computing the finite-time expected discounted penalty function for a family of Lévy risk processes

Risk measures on the space of infinite sequences

On a generalization of the Gerber–Shiu function to path-dependent penalties

On the expected discounted penalty function for a perturbed risk process driven by a subordinator

Montreal Strategical Forum on Artificial Intelligence

Artificial Intelligence Governance in Financial Services

Colloquium on Transparency and Audit of Artificial Intelligence Models

Table Ronde - Enjeux des FinTech: Aspects Juridiques et Financiers. Faculté de Droit, Université de

3rd European Actuarial Journal Conference - Lyon, France

ASTIN Conference - Lisbon, Portugal

Conférence au Club Mathématique UdeM -Du temps de Louis Bachelier aux années de la haute fréquence

The 4th Workshop on Insurance Mathematics - University of Waterloo

Recent Advances in Actuarial Mathematics - Oaxaca, Mexico

19th Congress on Insurance Mathematics and Economics - Liverpool, UK

18th Congress on Insurance Mathematics and Economics - Shanghai, China

2013 Bernoulli Society Satellite Meeting to the ISI World Statistics Congress - Tokyo, Japan.