Professor of Financial & Actuarial Mathematics
Manuel Morales,
PhD
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PUBLICATIONS AND PRESENTATIONS
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
Research Publications
Conference Presentations
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.