Professor of Financial & Actuarial Mathematics

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

May 1, 2016

Maximum likelihood estimation of the Markov-switching GARCH model based on a sequential recombination of the state space

December 1, 2015

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

September 5, 2015

Multivariate Data-based Risk Measures

August 1, 2015

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

June 26, 2014

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

August 3, 2012

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

April 13, 2012

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

December 23, 2011

Risk measures on the space of infinite sequences

April 2, 2010

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

September 11, 2009

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

November 30, 2006

Montreal Strategical Forum on Artificial Intelligence

February 24, 2020

Artificial Intelligence Governance in Financial Services

October 25, 2019

Colloquium on Transparency and Audit of Artificial Intelligence Models

June 7, 2019

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

March 31, 2017

3rd European Actuarial Journal Conference - Lyon, France

December 3, 2016

ASTIN Conference - Lisbon, Portugal

May 31, 2016

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

April 14, 2016

The 4th Workshop on Insurance Mathematics - University of Waterloo

February 6, 2016

Recent Advances in Actuarial Mathematics - Oaxaca, Mexico

October 27, 2015

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

June 23, 2015

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

June 20, 2014

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

October 22, 2013