I’m a PhD student in Actuarial Science at Concordia University, Montreal.
My working methodology is rooted in the open source and reproducible science paradigms, because these paradigms streamline the production of pragmatic research and the offering of support service to the insurance industry.
My current projects are
|jva||The development of a new risk-neutral pricing algorithm, which is as intuitive and efficient than Monte Carlo simulation, for a variable annuity sold in the market.|
|mathtainment||The onlinization of actuarial knowledge and education through the development of a workflow for the systematic digitalization of a professor work.|
|opera||The development of strong ties with the industry through the creation of an affordable freelancing service providing bleeding hedge expertise for the resolution of concrete operational challenges.|
|lipschitz_va||On the route for the numerical identification of a risk-neutral price for a variable annuity, the accumulated information can be exploited, with Lipschitz branch and bound, to better guide the search.|
|machine_learning_va||Development of efficient numerical solutions, through machine learning tools, for the multidimensional nature of the risk-neutral pricing problem in variable annuity.|
All the content of this site is accessible below