I’m a PhD candidate in Actuarial Science at Concordia University, Montreal.
I spend most of my time developing new algorithms for the insurance industry and sharing them with others.
This activity often places me at the intersection of the theoretical and the technological domains.
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.|
|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.|
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