I am an associate professor in the Department of Mathematics and in the Department of Finance at Université de Sherbrooke. I was previously an associate professor in the Department of Mathematics at UQAM, in Montreal, Canada.
My research interests are at the intersection of actuarial science and mathematical finance. My work is focused on optimal stopping and optimal control problems in hybrid insurance products, as well as on the development of simulation algorithms and numerical methods that find applications in actuarial and financial mathematics.
News and upcoming talks
- November 2021 - :
- Associate professor, Department of Mathematics and Department of Finance, Université de Sherbrooke
- 2020 - 2021:
- Associate professor, Department of Mathematics, Université du Québec à Montréal
- Director, Quantact Research Lab
2016 - 2020: Assistant professor, Department of Mathematics, Université du Québec à Montréal
2014 - 2016: Postdoctoral researcher, RiskLab, ETH Zurich
- 2011 - 2014: Ph.D in Actuarial Science, University of Waterloo
Full CV available here