Maciej Augustyniak

Assistant Professor, Department of Mathematics and Statistics, University of Montreal

Office » AA-4143
Phone » 514-343-6111 x1696
Email » augusty@dms.umontreal.ca

Research Interests »

  • Statistical inference
  • Computational statistics
  • Computational finance
  • Risk management
  • Hedging
  • Variable annuities


  • Jean-Philippe Boucher

    Professor, Mathematics Department, UQAM

    Office » PK-5720
    Phone » (514) 987-3000 poste 2078
    Email » boucher.jean-philippe@uqam.ca

    Research Interests »

  • Count Data
  • Credibility Theory
  • Reserves and provisions


  • Mathieu Boudreault

    Professor, Mathematics Department, UQAM

    Office » PK-5715
    Phone » (514) 987-3000 poste 8560
    Email » boudreault.mathieu@uqam.ca

    Research Interests »

  • Credit Risk
  • Segregated Funds Modeling
  • Natural Catastrophes Modeling


  • Hélène Cossette

    Professor, École d'actuariat, Université Laval

    Office » 4165
    Phone » (418) 656-2603
    Email » Helene.Cossette@act.ulaval.ca

    Research Interests »

  • Actuarial Science
  • Management Information
  • Probability and Statistics


  • Patrice Gaillardetz

    Associate Professor, Department of Mathematics and Statistics Concordia University

    Office » LB 921-13
    Phone » (514) 848-2424 Ext. 3249
    Email » patrice.gaillardetz@concordia.ca

    Research Interests »

  • Actuarial Science
  • Mathematical Finance
  • Risk Theory


  • José Garrido

    Full Professor, Department of Mathematics and Statistics, Concordia University

    Office » S-LB 921-21
    Phone » (514) 848-2424 ext. 3252
    Email » jose.garrido@concordia.ca

    Research Interests »

  • Risk Theory
  • Insurance Statistics


  • Frédéric Godin

    Assistant Professor, Department of Mathematics and Statistics, Concordia University

    Office » S-LB 921-21
    Phone » (514) 848-2424 ext. 3494
    Email » frederic.godin@concordia.ca

    Research Interests »

  • Risk management and hedging
  • Electricity markets


  • Cody Hyndman

    Associate Professor, Department of Mathematics and Statistics, Concordia University

    Office » S-LB 921-15
    Phone » (514) 848-2424 ext. 5219
    Email » cody.hyndman@concordia.ca

    Research Interests »

  • Mathematical Finance
  • Probability and Stochastic
  • Analysis
  • Filtering


  • Chantal Labbé

    Professor, Département de sciences de la décision, HEC Montréal

    Office » 4.803
    Phone » (514) 340-6723
    Email » chantal.labbe@hec.ca
    Research Interests »

  • Stochastic Processes
  • Probability Theory
  • Financial Engineering
  • Portfolio Optimization
  • Stochastic Optimal Control


  • Anne Mackay

    Professor, Mathematics Department, UQAM

    Office » PK-5615
    Phone » (514) 987-3000 poste 6417

    Melina Mailhot

    Assistant Professor, Department of Mathematics and Statistics, Concordia University

    Office » S-LB 921.29
    Phone » 514-848-2424 x3830
    Email » melina.mailhot@concordia.ca
    Research Interests »

  • Risk Theory
  • Insurance Statistics
  • Actuarial Science
  • Risk Management


  • Étienne Marceau

    Professor, École d'actuariat, Université Laval

    Office » 4151
    Phone » (418) 656-2013
    Email » etienne.marceau@act.ulaval.ca

    Research Interests »

  • Actuarial Science and Demographics
  • Insurance
  • Pension and Insurance Mathematics
  • Risk Theory


  • Manuel Morales

    Professor, Department of Mathematics and Statistics, University of Montreal

    Office » Pavillon André-Aisenstadt, Office 4215
    Phone » (514) 343-6697
    Email » morales@dms.umontreal.ca

    Research Interests »

  • Ruin Theory
  • Mathematical Finance
  • Convex Risk Measures
  • Lévy Regime Switching Models
  • Position Dependent Random Maps


  • Mathieu Pigeon

    Professor, Mathematics Department, UQAM

    Office » PK-5625
    Telephone » (514) 987-3000 poste 2807
    Email » pigeon.mathieu.2@uqam.ca

    Research Interests »

  • Stochastic Modeling of Reserving
  • Property and Casualty Insurance
  • Expert Opinion Analysis


  • Jean-François Renaud

    Professor, Mathematics Department, UQAM

    Office » PK-5730
    Phone » (514) 987-3000 poste 7675
    Email » renaud.jf@uqam.ca

    Research Interests »

  • Mathematical Finance
  • Actuarial Science
  • Applied Probability Theory


  • Alexandre Roch

    Professor, Finance Department, School of Management, UQAM

    Office » R-2170
    Phone » (514) 987-3000 poste 1684
    Email » roch.alexandre_f@uqam.ca

    Research Interests »

  • Derivatives
  • Liquidity Risk
  • Stochastic Control, viscosity solutions
  • Bubbles