Professors

Augustyniak, Maciej

Assistant Professor

Contact :

  • Téléphone 514-343-6111 # 1696 Pav. André-Aisenstadt \ bur. AA-4143
Département de mathématiques et de statistique

Research interests

My research interests relate to actuarial science, mathematical finance, and computational statistics. My research in actuarial science deals with model risk and hedging effectiveness in the context of equity-linked investments, variable annuities, and asset-liability management. My research in computational statistics aims to develop new methods to estimate advanced econometric models, such as the regime-switching GARCH model.

Dear students, you are most welcome if you want to contact me to pursue graduate studies under my supervision.

Selected articles