- Assistant Professor
Faculty of Arts and Science - Department of Mathematics and Statistics
André-Aisenstadt Office 4241
- ACT2284 H - Mathématiques de l'assurance IARD
- Markov chain Monte Carlo methods
- Regression methods
- Robust statistics
- Model/variable selection
- Bayesian statistics
My research has so far been more on the theoretical/methodological side. My objective for the next years is to apply in actuarial science the tools I developed, and to introduce sophisticated methods of interest for actuaries. In particular, I want to develop an automatic data analysis procedure in which the models are robust and trained through a full and exact Bayesian analysis. See my personal web page for more details and a list of my publications.
Advertisement: I am looking for students with a strong background in either: theoretical statistics (mainly probability and analysis), applied statistics and actuarial science, and computer science (the plan is also to develop R packages for a user-friendly and efficient implementation of the methods). There exist multiple funding opportunities (see, e.g., https://www.nserc-crsng.gc.ca/ et http://www.frqnt.gouv.qc.ca/en/accueil). It is even possible for non-Canadians to apply for FRQNT scholarships. Please do not hesitate to contact me if you are interested. Recruiting will be done according to Université de Montréals Equity, Diversity and Inclusion policy.