Seminars

A Deep Learning Approach to Weather-Driven Insurance Applications

Start date: 08/10/2026

Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance

Start date: 05/01/2026

10 Years of Rough Volatility: A Current Perspective

Start date: 04/24/2026

From irrigation problems to the structural analysis of optimal control solutions

Start date: 04/17/2026

Time-Optimal Routing Problem

Start date: 04/17/2026

Testing Sparsity in Asset Returns

Start date: 03/20/2026

A Quantitative look at Retirement and Early Retirement

Start date: 01/16/2026

Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty

Start date: 03/26/2025

Filtering and Estimation in Jump-Diffusion Models: Applications to Returns and Option Pricing

Start date: 03/21/2025

A Dynamic Equilibrium Model of Liquidity Risk

Start date: 03/10/2025

Asset pricing under transition risk and model ambiguity

Start date: 02/28/2025

Filtering and Estimation in Jump-Diffusion Models: Applications to Returns and Option Pricing

Start date: 01/31/2025

Les données télématiques : un outil multidisciplinaire

Start date: 01/27/2025

Efficiency and Equilibria in (Re)Insurance Markets

Start date: 01/24/2025

A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition

Start date: 10/03/2024

On the relation between discrete and continuous-time affine option pricing models

Start date: 09/30/2024

ODTE Option Pricing

Start date: 09/23/2024

LLM applications in insurance

Start date: 09/16/2024

A new paradigm of mortality modeling via individual vitality

Start date: 06/20/2024

Schémas différences finies avec correction de dispersion pour des problèmes de propagation d’onde

Start date: 03/22/2024

ESG Considerations and Portfolio Choice in a Multi-period Model

Start date: 03/15/2024

Wildfire risk mapping – data and methodological challenges and opportunities

Start date: 03/15/2024

Model modification and combination using Kullback-Leibler divergence and barycentre

Start date: 03/13/2024

Une approche éléments finis à maillage fixe pour les problèmes de changement de phase avec convection

Start date: 03/01/2024

Adaptive Bayesian predictive inference

Start date: 02/23/2024

A non-parametric estimator for Archimedean copulas under flexible censoring scenarios and an application to claims reserving

Start date: 02/09/2024

Des sciences du climat vers l’actuariat ou l’intégration des modèles climatiques pour la gestion des risques financiers

Start date: 01/19/2024

Prédiction de la mortalité et morbidité liées à la chaleur extrême avec apprentissage automatique et profond

Start date: 01/19/2024

Strategic loss reporting

Start date: 11/24/2023

Applications of Hawkes processes in finance and insurance

Start date: 11/17/2023

Machine learning and network-based frameworks for studying the impacts of climate change on boreal biodiversity

Start date: 11/17/2023

Learning to simulate tail-risk scenarios

Start date: 11/10/2023

Apprentissage sous la supervision de tables de vérité

Start date: 10/27/2023

Distances sur et entre les réseaux complexes, une approche statistique

Start date: 10/20/2023

Uncertainty quantification in Bayesian reduced-rank sparse regressions

Start date: 10/20/2023

Managing hedge fund liquidity risks

Start date: 10/13/2023

Optimal dividends and capital injections in a general Lévy model

Start date: 09/22/2023

A new look to the Bachelier model: extensions and option pricing

Start date: 08/11/2023

Interpretability of black-box models

Start date: 08/10/2023

Autoregressive conditional betas

Start date: 02/17/2023

Integration of traditional and telematics data for efficient insurance claims prediction

Start date: 02/17/2023

New developments In economic scenario generator modelling

Start date: 02/16/2023

Court shopping, pro-debtor bias, and bankruptcy outcomes

Start date: 02/08/2023

Simultaneous inference of the efficient market hypothesis through a portfolio-based approach

Start date: 02/03/2023

Precision least squares: Estimation and inference in high-dimensional linear regression models

Start date: 01/20/2023

Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims

Start date: 12/16/2022

Transport optimal pour l'étude des biais algorithmiques

Start date: 11/18/2022

Optimal stopping mean-field games: a linear programming formulation and applications to enty-exit games in electricity markets

Start date: 11/11/2022

Employee views of leveraged buy-out transactions

Start date: 11/02/2022

Optimal and robust combination of forecasts via constrained optimization and shrinkage

Start date: 10/14/2022

Convergence of empirical measures, mean-field games and deep learning algorithms

Start date: 09/16/2022

Actuarially market consistent valuation of catastrophe bonds

Start date: 08/05/2022

Quantact SummerDay

Start date: 07/22/2022

Journée sur l’équité et la discrimination en assurance

Start date: 05/13/2022

Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem

Start date: 05/06/2022

Multilayer network analysis for improved credit risk prediction

Start date: 04/29/2022

Deep learning of contagion dynamics on complex networks

Start date: 04/08/2022

Two data-driven methods for enhancing accuracy of mortality forecasting

Start date: 03/11/2022

Learning in linear-quadratic framework: From single-agent to multi-agent, and to mean-field

Start date: 03/04/2022

Mutual insurance schemes

Start date: 02/25/2022

Simulated Greeks for American Options

Start date: 02/18/2022

Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims

Start date: 02/11/2022

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Start date: 01/07/2022

Near-misses for telematics pricing in automobile insurance

Start date: 12/10/2021

A unified theory of decentralized insurance

Start date: 12/03/2021

Estimation of the adjusted standard-deviatile for extreme risks

Start date: 11/19/2021

Robust Risk-Aware Reinforcement Learning

Start date: 11/12/2021

Size Distribution of Firms and Strategic Investments in Large Markets: A Stochastic Mean Field Game Approach

Start date: 11/05/2021

A General Framework For Optimal Investment Under Markov Processes

Start date: 10/29/2021

Modelling dependence within and across run-off triangles for claims reserving

Start date: 10/22/2021

Modélisation de réclamations en assurance générale avec gradient boosting et dépendance

Start date: 10/15/2021

Infinite Factorial Hidden Markov Volatility 

Start date: 09/17/2021

Optimal Behaviour and Equilibrium Pricing in Renewable Energy Certificate Markets: A Mean Field Game Approach  

Start date: 06/18/2021

Oil and Stock Market interactions: common volatilities filtering 

Start date: 05/28/2021

Dynamic Optimization for Multi-Goals-Based Wealth Management

Start date: 05/06/2021

Multilayer network analysis for improved credit risk prediction

Start date: 04/29/2021

Universal Probability Measure-Valued Deep Neural Networks

Start date: 04/16/2021

Oil market games, nonlinear ODEs, and Singularities 

Start date: 04/09/2021

Deep learning of contagion dynamics on complex networks

Start date: 04/01/2021

Deep Hedging of Long-Term Financial Derivatives 

Start date: 03/26/2021

Taxation and Policyholder Behavior: The Case of Guaranteed Minimum Accumulation Benefits 

Start date: 03/19/2021

Bias-Corrected Peaks-Over-Threshold Estimation of the Conditional Value-at-Risk 

Start date: 03/12/2021

Two Special Techniques in Optimal Control with Applications in Insurance 

Start date: 03/05/2021

Efficient Valuation of Variable Annuity Portfolios with Dynamic Programming

Start date: 02/26/2021

Reinforcement Learning, Markov Decision Processes and Optimal Portfolio Management 

Start date: 02/18/2021

An analysis of electricity congestion price patterns in North America

Start date: 02/05/2021

Surrogate Model Assisted Nested Simulation for Large Variable Annuity Portfolios 

Start date: 01/29/2021

Asymptotic Expansion Formulas for Diffusion Processes Based on the Perturbation Method  

Start date: 01/22/2021

De Finetti's Optimal Dividends Problem With Linearly Bounded Payment Rates

Start date: 12/07/2020

Quasi-score driven models  

Start date: 12/04/2020

A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters  

Start date: 11/27/2020

Climate change concerns and the performance of green versus brown stocks  

Start date: 11/20/2020

Fee structure and optimal investment mix in variable annuities

Start date: 11/06/2020

Insurance research project ideas

Start date: 10/28/2020

Hawkes Graphs: the analysis of large multitype event streams

Start date: 07/08/2020

Semi-parametric estimation of multivariate extreme expectiles

Start date: 06/18/2020

Spatial embeddings in actuarial science

Start date: 06/18/2020

Equal Risk Pricing of Derivatives with Deep Hedging

Start date: 06/11/2020

Goodness-of-fit for regime-switching copula models with application to option pricing

Start date: 06/11/2020

Improving the Filtering of Latent States Using Option Price Data

Start date: 06/11/2020

De Finetti’s control problem with Parisian ruin and absolutely continuous strategies

Start date: 06/04/2020

Multifractal Discrete Stochastic Volatility

Start date: 06/04/2020

Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping

Start date: 03/20/2020

Lifted samplers for partially ordered discrete state-spaces with applications in actuarial science

Start date: 03/20/2020

Sensitivity Analysis of the Utility Maximization Problem with Respect to Model Perturbations (Annulé-Cancelled)

Start date: 03/13/2020

A New Perspective on the Price & Amount of Consumption risk: Implications on Asset Dynamics

Start date: 02/21/2020

Closed-form risk-minimizing hedge ratios for affine GARCH models

Start date: 02/21/2020

Copula diagonals and extremes of extendible random vectors

Start date: 11/29/2019

Prise de décision et évaluation de l'incertitude avec l'apprentissage profond

Start date: 11/29/2019

Comonotonicity and its applications in dependence modelling

Start date: 11/22/2019

Robust Distortion Risk Measures

Start date: 11/22/2019

Mulitvariate Poisson models based on comonotonic and counter-monotonic shocks

Start date: 11/15/2019

Quasi-Monte Carlo for multivariate distributions via generative neural networks

Start date: 11/15/2019

High-Water Mark Fee Structure in Variable Annuities

Start date: 11/08/2019

Bilateral Risk Sharing with Heterogeneous Beliefs and Exposure Constraints

Start date: 10/18/2019

Estimation for multivariate risk measures for extreme risk levels

Start date: 05/17/2019

The distortion premium: properties, robustness and applications in energy markets

Start date: 05/17/2019

Avoiding Technical Debt in Machine Learning

Start date: 05/10/2019

Interpolation of extreme precipitation of multiple durations in eastern Canada

Start date: 04/26/2019

Variational Autoencoder and Deep Generative Models

Start date: 03/29/2019

Competitive Equilibria in a Comonotone Market

Start date: 03/22/2019

A closer look at aggregate discounted claims

Start date: 02/15/2019

General Draw-Down Times for Levy Risk Processes

Start date: 02/15/2019

Analyse de texte et assurance: opportunités et enjeux

Start date: 02/01/2019

Insurance: Risk Pooling and Price Segmentation

Start date: 02/01/2019

Hawkes Processes and their Applications in Finance and Insurance

Start date: 01/18/2019

Some practical and less practical results on quadratic hedging

Start date: 01/18/2019

Optimal dynamic risk sharing under the time-consistent mean-variance criterion

Start date: 12/11/2018

Computational Bayesian Credibility for GLMs

Start date: 11/16/2018

Option Price Bounds via Comparison of Stochastic Processes and Market Completions

Start date: 08/30/2018

Non parametric individual claim reserving

Start date: 10/13/2017

Risque hydrologique: approches basiques et avancées

Start date: 10/13/2017

Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance

Start date: 04/28/2017

Clustered Lévy processes and their financial applications

Start date: 04/07/2017

Mitigating Extreme Risks through Securitization

Start date: 03/31/2017

Modeling dependence in run-off triangles

Start date: 03/11/2016

Beyond delta hedging

Start date: 02/26/2016

A least-squares monte carlo approach to the calculation of capital requirements

Start date: 02/19/2016

Basel III: value at risk models and volatility effects

Start date: 01/29/2016

Stochastic loss reserving with dependence: a flexible multivariate tweedie approach

Start date: 01/22/2016

Un modèle de tarification dynamique et bivariée en utilisant la famille de distributions Sarmanov

Start date: 01/22/2016

Market consistent and sub-consistent valuations in incomplete markets

Start date: 11/27/2015

Sparse change-point time series model

Start date: 11/27/2015

A continuous-time model for the mortality surface of multiple populations

Start date: 10/16/2015

Exit problems for spectrally negative levy processes with parisian delay and a lower ultimate bankrupt barrier implementation

Start date: 09/25/2015

Dynamic programming results in green energy storage

Start date: 05/15/2015

Estimation du modèle GARCH à changement de régimes

Start date: 05/15/2015

Modelling dependent pareto distributions with applications in risks aggregation

Start date: 05/15/2015

Spectral representations for CBI processes and applications

Start date: 04/24/2015

The excursion measure away from zero of a spectrally negative Lévy processes and its application to bankruptcy models

Start date: 04/24/2015

Micro-level insurance claim count modelling: a Cox process approach

Start date: 04/17/2015

On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs

Start date: 04/10/2015

On a capital management problem for a central branch with subsidiaries

Start date: 03/27/2015

Over-the-Counter Market Models

Start date: 03/27/2015

Bill 3 : Restructuration of Quebec municipal defined benefit pension plans

Start date: 03/13/2015

Modèles individuels et processus de réserves en assurance IARD

Start date: 02/20/2015

Risk decomposition based on multivariate TVaR

Start date: 02/20/2015

Actuarial applications of Lévy copulas

Start date: 01/23/2015

Risk Management of Policyholder Behavior in Equity-Linked Life Insurance

Start date: 09/05/2014

Vraisemblance locale adaptative et application à l'assurance dépendance

Start date: 02/04/2014

Mortalité au lac Saint-Jean : impact des liens familiaux

Start date: 12/11/2013

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