After obtaining a bachelor’s degree in actuarial science from UQAM and a master’s in mathematics and applied computer science from UQTR, which included a stay at Université Louis-Pasteur in Strasbourg, France, I completed a PhD in actuarial science at Université Laval, under the supervision of Étienne Marceau, Mhamed Mesfioui and Hélène Cossette. My PhD thesis deals with multivariate risk measures based on joint distribution and survival functions. From this, several dependency measures and models are developed and studied. In 2012, I joined the teaching staff at Concordia University.

I am currently an associate professor in the Department of Mathematics and Statistics of Concordia University. My focus is on actuarial mathematics related to general insurance—one of the two main streams of activity in actuarial science. I work in partnership with provincial and federal regulatory organizations to establish capital allocation thresholds for insurance companies, so they can cover their assumed risks and make well-informed decisions on selection and pricing. My research is also done in partnership with insurance companies, to study rate and risk-selection models for building insurance portfolios.

From a more theoretical point of view, my team and I establish new measures, via optimization problems, for depth and density functions in multivariate settings. These measures are established to meet a practical need that has distinct and specific properties. It is therefore critical that these be studied in details, validating the desirable properties, depending on the application framework. We also study calculation efficiency, according to the models used for each developed measure.

Member of GERAD since May 2020