About
I am Assistant Professor in the School of Actuarial Science at Université Laval (Quebec, Canada). My research interests are at the interplay between life insurance and quantitative finance. Recent research projects include longevity modelling under model uncertainty, pricing and hedging equity-linked insurance products in incomplete markets, and data science applications for life insurance. I have worked three years (2019-2022) as postdoctoral researcher at ISFA (University Lyon 1) where my research focused on model selection for longevity modelling and online change detection for longevity risk. Prior to my post-doctoral position, I received my Ph.D degree in Business Economics from KU Leuven (September 2019). During my PhD under the supervision of Jan Dhaene, I worked on market-consistent valuation of life insurance liabilities and was mainly involved in developing new valuations methods which merge market-consistency and actuarial judgement.
