Jean-François Bégin

Assistant Professor
Department of Statistics and Actuarial Science
Simon Fraser University

Thank you for visiting my home page. I am an Assistant Professor in the Department of Statistics and Actuarial Science at Simon Fraser University. I am also a fellow of the Society of Actuaries. My research interests include financial modelling, financial econometrics, filtering methods, high-frequency data, credit risk, option pricing, and pension economics. Before joining SFU, I completed my PhD at HEC Montréal under the supervision of Geneviève Gauthier.


  • Catch a Rising Star (September 17, 2018)
    I did an interview with SFU's Faculty of Science a few months ago. You can read it here.
  • International Congress of Actuaries (September 10, 2018)
    I wrote an article for this month's CIA (e)Bulletin on my experience at the last ICA in Berlin. You can read the article here.