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 and of the Canadian Institute of Actuaries. My research interests include financial modelling, financial econometrics, filtering methods, high-frequency data, credit risk, option pricing, cyber risk, and pension economics. Before joining SFU, I completed my PhD at HEC Montréal under the supervision of Geneviève Gauthier.


  • IVADO's School on Volatility (January 15, 2020)
    I am co-organizing a summer school on volatility in Montréal. For more information, you can visit the school webpage here.
  • Netspar Thesis Award (February 6, 2019)
    Lu Yi, a Master's student working with Professor Sanders and me, won the 2019 Netspar Thesis Award. You can read the announcement on Netspar's website here.
  • 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.



Publications in refereed journals.

Articles submitted to refereed journals.

Working papers.


    I am a committed and an active supervisor at the graduate and undergraduate levels. I supervise students working on a range of topics that relate to actuarial science, financial mathematics, financial econometrics, statistics, and finance.

  • Prospective Students

    I am recruiting exceptional actuarial and statistics students at all levels (undergraduate, Master's and doctoral students). I don't require trainees to come from a certain academic discipline, but I do look for a quantitative background. So, they could be actuaries, computer scientists, mathematicians, physicists, as long as they are comfortable with equations, models, and computers. Most importantly, they need to be capable of independent thinking, very curious, and have similar research interests to mine.

    If you are interested, please send me a complete CV and a copy of your transcripts by email. I will be in touch you if your academic background fits my research program.
  • Current Doctoral Students
    • Golara Zafari
  • Current Master's Students
    • Cherie Ng: Cherie's research focuses on flexible benefit plans and adverse selection (co-supervision with B. Sanders).
    • Fei (Michael) Mo: Michael's research focuses on high-frequency data.
    • Yige (Vivian) Jin: Vivian's research focuses on asset allocation for pension plans (co-supervision with B. Sanders).
    • Xueyi (Wendy) Xu: Wendy's research focuses on mortality modelling (co-supervision with B. Sanders).
    • Louis Arsenault-Mahjoubi
  • Past Students
    • Undergraduate Students: Jin Tang, Vedant Choudhary, Qi (Richard) Li, Fei (Elsa) Chen, Xueyi (Wendy) Xu.
    • Master's Students: Marie-Ève Malette, Lu Yi, Kanav Gupta.