Actuarial Science Research

The following is a summary of our research interests and activities in actuarial science. Please see the individual faculty webpages for further details.

• Risk theory (Tsai)
• Stochastic modelling (Bégin, Tsai)
• Longevity risk (Tsai)
• Pension plans (Parker, Sanders)
• Risk management in insurance and finance (Bégin, Parker, Sanders, Tsai)
• Financial econometrics (Bégin)
• Credit risk (Bégin)
• Option pricing theory (Bégin)
• Predictive analytics for property and casualty insurance (Jeong)
• Dependence modelling (Jeong)