The School of Actuarial Science at Université Laval is proud to welcome Thai Nguyen as assistant professor as of February 2020. Thai Nguyen obtained a PhD in Applied Mathematics at the University of Rouen in 2014. As a postdoctoral fellow, he then took part in the research and teaching activities of the Institute of Insurance Science at the Universität Ulm. His research focuses on stochastic calculus and their applications in finance, economics and insurance. Within the context of financial mathematics, he is particularly interested in approximate hedging under transaction costs, indifference pricing, expected utility maximization under market impact, stochastic control theory with risk constraints and non-concave optimization. Welcome Thai!

Thai Nguyen

The Department of Mathematics and Statistics of Université Laval congratulates the student Ouassima Benouari for her nomination as recipient of the SFds-ISQ-SSC Scholarship for the quality of her academic record and her master’s thesis, entitled "Variable Selection Criterion for Mixed Conditional Logistic Regression Models when the Random Effects Structure is Unknown."

The Statistical Consulting Service (SCS) announces the hiring of Laurence Desbois-Bédard as of March 30. Laurence obtained a master’s degree in statistics from Université Laval in 2017, under the supervision of Anne-Sophie Charest and Louis-Paul Rivest. She worked on the generation of synthetic data for continuous variables using various copula-based methods.

Laurence Desbois-Bédard