– Oliver Wendell Holmes (1809-1894)
Talk at the OWARS online seminar
In October 2024, I presented my research on “Bayesian mortality modelling with pandemics: a vanishing jump approach.” For those interested, the recorded presentation and the working paper are both available.
Research visit at unsw
My recent two-week visit to the UNSW School of Risk & Actuarial Studies, where I was honored as a ‘rising star’, was a remarkable blend of academic collaboration and research exploration. Highlights included presenting my research at a seminar, speaking at the 31st Colloquium on Pensions and Retirement Research, research meetings with faculty members and PhD students, and initiating two impactful research projects. This laid the ground for ongoing collaboration with the School of Risk & Actuarial Studies.
Talks at INFORMS Applied Probability, IME and AFRIC 2023
During June and July of 2023, I had the distinct opportunity to present my research work, titled “Gaussian Process-Based Mortality Monitoring using Cumulative Sum Procedures,” at several prestigious conferences. These included the INFORMS Applied Probability Conference in Nancy, France; the IME Congress in Edinburgh, UK; and the inaugural AFRIC Congress in Victoria Falls, Zimbabwe. Each event provided a valuable platform for engaging discussions and knowledge exchange, and it was particularly rewarding to reconnect with colleagues from around the globe in the post-Covid-19 period.
Research seminar at the University of Waterloo
I recently had the pleasure of presenting my paper, “Insurance Valuation: A Two-Step Generalized Regression Approach,” at a research seminar hosted by the University of Waterloo. The event was an excellent occasion for intellectual exchange and dialogue. Following the seminar, I enjoyed a delightful dinner with esteemed colleagues Hong Li from the University of Guelph and Lisa Gao from the University of Waterloo, as captured in the enclosed photo.
Talk at the 2022 European Actuarial Journal Conference
At the 2022 European Actuarial Journal Conference in Tartu, Estonia, I had the opportunity to present my paper titled “Surveillance of Actuarial Assumptions in the ERM Framework”. The slides from my presentation are available for review.
Talk at the 2022 Live Webinar of the IAA Life Section
In a 2022 live webinar hosted by the IAA Life Section, I presented my research on “Insurance Valuation: A Two-Step Generalised Regression Approach.” For those interested, the recorded presentation and the published paper are both available.
Talk at the 2021 FINACT-IRAN International Conference
At the 2021 FINACT-IRAN International Conference, held online, I had the opportunity to present my paper, “Pricing Equity-Linked Life Insurance via Neural Networks.” The recorded presentation and the published paper are available for those who are interested in exploring this topic further.
Talk at the 2021 IME Congress
At the virtual 2021 IME Congress, I had the privilege of presenting my work titled “Bayesian Model Averaging for Mortality Forecasting Using Leave-Future-Out Validation.” For further insights, my recorded presentation and the published paper are both accessible.
Talk at EUSP
In March 2020, I had the fortunate opportunity to present my PhD research at the St-Petersburg Spring School in Risk Management, Insurance, and Finance. It was an enriching experience discussing market consistency, risk measurement, and option pricing with numerous practicing actuaries.
FULL LiST OF Presentations
- IAALS Webinar, International Actuarial Association, Granular mortality modelling with temperature and epidemic shocks: a three-state regime-switching approach, April 15, 2025.
- Doctoral School Seminar (EDT Day), Université libre de Bruxelles (ULB); Granular mortality modelling with temperature and epidemic shocks: a three-state regime-switching approach, March 20, 2025.
- CREST seminar on actuarial science and contemporary risks, Adapting mortality models to pandemic and climate shocks: A Bayesian vanishing jump and regime-switching framework, February 7, 2025.
- OWARS seminar, Bayesian mortality modelling with pandemics: a vanishing jump approach, October 16, 2024.
- JoCo2024 - Joint Colloquium of all IAA Sections, Brussels (Belgium), Insurer's management discretion: Self-hedging endogenous participating life insurance, September 23, 2024.
- Workshop in Insurance Mathematics, Concordia University (Montreal), Bayesian mortality modelling with pandemics: a vanishing jump approach, March 8, 2024.
- 31st Colloquium on Pensions and Retirement Research, UNSW (Sydney), Insurer's management discretion: Self-hedging endogenous participating life insurance, December 5, 2023.
- Research seminar, UNSW (Sydney), Bayesian mortality modelling with pandemics: a vanishing jump approach, November 29, 2023.
- AFRIC (Actuarial, Finance, Risk and Insurance Congress), Victoria Falls (Zimbabwe), Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures, July 25, 2023.
- 26th IME Congress, Heriot-Watt University (Edinburgh, UK), Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures, July 7, 2023.
- 2023 INFORMS Applied Probability Conference, Université de Lorraine (Nancy, France), Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures, June 28, 2023.
- 2023 SSC (Statistical Society of Canada) Annual Meeting, Carleton University (Ottawa), Bayesian model averaging for mortality forecasting using leave-future-out validation, May 29, 2023.
- Research seminar, University of Waterloo, Insurance valuation: a two-step generalized regression approach, April 21, 2023.
- Intervention in the course "Machine Learning in Finance", University of Amsterdam, Insurance valuation: a two-step generalized regression approach, March 8, 2023.
- Online Webinar (Institute of Actuaries in France), Insurance valuation: a two-step generalized regression approach, December 5, 2022
- MLISTRAL Conference (Marseille, France), Pricing equity-linked life insurance contracts with multiple risk factors by neural networks, September 28, 2022
- 5th European Actuarial Journal Conference (Tartu, Estonia), Surveillance of actuarial assumptions in the ERM framework, August 23, 2022.
- 6th HMD Symposium, INED (Paris), Bayesian model averaging for mortality forecasting using leave-future-out validation, June 16, 2022
- Research seminar, University of Amsterdam, Bayesian model averaging for mortality forecasting using leave-future-out validation, June 10, 2022
- Research seminar, Université Laval (Québec), Insurance valuation: a two-step generalized regression approach, June 3, 2022
- Breakfast DIALog Chair, Paris, Bayesian model averaging for mortality forecasting using leave-future-out validation, May 10, 2022
- IAALS Annual General Assembly and Webinar, International Actuarial Association, Insurance Valuation: A two step generalized regression approach, May 7, 2022.
- Lausanne seminar, University of Lausanne, Bayesian model averaging for mortality forecasting using leave-future-out validation, March 18, 2022.
- Joint Section Virtual Colloquium, International Actuarial Association, Bayesian model averaging for mortality forecating using leave-future-out validation, October 10, 2021.
- Matstat online seminar, Stockholm University, Bayesian model averaging for mortality forecating using leave-future-out validation, September 29, 2021.
- FINACT-IRAN International Conference, Pricing equity-linked life insurance contracts with multiple risk factors by neural networks, August 11, 2021.
- 24th IME International Congress, Bayesian model averaging for mortality forecating using leave-future-out validation, July 6, 2021.
- Online Lyon-Lausanne seminar, Pricing equity-linked life insurance contracts with multiple risk factors by neural networks, January 19, 2021.
- Online workshop on the interplay between financial and actuarial risks (organized by Tsinghua University), Single and multi-period fair valuation, December 17 2020.
- Online IFAM seminar, (University of Liverpool), Pricing equity-linked life insurance contracts with multiple risk factors by neural networks, December 16 2020.
- 9th St. Petersburg Spring School, (European University at St-Petersburg), Fair valuation of insurance liabilities: merging market- and model-consistency, March 2 2020.
- Research seminar, (University of Milano-Bicocca, Italy), Fair valuation of insurance liabilities: Interplay between actuarial judgement and market-consistency, February 10, 2020.
- ISFA research seminar, Lyon, Fair valuation of insurance liabilities: Interplay between actuarial judgement and market-consistency, November 22, 2019.
- 23rd IME International Congress (Munich, Germany), Two-step actuarial valuation: Axiomatic characterization and applications, July 10-12, 2019
- PARTY Conference (Spring School for young researchers), (Sibiu, Romania), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, April 14-19, 2019.
- Workshop on Fair Valuation in Insurance (ULB), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, March 22 2019.
- PhD Workshop on the perspectives in actuarial science, insurance and risk theory (KU Leuven, Belgium), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, January 14, 2019.
- 4th European Actuarial Journal Conference (KU Leuven, Belgium), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, September 9-11, 2018.
- 22nd IME International Congress (UNSW Sydney, Australia), Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency, July 15-18, 2018.
- Actuarial and Financial Mathematics Conference (Brussels, Belgium), Poster session: Fair valuation of insurance liabilities via mean-variance hedging, February 8-9, 2018.
- PhD Workshop on the perspectives in actuarial science, insurance and risk theory (Cass Business School, London, UK), Fair valuation of insurance liabilities in a multi-period framework, December 19, 2017.
- Workshop on the fair valuation of insurance liabilities Insurance (Research Center, Tehran, Iran), Fair valuation of insurance liabilities in a multi-period framework, September 10-11, 2017.
- Workshop on the interplay between Financial and Actuarial Risks (Central University of Finance and Economics, Beijing, China), Market-consistent valuation in a world with financial and actuarial claims, November 5-6, 2016.
- 20th IME International Congress Georgia State University, (Atlanta, USA) Market-consistent valuation of combined nancial-actuarial claims, July 24-27, 2016.