Worked on projecting the risk of drought-related climate events and studied the correlation of drought indices with insurance losses using extreme value theory.
Education
Currently pursuing a PhD program in Mathematics with a specialization in Statistics at UQAM, under the supervision of Arthur Charpentier and Ewen Gallic. Master's thesis in actuarial science, conducted in France, focused on the reinsurance of storm risk.
Background
Research interests include exploring fairness and calibration by quantifying uncertainty within Machine Learning methods, with a particular emphasis on their applications in the field of actuarial sciences. Also interested in the modeling of natural disasters.