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I am an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, and the Sun Life Fellow in International Actuarial Science. 

My current research is mainly concerned with the study of equilibria and efficient allocations in risk-sharing markets. Specifically, I study the effect of non-standard preferences of the agents (e.g., ambiguity, probability weighting, etc.), non-linear pricing (e.g., Choquet pricing), and market frictions (e.g., transaction costs) on the shape of Pareto optima and the structure of equilibria. I also consider applications to specific risk-sharing markets, such as (centralized) insurance markets and decentralized risk-sharing markets (e.g., peer-to-peer insurance).

University of Waterloo

Department of Statistics and Actuarial Science 

200 University Avenue West

Waterloo, Ontario

N2L 3G1 – Canada