Supervision

Send me an email if you would like to work under my supervision:

• For prospective PhD students, have a look first at some of my recent papers.

• For prospective MSc students, note that my research is focused on applied probability and stochastic modelling, stochastic processes and stochastic optimization, with applications in various fields: actuarial mathematics, actuarial/mathematical finance, harvesting and management of natural resources, inventory modelling, etc.

Funding available for motivated students showing interest (and having minimal training) in probability theory and elementary stochastic processes.

Postdocs:

• Dante Mata, CRM-ISM Postdoctoral Fellow (August 2023 - July 2025), co-supervised with H. Guérin & A. Roch

• Clarence Simard (September 2014 - May 2015)

• Djilali Ait Aoudia (January 2013 - December 2013)

PhD students:

• Félix Locas (2025), Trois problèmes de contrôle stochastique optimal de type De Finetti

• Mohamed Amine Lkabous (2019), On some Parisian ruin problems for Lévy insurance risk models

MSc students:

• Alice Moukouelle (2025)

• Tommy Mastromonaco (2025)

• Elias Bresch (2024)

• Nakita Rao (2023), co-supervised with C. Simard

• Félix Locas (2021)

• Mamadou Aliou Ba (2020)

• Dominic Viola (2019)

• Adel Benlagra (2019), co-supervised with M. Boudreault

• Kris Tziritas (2015)

• Jean-Philippe Day Michaud (2014)

• Hugo Robert (2013)

• Sandra Larrivée (2012), co-supervised with F. Watier

• Javid Ali, University of Waterloo (2011)

Each MSc Thesis can be found on Archipel or via my institutional webpage.