My research interests are machine learning and data science (theory and practice) for risk modelling, selective inference, copulas, and non-life insurance. I am motivated by the need to develop new statistical methods that enable better decisions in the face of uncertainty.
I have several openings for doctoral students. I am looking for students with a strong statistics, mathematics, or computer science background. In particular,
- Strong background in mathematical statistics (analysis, probability, measure theory) who are interested in developing new statistical methods for risk modelling, selective inference, and copulas.
- Strong background in machine learning and data science, who are interested in developing new methods for non-life insurance.
The University of Toronto’s Department of Statistical Sciences is a great place to study actuarial science and statistics. The department is consistently ranked among the top 10-20 in the world for statistics, data science and actuarial science. The department has many research strengths, including actuarial science, mathematical finance, data science, machine learning, and statistics. The department is located in downtown Toronto, a vibrant and diverse city with a strong research community.
Applications to the PhD program are typically done in November of each year. If you’re interested in joining my research group, please mention my name in your research statement and don’t hesitate to contact me by email. Please include your resume, transcript, and any papers you may have. Provide a brief paragraph about your research interests and mention how they align with my research (you must mention my name in your research statement; otherwise, I may not reply). The subject of your email should include “prospective student.”