Manuel Morales, Ph.D.
Associate Professor
Ongoing Seminars
MITACS Seminar in MontrealUpcoming Travel Calendar
2nd Québec-Ontario WIM. Fields Institute, Toronto (February 3, 2012) 10th International Conference on Operations Research. Havana, Cuba (March 6-9, 2012) International Conference on Actuarial Science and Risk Management. Xiamen University, Xiamen, China (June 24-27, 2012) 16th International Congress on Insurance: Mathematics and Economics. University of Hong Kong, Hong Kong, China (June 28-30, 2012) 4th International Gerber-Shiu Workshop. University of Melbourne, Melbourne, Australia (July 4-5, 2012)Links
Universities Abroad Centre de Recherches Mathématiques Society of Actuaries Casualty Society of Actuaries Canadian Institute of Actuaries Colegio Nacional de Actuarios IFM2 MITACS ISMCourtesy of ClustrMaps.
I am currently an
Associate Professor in the Department of Mathematics and Statistics at
the University of Montreal.
I have a Ph.D. in Mathematics (2003) from
Concordia
University and I have been a faculty member at the University of Montreal since 2005.
My specialization is in Actuarial Mathematics and my current research interests are in the fields of Ruin Theory and Financial Mathematics.
I teach courses in the actuarial and financial mathematics programs at the undergraduate and graduate level.
I am also responsible for supervising Master's and Ph.D. students working in Insurance Mathematics and Financial Mathematics.
Ruin Theory. Expected Discounted Penalty Function, First-passage time problems and their Applications, Lévy Risk Models and their Applications in Insurance, Non-homogeneous Aggregate Claims Processes, Numerical Ruin Theory.
Mathematical Finance. Generalized Hyperbolic Lévy Processes and their Applications in Finance, Exotic Options, Equity-linked Products, Model Calibration under Risk-neutral Measures.
Convex Risk Measures. Data-based Risk Measures, Ruin-related Risk Measures in Finance.
Lévy Regime Switching Models. First-passage time problems and their Applications in Finance and Insurance, Parameter Calibration.
Position Dependent Random Maps. Applications in Finance and Insurance Modeling
Simulation. Simulation in Finance and in Ruin Theory, Variance Reduction Techniques.
Financial Mathematics
Actuarial Mathematics
Loss Models
Option Pricing Theory
Risk Theory
Maciej Augustyniak
Zyed Ben Salah
Raymond Elmahdaoui
Ionica Groparu
Romuald Momeya
Hassan Omidi
I also supervise several Master's students in the M.Sc. program in Mathematics and in the M.Sc. program in Mathematical and Computational Finance.
Pavillon André-Aisenstadt, Office 4215.
My research has been funded by:
My specialization is in Actuarial Mathematics and my current research interests are in the fields of Ruin Theory and Financial Mathematics.
I teach courses in the actuarial and financial mathematics programs at the undergraduate and graduate level.
I am also responsible for supervising Master's and Ph.D. students working in Insurance Mathematics and Financial Mathematics.
Research
Research topics of current interest to me are: Ruin Theory. Expected Discounted Penalty Function, First-passage time problems and their Applications, Lévy Risk Models and their Applications in Insurance, Non-homogeneous Aggregate Claims Processes, Numerical Ruin Theory. Mathematical Finance. Generalized Hyperbolic Lévy Processes and their Applications in Finance, Exotic Options, Equity-linked Products, Model Calibration under Risk-neutral Measures. Convex Risk Measures. Data-based Risk Measures, Ruin-related Risk Measures in Finance. Lévy Regime Switching Models. First-passage time problems and their Applications in Finance and Insurance, Parameter Calibration. Position Dependent Random Maps. Applications in Finance and Insurance Modeling Simulation. Simulation in Finance and in Ruin Theory, Variance Reduction Techniques. Teaching
Courses that I have taught and/or continue to teach are: Financial Mathematics Actuarial Mathematics Loss Models Option Pricing Theory Risk TheoryGraduate Supervision
I currently supervise the following Ph.D. students. Maciej Augustyniak Zyed Ben Salah Raymond Elmahdaoui Ionica Groparu Romuald Momeya Hassan Omidi I also supervise several Master's students in the M.Sc. program in Mathematics and in the M.Sc. program in Mathematical and Computational Finance.
Where to Find Me
My office is located in the main campus of the University of Montreal. Pavillon André-Aisenstadt, Office 4215. My research has been funded by: