Actuarial Science Research Group

Actuarial Science Research Group

Department of Statistical Sciences

University of Toronto

Welcome to the University of Toronto Actuarial Science Research Group!

Here you will find information and some of the most recent research work by our group.

Also follow our Github for latest projects and software packages.

Meet the Team

Faculty

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Andrei Badescu

Professor, Actuarial Science; Director, Master of Financial Insurance

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Sheldon Lin

Professor, Actuarial Science

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Christopher Blier-Wong

Assistant Professor, Actuarial Science

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Silvana Pesenti

Assistant Professor, Actuarial Science

Postdocs and PhD Students

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Jinghui Chen

Postdoctoral Fellow

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Samuel Perreault

Postdoctoral Fellow

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Brandon Tam

PhD Student

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Jongtaek Lee

PhD Student

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Pak Hop Chan

PhD Student

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Hassan Abdelrahman

PhD Candidate

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Kathleen Miao

PhD Candidate

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Yujia Yin

PhD Candidate

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Emma Kroell

PhD Candidate

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Ian Weng (Sophia) Chan

PhD Candidate

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Sebastian Calcetero

PhD Candidate

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Spark Tseung

PhD Candidate

Recent Publications

Quickly discover relevant content by filtering publications.
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
Christopher Blier-Wong, Hélène Cossette, Sebastien Legros, Etienne Marceau
DOI URL
A representation-learning approach for insurance pricing with images
Christopher Blier-Wong, Luc Lamontagne, Etienne Marceau
DOI
Applications of Population Sampling to Insurance Ratemaking and Reserving
Sebastian Calcetero Vanegas, X. Sheldon Lin
Claim reserving via inverse probability weighting: a micro-level Chain-Ladder method
Sebastian Calcetero Vanegas, Andrei Badescu, X. Sheldon Lin
Collective risk models with FGM dependence
Christopher Blier-Wong, Hélène Cossette, Etienne Marceau
DOI URL
See all publications

Software

View our list of software packages and their documentations.

SWIM Package

Scenario Weights for Importance Measurement, package available in R and Shiny app.
Jan 9, 2022

LRMoE Package

Logit-weighted Reduced Mixture of Experts model, a flexible nonlinear regression model for insurance data analysis, ratemaking and reserving. Packages available in Julia and R.
Nov 17, 2021

Events

Click on the event titles to find out more.

Casualty Actuarial Society Ratemaking, Product and Modeling Seminar 2023

Slides to our CAS RPM talk ‘Mixture-of-Experts Models for Claim Frequency and Severity’.
Mar 15, 2023

OWARS Seminar Series

One World Actuarial Research Seminar Series, with online seminars held on Wednesdays fortnightly.
Jun 1, 2022

Contact

  • +1 416-978-3452
  • 9th Floor, Ontario Power Building, 700 University Avenue, Toronto, Ontario M5G 1Z5
  • Github Contact