Marlon Moresco

Marlon Moresco

Postdoc, 2022-2024; Adjunct Professor

Business School, Federal University of Rio Grande do Sul

Marlon is now an adjunct professor at the Business School of the Federal University of Rio Grande do Sul (UFRGS), Brazil.

He was a postdoctoral fellow at Concordia University from 2022 to 2024, where he was working on developing robust risk measures and risk measurement techniques for natural catastrophe insurance under the guidance of Professors Melina Mailhot and Silvana Pesenti. His research focuses on the axiomatic approach to risk measures and has been published in esteemed journals such as Statistics & Risk Modeling, Operations Research Letters, Annals of Operations Research, Insurance: Mathematics and Economics, and Statistics & Probability Letters. He has also presented my work at conferences such as PARTY and EBFIN.

In addition to his research, he has experience in teaching and mentoring university students. He has served as a teaching assistant for several semesters in an Investments Portfolio course and as a tutor in a Business Analytics MBA program, where he taught various subjects on statistics and R programming.

You can find a list of his published papers here.

Email: marlonmoresco [at] hotmail [dot] com; marlon [dot] moresco [at] concordia [dot] ca

Interests

  • Actuarial Science
  • Risk Measures

Publications