I am a postdoctoral fellow at Concordia University, where I am working on developing robust risk measures and risk measurement techniques for natural catastrophe insurance under the guidance of Professors Melina Mailhot and Silvana Pesenti. My 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. I have also presented my work at conferences such as PARTY and EBFIN.
In addition to my research, I have experience in teaching and mentoring university students. I have served as a teaching assistant for several semesters in an Investments Portfolio course and as a tutor in a Business Analytics MBA program, where I taught various subjects on statistics and R programming.
You can find a list of my published papers here.
Email: marlonmoresco [at] hotmail [dot] com; marlon [dot] moresco [at] concordia [dot] ca