Bayesian hierarchical modelling of exposure to accident benefit claims

The project will assess the financial risks to DGAG (Desjardins Groupe d’assurances generales) associated with payments of accident insurance claims. A large database is available on the losses incurred due to different aspects of insurance claims (medical costs, rehabilitation and attendant care, etc.), and this project will assist DGAG in developing exposure assessments for future […]

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Diversification of atmospheric perils: top-down flood and tropical cyclone models with applications to the (re)insurance industry

Just like the idiom says, to not put all your eggs in one basket, insurance and reinsurance are founded on diversification. Pooling among policyholders, lines of businesses, perils, etc., are typical ways to achieve an adequate level of diversification to lower required capital. However, there are several factors that can act to hamper diversification, even […]

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Développement d’une méthode d’optimisation pour la génération des horaires du personnel de soins afin de minimiser l’absentéisme et les arrêts de travail

Le projet de recherche tente de réduire l’impact de l’absentéisme et des arrêts de travail (chez le personnel de soins) sur la qualité des services proposés dans les hôpitaux. Pour cela, des emplois du temps optimisés seront générés à l’aide de nouveaux indicateurs. Ces indicateurs seront créés avec des algorithmes issus de l’intelligence artificielle à […]

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Development of learning enhancement tools using Maple™ and Maple T.A.™ toenhance in-class and online instruction and testing in the physical, mathematical and social sciences

Maplesoft markets Maple, the world’s premier symbolic mathematics processor, used extensively in education, research, and industry, and Maple T.A. (Testing and Assessment) a powerful online testing environment. The proposed project focuses on development of and research on educational applications of the software. Course content will be developed using Maple and Maple T.A. for core university […]

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Affine Multivariate GARCH Models

The objective of the proposed research program is to develop a flexible and unified multivariate framework for modeling the returns of financial assets. The program is innovative since it establishes closed-form formulas for an efficient and reliable calculation of risk measures and derivative prices. For financial institutions and government regulators, who are performing pricing and […]

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Risk measures – Their accuracy and stability in a practical implementation

The primary research objective is to determine the accuracy and stability of risk measures as they are developed and put into practice. The intern will be required to develop and implement testing strategies to help ensure new models exhibit comprehensive risk coverage and seamless integration to the existing CMRM risk-measurement framework. While focusing on a […]

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OPTIMISATION DE PERFORMANCE D’UN RÉSEAU DE DÉTAILEXPLOITANT DES INFORMATIONS VIVES DE DEMANDE, D’OFFRE ET D’OPÉRATION

La présente proposition s’appuie sur un partenariat d’une durée de quatre ans, débutant en avril.2010 et se terminant en mars.2014, avec le Groupe Aldo, chef de file du domaine de détail des chaussures. Ce projet d’envergure fait suite à un projet industriel réalisé en 2009-2010, lequel repose sur la recherche d’efficience opérationnelle basée sur l’exploitation […]

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Analyse des incitatifs financiers à la réduction des risques et à l’immunisation en assurance inondation

Le projet vise à identifier les pratiques individuelles d’immunisation qui présentent la meilleure efficience économique dans la réduction du risque d’inondation au Québec pour les citoyens riverains et l’ensemble de la société. Nous allons d’abord quantifier les coûts et les bénéfices de différentes mesures de protection et de réduction du risque d’inondation pour un propriétaire […]

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The Hidden Subgroup Problem in Post-Quantum Cryptography

Quantum computers are new technologies that harness the power of quantum mechanics to store and manipulate information. Recent years have seen accelerated progress on their development, and while their potential benefits are significant, we must now prepare the cryptographic infrastructure underlying cybersecurity to ensure the continued safety of our data in the face on an […]

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Statistical machine learning for urban transportation system

In general, the goal of project is to investigate the train travel data and figure out the main factors affecting train travel time. Moreover, we will use machine learning algorithms to predict their arrival time to stations and forecast when delays will happen. Specifically, to figure out what factors are affecting train travel times, we […]

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Automated Change Detection of Serial MR Images Using Compressed Sensing

We aim to develop a new algorithm to detect changes in serial MR examinations. Computer-based change detection system is an important tool to automatically process abundant information produced by imaging systems and assist physicians to identify clinically important changes in the images. Many existing methods are computationally costly. The emerging mathematical theory of compressed sensing […]

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