Jean-François BéginView profile
Associate Professor
Jean-François Bégin is an Associate Professor in the Department of Statistics and Actuarial Science at the Faculty of Science, Simon Fraser University. He is a Fellow of both the Society of Actuaries and the Canadian Institute of Actuaries, underscoring his expertise and leadership in actuarial science and financial risk modeling. He obtained his academic training from leading Canadian institutions: a PhD in Administration (Financial Engineering) from HEC Montréal under the supervision of Geneviève Gauthier; an MSc in Mathematics (Applied Mathematics) from Université de Montréal supervised by Mylène Bédard and Patrice Gaillardetz; and a BSc in Mathematics (Financial Mathematics) from the same university. His thesis work centered on simulation schemes for stochastic models in finance. His research lies at the intersection of actuarial science, financial econometrics, and quantitative finance, with major themes including stochastic volatility modeling, filtering methods, option pricing, pension economics, mortality forecasting, credit risk, and climate risk. He develops advanced statistical and computational methods to model financial and insurance risks under uncertainty. His recent publications—appearing in journals such as Management Science , Journal of Econometrics , Insurance: Mathematics and Economics , and North American Actuarial Journal —reflect a strong trend toward integrating econometric modeling with practical applications in pensions, insurance, and derivatives. His work increasingly explores collective risk-sharing mechanisms in pension pools, model uncertainty in economic scenario generation, and the use of high-frequency and aggregated data in risk modeling. His scientific contributions have been recognized through fellowships in two of the most prestigious actuarial bodies: Fellow of the Society of Actuaries Fellow of the Canadian Institute of Actuaries He is an active supervisor of graduate and undergraduate students, mentoring research in areas such as financial econometrics, Bayesian estimation, pension pooling, climate risk, and option pricing. He has advised numerous Master’s and doctoral students and welcomes new applicants with strong quantitative skills. He has also contributed to funded research and industry-oriented reports, particularly through collaborations with the Society of Actuaries and the Canadian Institute of Actuaries. He teaches advanced courses in financial economics, stochastic processes, Monte Carlo simulation, and actuarial communication at SFU, and previously taught at HEC Montréal and Université de Montréal. His research group engages with interdisciplinary challenges in risk modeling and continues to develop innovative frameworks for actuarial and financial decision-making.



