معرفی
Amine Lkabous is a Lecturer in Actuarial Science at the School of Mathematics Sciences, University of Southampton. He holds a PhD in Statistics from the University of Quebec in Montreal (2018) and an MSc in Actuarial Science from Laval University (2013). Prior to his current role, he was a Postdoc at the University of Waterloo’s Department of Statistics and Actuarial Science (2018–2020).
His research focuses on developing probabilistic tools for quantifying risks in insurance and financial mathematics, particularly through stochastic control problems and Lévy process models. Key areas include ruin theory, stochastic modeling, and actuarial applications of Lévy processes. He teaches modules such as MATH2040/6131 (Financial Mathematics) and MATH3066/6130 (Actuarial Mathematics II).
His recent publications (2019–2025) explore topics like occupation times in Lévy risk models, refracted processes with dividend pullbacks, and deep drawdown analysis. These works emphasize applications to insurance solvency and stochastic optimization.
Amine supervises PhD students Mengni Yang and Quan Nguyen. He is actively accepting new PhD applications in his research areas.
