معرفی
Patrice Gaillardetz is a Professor in the Department of Mathematics and Statistics at Concordia University, Faculty of Arts and Science. His work bridges actuarial science, mathematical finance, and risk modeling, with a focus on insurance-linked financial products and hedging strategies.
Education:
- Ph.D. in Statistics, University of Toronto, Canada (2006)
Dr. Gaillardetz's research centers on actuarial science, particularly the pricing and hedging of embedded financial guarantees in insurance products. His interests include risk theory, equity-linked insurance, variable annuities, and dynamic hedging in incomplete markets. He applies quantitative methods to assess policyholder behavior, surrender options, and worst-case valuation scenarios.
His recent publications (2020–2024) demonstrate a strong trend in modeling actuarial derivatives using arbitrage-free frameworks like the discrete-time Nelson-Siegel model, Shapley-based risk allocation, and higher-moment option evaluation. These works appear in top-tier journals such as Insurance: Mathematics and Economics, ASTIN Bulletin, and North American Actuarial Journal, reflecting expertise in both theoretical and applied actuarial finance.
Scientific Grants:
- Natural Sciences and Engineering Research Council (NSERC)
- Fonds de recherche du Québec – Nature et technologies (FQRNT)
- International Financial Services Research Centre (IFSID)
- Canadian Institute of Actuaries (CIA)
- Society of Actuaries (SoA)
Dr. Gaillardetz actively supervises graduate students in Mathematics and Statistics at both the Master’s and PhD levels. He has served as Director of the Actuarial Mathematics program and Co-op Director for over twelve years. He is a member of Quantact and the Centre de recherches mathématiques, contributing to collaborative research in quantitative actuarial science.
He teaches core actuarial courses including ACTU 257 (Actuarial Mathematics I) and ACTU 357 (Actuarial Mathematics II), shaping the next generation of actuaries through rigorous quantitative training.
