معرفی
Traian Pirvu is an Associate Professor in the Department of Mathematics and Statistics at McMaster University. His research focuses on financial mathematics, with emphasis on optimal investment strategies, pricing in incomplete markets, and equilibrium models. He has taught courses such as Portfolio Theory and Optimization, Financial Markets and Derivatives, and Foundations of Financial Mathematics. His academic background includes a PhD in Mathematical Finance from Carnegie Mellon University (2005) and a postdoctoral fellowship at the University of British Columbia (2005–2008).
Research Interests: Optimal Investment, Risk Management, Actuarial Science, Insurance Mathematics, Portfolio Optimization, Stochastic Control, and Mathematical Economics. His projects address equilibrium pricing of non-tradable risks, regulatory constraints in portfolio selection, time-consistent utility models, and applications of prospect theory in financial decision-making.
Recent Trends in Articles: Recent work includes stochastic control models with regime switching, population dynamics analysis in actuarial contexts, and liquidity adjustments in option pricing. Key contributions involve minimizing insurer bankruptcy risks and developing frameworks for mortality-linked instruments.
Awards & Grants: No specific awards listed, but active research in funded areas like financial mathematics and actuarial science.
Advising & Labs: Involvement in major research projects (e.g., MATH 790C) and interdisciplinary collaborations, though no lab teams explicitly mentioned.
