Anas Abdallahمشاهده پروفایل
دانشیار
Anas Abdallah is an Associate Professor in the Department of Mathematics and Statistics at McMaster University. His research focuses on actuarial science, particularly in loss reserving, stochastic modeling, and the application of machine learning techniques such as recurrent neural networks (RNNs) to insurance risk analysis. He specializes in dependence modeling using copulas and Sarmanov distributions to address multivariate insurance claims and risk capital analysis. Education: PhD in Actuarial Science, Université Laval (2016) MSc in Mathematical Engineering and Modeling, Institut National des Sciences Appliquées (2009) Research Interests: Develops methods for multivariate loss reserving and risk capital estimation Applies hierarchical Archimedean copulas and RNNs to model dependencies between loss triangles Explores stochastic reserving techniques and alternative actuarial provisioning strategies Teaching: Instructor for courses such as Actuarial Models in Non-Life Insurance, Financial Markets and Derivatives, and Statistics of Financial Data Has taught across multiple levels including undergraduate (MATH 2FM3), graduate (STATS 4G03), and professional programs (MFM 704) Grants and Labs: No specific grants or lab affiliations explicitly listed, though his research indicates involvement in collaborative projects in actuarial science and financial mathematics.












