Patrice Gaillardetz, Concordia University

Research

Actuarial Science Dynamic Programming Equity-Linked Products Mathematical Finance Risk-control strategies Risk Management Risk-minimizing strategies Robust control hedging

Latest funding

Robust Optimizations For Equity-Linked Products
NSERC · 2020 · Principal investigator
$108,000
Pricing and Hedging Equity-Linked Products Using Risk Measures
NSERC · 2014 · Principal investigator
$90,000
Portfolio management for equity-indexed annuities
NSERC · 2009 · Principal investigator
$80,000

All 4 grants and awards

Robust Optimizations For Equity-Linked Products

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Gaillardetz, Patrice

Keywords: actuarial science; mathematical finance; risk management; equity-linked products; dynamic programming; risk-minimizing strategies; risk-control strategies; robust optimization; worst-case-oriented; robust control hedging

$108,000

Pricing and Hedging Equity-Linked Products Using Risk Measures

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: Gaillardetz, Patrice

$90,000

Portfolio management for equity-indexed annuities

Principal investigatorNSERC2009Discovery Grants Program - Individual

Principal investigators: Gaillardetz, Patrice

$80,000

Equity-linked products

Principal investigatorNSERC2006Discovery Grants Program - Individual

Principal investigators: Gaillardetz, Patrice

$36,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Mention their NSERC grant from 2020

Subject: Prospective PhD student: Actuarial Science Dear Professor Gaillardetz, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on actuarial science connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Robust Optimizations For Equity-Linked Products" (2020), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]