Faculty profile
Maciej Augustyniak
Back to facultyThis profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Université de Montréal directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $66,000
Improving hedging effectiveness in actuarial and financial applications
NSERC · 2023 · Principal investigator
- $91,000
Econometrics, model uncertainty and risk management in actuarial applications
NSERC · 2015 · Principal investigator
- $24,550
Modeling and segmentation of the customer lifetime value in the banking industry
NSERC · 2015 · Principal investigator
Improving hedging effectiveness in actuarial and financial applications
Principal investigators: Augustyniak, Maciej
Keywords: actuarial science; quantitative finance; risk management and hedging; financial econometrics; variable annuities; discrete-time multifactor stochastic models; regime-switching
Econometrics, model uncertainty and risk management in actuarial applications
Principal investigators: Augustyniak, Maciej
Modeling and segmentation of the customer lifetime value in the banking industry
Principal investigators: Augustyniak, Maciej
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.