Jean-François Renaud, Université du Québec à Montréal

Research

Read how they describe their research on their Université du Québec à Montréal profile.

Latest funding

Risk measurement and stochastic control in actuarial mathematics
NSERC · 2019 · Principal investigator
$120,000
Lévy processes in actuarial ruin theory and exotic option pricing
NSERC · 2014 · Principal investigator
$70,000
Stochastic processes in finance and insurance
NSERC · 2009 · Principal investigator
$80,000

All 3 grants and awards

No publications available.

Risk measurement and stochastic control in actuarial mathematics

Principal investigatorNSERC2019Discovery Grants Program - Individual

Principal investigators: Renaud, Jean-François

Keywords: ruin theory; variable annuities; risk measures; applied probability; stochastic processes; stochastic control

$120,000

Lévy processes in actuarial ruin theory and exotic option pricing

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: Renaud, JeanFrançois

$70,000

Stochastic processes in finance and insurance

Principal investigatorNSERC2009Discovery Grants Program - Individual

Principal investigators: Renaud, JeanFrancois

$80,000

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

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Applying for

Mention their NSERC grant from 2019

Subject: Prospective PhD student Dear Professor Renaud, 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 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 "Risk measurement and stochastic control in actuarial mathematics" (2019), 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]