Guillaume is a PhD student in the department of Risk and Actuarial Studies. His research is at the frontier of mathematical statistics and actuarial sciences. He aims to build sound statistical methods to validate (or invalidate) usual dependence assumptions made in multivariate risk models. He is also interested in the impact of dependence assumptions on insurance companies’ capital requirements. His research is supported financially by both UNSW (via a UIPA Scholarship) and Quebec’s government (via a FRQNT PhD Scholarship).
Before he started his PhD at UNSW, Guillaume was a research student (Masters) at University of Montreal where he met two of his current supervisors in Benjamin Avanzi and Pierre Lafaye de Micheaux. His Masters thesis was supported by both the Canadian government (via a NSERC Masters Scholarship) and the Canadian Institute of Actuaries (via their Graduate Scholarship Program). During his Masters he had the opportunity to visit UNSW and foster a research collaboration involving Bernard Wong, also one of his current supervisors.
Guillaume is passionate about teaching. Throughout his Masters at the University of Montreal he was a teaching assistant in three different courses and a lecturer in a fourth one. At UNSW he now holds a PhD Teaching Fellowship position, making him an official member of the Business School teaching staff.
Outside of university, Guillaume is a devoted runner. He has competed in multiple events ranging from the 400 meters to the marathon. He was also the president of University of Montreal’s Athletics Club from 2014 to 2016. Under his leadership the club became an official elite team, allowing its members to compete for their university in provincial and national events.
- Validating Dependence Assumptions in Actuarial Risk Modelling
- Associate professor Benjamin Avanzi
- Associate professor Bernard Wong
- Senior Lecturer Pierre Lafaye de Micheaux
- Tests of independence
- Measurement of dependence
- Goodness-of-fit tests for copulas
- Risk modelling
- University International Postgraduate Award (UIPA)