PhD defended

I’m happy to share that yesterday I successfully defended my thesis “Model ambiguity in continuous time non-life insurance” at the University of Toronto. The thesis considers three problems in model ambiguity in insurance: one in reverse stress testing, one in optimal reinsurance, and one in risk sharing.

I’m grateful to my PhD supervisors Silvana Pesenti and Sebastian Jaimungal for their support and guidance throughout my PhD. I’d also like to thank my committee and other members of the University of Toronto Department of Statistical Sciences for their assistance and feedback. I’m looking forward to what comes next!