Personal website of Pr. Dr. Mhamed Eddahbi


Announcements

Monday, August 26, 2019 - 13:48
Tuesday, July 9, 2019 - 14:25
Monday, August 13, 2018 - 13:21
The main goal if to provide an understanding of the fundamental concepts of risk theory, and how those concepts are applied in computing premiums using various methods, in constructions...
You will find here the solution of the final exam (Actuarial Mathematics I) ACTU-362 Spring 2018. Please feel free to send me any comments or remarks.
Preparation for MLC exams
We study a finite horizon balance sheet optimal multi-modes switching problem related to trade-off strategies between expected profit and cost cash flows. The problem is formulated in terms...
In this paper, we study multidimensional generalized BSDEs that have a monotone generator in a general filtration supporting a Brownian motion and an independent Poisson random measure....
We establish a Krylov's type estimate and an Itô-Krylov's change of variable formula for the solutions of one-dimensional quadratic backward stochastic differential equations (QBSDEs) with...
https://www.soa.org/ http://www.crm.cat/en/Pages/default.aspx