Meet ApplyKite Twin, the application assistant that learns with you

Meet your Twin, it learns with you

Your Twin learns with you

Launch week codes:30% off annual Pro20% off monthly Pro

Ends in00h00m00s

Jean-François Bégin

Associate Professor

Simon Fraser University

Canada

Research Interests

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Explore related searches

Professors in Canada

About

Jean-François Bégin is an Assistant Professor at Simon Fraser University in Canada. His research encompasses various areas, including portfolio diversification, stochastic volatility models, and pension plan consolidation. He has contributed to the field with recent articles examining electricity price behavior, annuity pricing, and mortality modeling. Through his work, he aims to enhance understanding and risk management strategies in financial markets and pension frameworks.

Articles (20)

Year:

2025

Year:

2025

Year:

2025

Year:

2025

Year:

2025

Year:

2025

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Year:

2023

Year:

2022

Year:

2022

Year:

2021

Year:

2021

Year:

2021

Year:

2021

Year:

2020

Year:

2020

Collaborators (4)

Alexandru Badescu

Professor

University of Calgary

CANADA

View details

Katja Ignatieva

Associate Professor

UNSW Australia Business School

AUSTRALIA

View details

Mathieu Boudreault

Associate Professor

Université de Montréal

CANADA

View details

Han Li

University of Melbourne

AUSTRALIA

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Jean-François Bégin

Research Interests

Make your next move.

Explore related searches

About

Articles (20)

The lexical ratio: a new perspective on portfolio diversification

A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models

The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets

Estimation of multifactor stochastic volatility jump-diffusion models: A marginalized filter approach

On the benefits of pension plan consolidation: Understanding the impact of full plan mergers

A general option pricing framework for affine fractionally integrated models

Modeling and Forecasting Subnational Mortality in the Presence of Aggregated Data

Benefit volatility-targeting strategies in lifetime pension pools

A new approximation of annuity prices for age–period–cohort models

Leveraging prices from credit and equity option markets for portfolio risk management

Option pricing under stochastic volatility models with latent volatility

Ensemble Economic Scenario Generators: Unity Makes Strength

Controlling the effects of adverse selection in flexible benefit plans: A pricing-based approach

Redistribution in collective pension arrangements without a sponsor guarantee: Hidden versus explicit risk transactions

A discrete-time hedging framework with multiple factors and fat tails: On what matters

On complex economic scenario generators: Is less more?

The informational content of high-frequency option prices

Do jumps matter in the long term? A tale of two horizons

Likelihood evaluation of jump-diffusion models using deterministic nonlinear filters

Levelling the playing field: A VIX-linked structure for funded pension schemes

Collaborators (4)

Alexandru Badescu

Katja Ignatieva

Mathieu Boudreault

Han Li

Make your next move.