About
Amine is a Lecturer in Actuarial science at the School of Mathematics Sciences of the university of Southampton. I am broadly interested in risk theory and stochastic optimization problems applied in actuarial and financial mathematics.
Research
Research groups
Research interests
- Risk and Ruin Theory
- Stochastic Control Problems
- Stochastic Modelling in Insurance
Current research
Amine is broadly interested in developing probabilistic quantities for the quantification of risks faced by insurance companies.
Publications
10 publications
Page 1 of 1
Mohamed Amine Lkabous,
& Zijia Wang
, 2023
, Insurance: Mathematics and Economics
, 111 , 257--278
Type: article
Zijia Wang,
Amine Lkabous,
& David Landriault
, 2023
, Scandinavian Actuarial Journal
, 2023 (9) , 885--906
Type: article
David Landriault,
Bin Li,
Amine Lkabous,
& Zijia Wang
, 2022
, Stochastic Processes and their Applications
, 157 , 308--334
Type: article
David Landriault,
Bin Li,
& Mohamed Amine Lkabous
, 2021
, Insurance: Mathematics and Economics
, 100 , 147--155
Type: review
Mohamed Amine Lkabous
, 2021
, Scandinavian Actuarial Journal
, 2021 (10) , 916--935
Type: article
David Landriault,
Bin Li,
& Mohamed Amine Lkabous
, 2020
, Insurance: Mathematics and Economics
, 92 , 17--26
Type: article
Mohamed Amine Lkabous,
& Jean François Renaud
, 2019
, Scandinavian Actuarial Journal
, 2019 (8) , 711--728
Type: article
, 2019
, Statistics & Probability Letters
, 145 , 147--157
Type: article
Mohamed Amine Lkabous,
& Jean François Renaud
, 2018
, Risks
, 6 (3)
DOI: 10.3390/risks6030085
Type: article
Mohamed Amine Lkabous,
Irmina Czarna,
& Jean François Renaud
, 2017
, Insurance: Mathematics and Economics
, 74 , 153--163
Type: article
Teaching
I am usually teaching the following modules
MATH2040/6131 Financial Mathematics
MATH3066/6130 Actuarial Mathematics II
Biography
Employment:
- Lecturer of Statistics, University of Southampton, 2020-
- Postdoc at the Department of Statistics and Actuarial Science, University of Waterloo, 2018-2020
Education:
- PhD in Statistics, University of Quebec in Montreal, Canada, 2018
- Msc in Actuarial Science, Laval University, Canada, 2013