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
Mohamed Amine Lkabous,
2021, Scandinavian Actuarial Journal, 2021(10), 916-935
Type: article
David Landriault, Bin Li & Mohamed Amine Lkabous,
2021, Insurance: Mathematics and Economics, 100, 147-155
Type: review
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
Mohamed Amine Lkabous,
2019, Statistics and 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