Concordia University

http://www.concordia.ca/content/concordia/en/artsci/math-stats/faculty.html

Mélina Mailhot, PhD

Assistant Professor, Mathematics and Statistics

Office: S-LB 921-29 
J.W. McConnell Building,
1400 De Maisonneuve W.
Phone: (514) 848-2424 ext. 3830
Email: melina.mailhot@concordia.ca

Education

Ph.D.:  Université Laval, Canada 2012

Research interests

Actuarial Science, Risk Theory, Dependence Modeling, Risk Measures, Optimization


Teaching activities

Mathematics of Finance

Loss Models

Investment Mathematics


Publications

  • B. Kchouk*, M. Mailhot (2016). Reciprocal Reinsurance Treaties Under an Optimal and Fair Joint Survival Probability. Variance.

  • H. Cossette, M. Mailhot, E. Marceau, M. Mesfioui (2015). Vector-valued Tail Value-at-Risk. Methodology and Computing in Applied Probability, p.1-22.

  • H. Cossette, M.-P. Côté, M. Mailhot, E. Marceau (2014). A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Journal of Multivariate Analysis, 130, p.1-20.

  • H. Cossette, M. Mailhot, E. Marceau, M. Mesfioui (2013). Bivariate lower and upper orthant Value-at-Risks. European Actuarial Journal, 3 (2), p.321-357.

  • H. Cossette, M. Mailhot, E. Marceau. (2012). TVaR-based capital allocation for multivariate compound  distributions.  Insurance : Mathematics and Economics, 50 (2), p.247-256.

  • J.-F. Quessy, M. Mailhot (2011). Asymptotic power of tests of normality under local alternatives. Journal of Statistical Planning and Inference, 141, 2787-2802


* refers to supervised students


Participation activities

Invited Presentations

International Conference on Statistical Distributions with Applications, Niagara Falls, 2016

Annual Meeting of the Statistical Society of Canada, Brock University, 2016

CRM Seminar, Université Sherbrooke, 2015

CRM Seminar, Université de Montréal, 2015

Lecture,“Actuariat et société”, Université du Québec à Montréal, 2015

Conference, National Association of Students in Actuarial Science, 2015

Lecture “Actuariat et société”, Université du Québec à Montréal, 2014

Conference, Industrielle Alliance, 2012

Seminar, Université Concordia, 2012

Seminar, Université de Montréal, 2012


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