Marlon Moresco

Postdoctoral Fellow
marlonmoresco[at]hotmail.com

Campus

  • Downtown Toronto (St. George)

Fields of Study

  • Actuarial Science
  • Mathematical Finance
  • Probability
  • Statistical Computing

Areas of Interest

  • Risk Measures

Biography

I have a Ph.D. in Finance from Federal University of Rio Grande do Sul. I work with risk measures. Currently I'm reaseching suitable risk measures for assessing risk inherent in natural catastrophes and alternates potential approaches for calculating solvency capital requirements for insurable natural catastrophes.