I am an Associate Lecturer in the School of Risk and Actuarial Studies, as well as a final-year PhD student. My research sits at the junction of mathematical statistics and actuarial sciences. I work on statistical methods to validate (or invalidate) usual dependence assumptions made in multivariate risk models. I especially work on the subtle differences between pairwise and mutual independence. My research has been supported financially by both UNSW (UIPA Scholarship) and Quebec’s government (FRQNT PhD Scholarship).
Avanzi B; Boglioni Beaulieu G; Lafaye de Micheaux P; Ouimet F; Wong B, 2021, 'A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables', Journal of Mathematical Analysis and Applications, vol. 499, pp. 124982 - 124982, http://dx.doi.org/10.1016/j.jmaa.2021.124982
Prize for Best Presentation at the Conference ‘Perspectives on Actuarial Risks in Talks of Young Researchers' in Sibiu, Romania, 2019.
Second place in UNSW Business School's 3 Minutes Thesis Competition, 2018.