Jean-François Bégin
Associated member, GERAD
Associate Professor, Department of Statistics and Actuarial Science, Simon Fraser University
Other titles and affiliations
Jan 2017 – Aug 2023
Assistant Professor, Department of Statistics and Actuarial Science, Simon Fraser University
Sep 2012 – Dec 2016
HEC Montréal
Education
Sep 2012 – Nov 2016
Ph.D.
, Administration
Four essays on applications of filtering methods in finance
HEC Montréal – Department of Decision Sciences,
Geneviève Gauthier,
director,
Mathieu Boudreault,
co-director
Research Axes
Research Applications
Publications
Sep 2026
Yawei Wang, Jean-François Bégin, and Jonathan Ziveyi
Insurance: Mathematics and Economics, 130, Paper no: 103288, 2026
BibTeX reference
Aug 2026
On the Relation Between Discrete and Continuous-Time Affine Option Pricing Models
Maciej Augustyniak, Alexandru Badescu, Jean-François Bégin, and Sarath Kumar Jayaraman
To appear in: Econometric Theory, 2026
BibTeX reference
May 2026
Jean-François Bégin, Barbara Sanders, and Yingfei Sun
ASTIN Bulletin, 56(2), 389–419, 2026
BibTeX reference
News
Sep 5, 2023
On September 1st, 2023, Jean-François Bégin has been promoted as Associate Professor from the Department of Statistics and Actuarial Science, Simon Fraser University.
Congratulations!
Jan 26, 2023
Professor Mathieu Boudreault of UQAM's Department of Mathematics, specializing in actuarial science, will work in collaboration with Retraite Québec and Professor Jean-François Bégin of Simon Fraser University in British Columbia on a project entitled "The Impact of Climate Change on the Long-Term Sustainability of Public and Private Pension Plans". This project is funded with $160,000, including $80,000 from Retraite Québec, under the Natural Sciences and Engineering Research Council of Canada (NSERC) Alliance Program.
Congratulation!
Prizes and awards
2026
Early Career Research Award
Society of Actuaries (SOA)
2026
2026 Award of Honour
Canadian Institute of Actuaries
2026
Highly Commended Award in the Peter Clark Prize
"On the Benefits of Pension Plan Consolidation: Understanding the Impact of Full Plan Mergers", with B. Sanders and W. Zhou
Institute and Faculty of Actuaries
2025
Best Paper Award of the 2nd Joint Colloquium of the International Association of Actuaries Sections
International Actuarial Association
2023
2023 Early Career Faculty Research Award of the Faculty of Science
Simon Fraser University
2023
2023 Maple Leaf Research Award
Actuarial Foundation of Canada
2020
Bob Alting von Geusau Prize
International Actuarial Association
2020
Fellow
Canadian Institute of Actuaries
2017
Fellow
Society of Actuaries (SOA)
Supervision
Muhammad Faruk Hasan
Ph.D.
Abdul-Rahaman Salifu
Master's degree
Mohammad Taha Wasaya
Master's degree
Jacob Berto
Master's degree
Evan Miller
Master's degree
Yunqiao Zhang
Master's degree
Sara Vakili
Master's degree
Isaac Marchand
Master's degree
Parnian Rezaei
Master's degree