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Zied Ben Salah

Assistant Professor
Department of Mathematics and Actuarial Science
The American University in Cairo
Egypt

Professor Mathematics
Biography

Zied is an assistant professor in the Department of Mathematics and Actuarial Science. He received his PhD from the University of Montreal (2013), Canada, and joined AUC in 2015. His main research interests are in the fields of ruin theory and mathematical finance. He teaches courses in actuarial and financial mathematics at the undergraduate and graduate level. He was also a visiting fellow in the Department of Mathematics and Statistics at Concordia University, Canada.

Research Intrest

Lévy Processes, Markov Additive Processes: Applications in Finance and Insurance, Risk Theory: Generalized Risk Models, Ruin Theory, and Risk Measures. Mathematical Finance: Option Pricing and Theory of Arbitrage.

List of Publications
Z. Ben Salah and M. Morales, R.(2012). Lévy Systems and the Time Value of Ruin for Markov Additive Processes European Actuarial Journal. Volume 2, Issue 2, pp 289-317.
Z. Ben Salah (2014). On a Generalization of the Expected Discounted Penalty Function to Include Deficits At and Beyond Ruin. European Actuarial Journal. Volume 4, Issue 1, pp 219-246.
Z. Ben Salah, H. Guérin, M. Morales and H.O. Firouzi (2015). On the Depletion Problem for Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory. European Actuarial Journal. Volume 5, Issue 2, pp 381-425.
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