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I am a Statistics (Actuarial Science) PhD candidate in the Department of Statistical Sciences at the University of Toronto working under the supervision of Prof. Silvana Pesenti. I am interested in mathematical problems in insurance and risk management, dependence uncertainty, and robustness.
I am awarded a 2026-27 Queen Elizabeth II/Reginald A. Blyth Graduate Scholarship in Science and Technology (Statistics).
In the 2025-26 academic year, I was a recipient of the Spencer Doctoral Scholarship and the Ontario Graduate Scholarship, and I was a co-organizer of the Brown Bag Seminar.
Previously, I attended York University (MA. Theoretical Statistics), and Toronto Metropolitan University, formerly Ryerson University (MSc. Applied Mathematics, BSc. Hons. Financial Mathematics) - one might say I have performed the Toronto hat-trick. I am married to mathematician/computer scientist Luis Scoccola.
You can reach me at k[dot]miao[at]mail[dot]utoronto[dot]ca, I'd love to hear from you!
Articles and preprints
Articles and preprints
Miao, K. E., & Pesenti, S. M. (2026). Discrimination-insensitive pricing. arxiv/SSRN (preprint)
Miao, K. E., & Pesenti, S. M. (2025). Robust elicitable functionals. European Journal of Operational Research. (open source)
Presentations
Presentations
Invited
3rd Workshop on Fairness and Discrimination in Insurance, Université Laval, Québec City, Canada, October 6-7, 2026
67th Canadian Operational Research Society conference, Queen's University, Kingston, Canada, June 8-10, 2026
Seminar at Toronto Metropolitan University, Canada, April 2, 2026
STATQAM/Quantact joint seminar, Université du Québec à Montréal, Canada, April 17, 2025
Contributed
Statistical Society of Canada Annual Meeting, McMaster University, Hamilton, Canada, June 1-3, 2026 (Talk)
8th Workshop on Insurance Mathematics, University of Toronto, Canada, March 5-6, 2026 (Poster)
Best Poster Award
1st ASTIN Bulletin Conference, ETH Zürich, Switzerland, January 14-16, 2026 (Talk)
60th Actuarial Research Conference, York University, Toronto, Canada, July 29-August 1, 2025 (Talk)
Statistical Society of Canada Annual Meeting, University of Saskatchewan, Saskatoon, Canada, May 25-28, 2025 (Talk)
8th Eastern Conference on Mathematical Finance, Fields Institute, Toronto, Canada, September 26-27, 2024 (Poster)
Best Poster Award
27th International Congress on Insurance: Mathematics and Economics, DePaul University, Chicago, USA, July 8-11, 2024 (Talk)
Statistical Society of Canada Annual Meeting, Memorial University, St. John's, Newfoundland, Canada, June 2-5, 2024 (Talk)
7th Ontario-Québec Workshop in Insurance, Concordia University, Montréal, Canada, March 8, 2024 (Poster)
Other
Mathematical Finance Research Retreat, Niagara-on-the-Lake, Canada, March 6-8, 2025
Brown Bag Seminar (Internal), November 19, 2024
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