Hello! My name is Brandon Tam and I am a third year PhD candidate in the Department of Statistical Sciences at the University of Toronto. I am also a member of the University of Toronto Actuarial Science Research Group. My research interests are in actuarial science and risk management. In particular, I am interested in distributionally robust optimization, model uncertainty defined via optimal transport distances, dynamic risk measures, and optimal allocation problems. My research is partially funded by the Ontario Graduate Scholarship (2025-2027). Prior to starting my PhD, I completed an HBSc at the University of Toronto, specializing in actuarial science and minoring in mathematics.

In my free time, I enjoy playing badminton, playing piano and watching Cantonese dramas.

Updates

August 14, 2026: Second revision of first preprint on SSRN.

Tam, B., Pesenti, S. M. (2026). Bounds for Distributionally Robust Optimization Problems. arXiv preprint arXiv:2504.06381.

March 19, 2026: Second preprint on SSRN.

Tam, B., Ghossoub, M., Pesenti, S. M. (2026). Dynamic Pareto-Optima in Multi-Period Pure-Exchange Economies. arXiv preprint arXiv:2603.19414.

April 8, 2025: First preprint on arXiv.