Ph.D. in Applied Mathematics and Fully Qualified Actuary
Changer la langue ici !
Last update: 01/08/2019.
- Assistant professor at ISFA (Institute of Financial and Actuarial Sciences, University of Lyon 1), member of the SAF Research Team (Finance and Actuarial Science Research lab).
Fellow of the International Actuarial Association (IAA).
Education in a few words (see my curiculum vitae for further details)
- 2009-2012 - Ph.D. thesis in Applied Mathematics (supervisors: Stéphane LOISEL and Véronique MAUME-DESCHAMPS), defended on 07/06/2012.
- 2010 - Actuary diploma,
- 2007-2008 - Research Master in financial and actuarial sciences at ISFA (Lyon),
- 2005-2008 - ENSIMAG Engineer (graduate level school of engineering in computer science and applied mathematics at INP Grenoble),
Current research interests in a nutschell
- Statistical learning, machine learning, bagging and boosting,
- Discriminant analysis, segmentation models,
- Survival analysis,
- Generalized linear models,
- Finite mixture models,
- Latent variables and hidden Markov models (regime switching).
- Sports: tennis, football, ping-pong, badminton, water-skiing, diving, kitesurf.
- Trips: spent 13 years abroad (Subsaharian Africa), and travelled a lot mostly in Europe but also in latin America.