Xavier Milhaud
Ph.D. in Applied Mathematics, Fully Qualified Actuary
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Last update: 2021/10.
Contact
Current position
- Associate professor at Aix-Marseille University (AMU, France), member of I2M lab, in the research team dedicated to Statistics.
- Scientific director of the Research Chair DIALog (Digital Insurance And Long term risks) with Katrien Antonio (Professor in Statistics, KU Leuven, Belgium), sponsored by CNP Assurances (Paris, France).
- 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 at ISFA (Lyon),
- 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, ensemble methods (bagging and boosting),
- Admixture (aka contamination) models and finite mixture models (see R package admix here, and full package documentation here),
- Survival analysis,
- Generalized linear models,
- Latent variables and hidden Markov models (regime switching).
Hobbies
- 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.
- Fishing!
