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Fonction(s)
Professeur des Universités, Directeur ISFA
Discipline(s) enseignée(s)
Teaching
? Time series
? Extreme value theory
? Risk theory
? Time series
? Extreme value theory
? Risk theory
Thème de recherche
Research Interests
? Extreme Value Theory and Statistics
? Extreme Value Theory and Statistics
? Actuarial Theory and Practice
? Statistical Finance
? Statistical Learning
Activités / CV
Short CV
? 2023- : Professor of Statistics and Actuarial Sciences and Director of ISFA, Institut de Science Financière et d’Assurances, UCBL, Lyon
? 2019-2023 : Professor of Statistics and Actuarial Sciences at ENSAE, Research fellow at the Laboratory in Finance and Insurance (LFA) CREST – Center for Research in Economics and Statistics
? 2010-2019: Professor of Statistics and Actuarial Sciences at ISFA, Institut de Science Financière et d’Assurances, UCBL, Lyon
? 2006-2010 : Associate Professor in Actuarial Science at ENSAE, Director of Graduate Studies at the CEA
? 2003-2006 : Assistant Professor of Statistics at Conservatoire National des Arts et Métiers (CNAM)
? 2002-2003 : Junior researcher at Centre International de Recherche et de Développement de l’Assurance Dépendance (SCOR)
? 2023- : Professor of Statistics and Actuarial Sciences and Director of ISFA, Institut de Science Financière et d’Assurances, UCBL, Lyon
? 2019-2023 : Professor of Statistics and Actuarial Sciences at ENSAE, Research fellow at the Laboratory in Finance and Insurance (LFA) CREST – Center for Research in Economics and Statistics
? 2010-2019: Professor of Statistics and Actuarial Sciences at ISFA, Institut de Science Financière et d’Assurances, UCBL, Lyon
? 2006-2010 : Associate Professor in Actuarial Science at ENSAE, Director of Graduate Studies at the CEA
? 2003-2006 : Assistant Professor of Statistics at Conservatoire National des Arts et Métiers (CNAM)
? 2002-2003 : Junior researcher at Centre International de Recherche et de Développement de l’Assurance Dépendance (SCOR)