Members

LMM- IRA

Anis MATOUSSI Numerical methods for stochastic control, recursive utility, BSDEs, dynamic utility, SPDEs

Youssef ESSTAFA Time series, machine learning, applied probability

Said HAMADENE Hybrid control, optimal switching, BSDEs, mean-field games, HJB equation

Sarah KAAKAI Population dynamics, longevity risk and pension, package development in R

Alexandre POPIER BSDEs, stochastic control, numerical approximation, SPDEs

CREST- ENSAE

Caroline HILLAIRET Dynamic utility, longevity risk and pensions, cyber risk

Ahmed KEBAIER Numerical probability, Deep learning and machine learning

Vincent LEMAIRE Applied probability, numerical methods, package development in R

Mohamed MRAD Dynamic Utilities, Forward-HJB SPDE, numerical methods, Stochastic flows

Wissal SABBAGH Numerical methods, BSDE, SPDE, counterparty risk

SAF- ISFA

Nabil KAZI-TANI Applied Probability, Stochastic control, Actuarial science, Risk Management

Pierre Olivier GOFFARD Bayesian statistics, numerical methods

Ying JIAO Multivariate financial risk modeling, credit risk, Stein method and numerical application

Stéphane LOISEL Actuarial mathematics, quantitative risk management, longevity risk, applied probability

Denys POMMERET Mixture of distributions, Bayesian statistics, dependence