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I am a Professor of Statistics and Actuarial Science at Université Claude Bernard Lyon 1 and a member of the Laboratoire de Sciences Actuarielle et Financière (LSAF). My research lies at the intersection of applied probability, statistics and actuarial science, with a particular interest in extreme risks and risk-sharing mechanisms.
Over the years, I have moved between statistics, quantitative finance and actuarial science, combining theoretical research with applications to insurance and risk management.
Peer-reviewed articles
PhD students supervised
Academic research & teaching
Academic research & teaching
EDUCATION
ENSAE Paris · MSc in Statistics · PhD in Applied Mathematics · HDR in Applied Mathematics
MY ACADEMIC JOURNEY
2002–2003 · SCOR, Paris
Junior Researcher — long-term care insurance
2003–2006 · CNAM, Paris
Associate Professor of Statistics
2006–2010 · ENSAE Paris & CEA
Associate Professor of Actuarial Science · Director of Studies
2010–2019 · ISFA, Université Lyon 1
Professor of Statistics and Actuarial Science
2019–2023 · ENSAE Paris / CREST
Professor of Statistics and Actuarial Science
2023 -present · ISFA, Université Lyon 1
Professor of Statistics and Actuarial Science
BEYOND RESEARCH
Academic leadership
I have held several academic leadership positions, including Director of ISFA and Director of the Laboratoire de Sciences Actuarielle et Financière. These roles have involved academic strategy, programme development, research policy and partnerships with academic and professional institutions.
Research & supervision
I have supervised sixteen completed PhD theses and several postdoctoral researchers, and I continue to be strongly involved in doctoral training and the development of research collaborations in actuarial science and statistics.
Academic community
I contribute to the international academic community through editorial responsibilities in actuarial science, finance and applied probability, including editorial roles for Insurance: Mathematics and Economics and the European Actuarial Journal.
SELECTED MILESTONE
Research funding
Scientific Coordinator
Data Analytics and Models for Insurance
BNP Paribas Cardif · €1.5M
Editorial work
European Actuarial Journal (since 2011)
Quantitative Finance (2018 – 2023)
Finance & Stochastics (2021 – 2025)
Insurance: Mathematics and Economics (since 2023)
Award
ARIA Brockett-Shapiro
Actuarial Journal Award · 2024
Award
North American Actuarial Journal
Best Paper Prize · 2023
CURRENT INTERESTS
My current research focuses on how risks can be shared when classical diversification becomes ineffective — in particular in the presence of extreme losses, heterogeneous participants and complex dependence structures. This leads me to work at the interface of extreme value theory, actuarial science and collaborative insurance.
“The best thing about being a statistician is that you get to play in everyone’s backyard.”
— John W. Tukey
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