People
Project leaders
Caroline Hillairet is professor at ENSAE Paris, in charge of the actuarial science master degree. She is member of the CREST, Laboratory of Finance and Insurance (LFA). She received her PhD in applied mathematics from University of Toulouse. Previously she was assistant professor at Ecole Polytechnique, form 2005 to 2015. Her research concerns long term risks, progressive utility approaches, longevity and cyber risk. She is the co-coordinator of the Joint Research Initiative on Cyber Risk Management sponsored by Axa Research Fund.
Olivier Lopez is professor at Sorbonne Université, director of ISUP (Institute of Statistics) and of the Actuarial Master Degree. He is a fully qualified member of the French Actuarial Association (Institut des Actuaires), member of its Scientific Committee, and representative member of the Education Committee of the European Actuarial Association. His research topics include applications of statistics and artificial intelligence to actuarial sciences. He is the co-director of the Cyber-Risk research initiative (Fondation du Risque).
Associate members
Sébastien Farkas is a PhD Student at Sorbonne Université. He is an associate member of the French Actuarial Association. Since 2019, he works toward a statistical-based approach on Cyber Risk Insurance's challenges under the supervision of Caroline Hillairet (CREST, Ensae ParisTech) and Olivier Lopez (LPSM, Sorbonne Université). He formerly worked within the AXA Group on reinsurance credit risk management.
Since 2017, Charlotte Dion is assistant professor at Sorbonne Université at LPSM in the Statistics team. Its innovative research on stochastic processes inference has resulted in quality publications. Diffusions model or Hawkes process are in the center of its works and are powerful tools for the financial or actuarial modeling. Nonparametric learning procedures of functional data classification meet a real demand due to the increasing amount of complex data.
Maud Thomas is assistant professor at Sorbonne Université (LPSM), co-chair of the Actuarial Master Degree of ISUP. She is associate member of the French Institute of Actuaries. Her research topics cover extreme value theory and their application to risk analysis and risk management in various sectors (natural disasters, public health, insurance applications...)