Research topics: 

• Actuarial Statistics (Tests; Mortality models; Ruin theory and approximation)

• Bayesian statistics (Variable Selection; Approximation)

• Short and long memory processes (Comparison; Clustering and goodness-of-fit tests)

• Copulas (Estimation and clustering); multivariate dependence.

• Mixtures (Two-components mixtures; Comparison of mixtures)

• Deep learning (Deep Gaussian Mixture Models; Data augmentation; Missing data; Clustering) 

• Imbalanced regression

PhD Students:

• Maxime Dotta : "Détection de fraude en assurance" (co-director Xavier Milhaud) with Malakoff Humanis 

• Samuel Stocksieker : “Modélisation des distributions déséquilibrées en assurance” (co-director : Arthur Charpentier)

• Eléonore Blanchard : “Détection de régimes de marché en gestion d’actifs” (co-directors : Anne Eyraud-Loisel, Pierre-Olivier Goffard) with CPR Amundi

Former PhD Students: 

• Meïli Baragatti  http://www.meilibaragatti.fr/

• Pierre-Olivier Goffard  http://pierre-olivier.goffard.me/

• Robin Fuchs https://www.linkedin.com/in/robin-fuchs-820a6862/?originalSubdomain=fr

• Yves Ngounou https://ensai.fr/equipe/ngounou-yves/

• Mathilde Dugenne https://lov.imev-mer.fr/web/member/mathilde-dugenne/

R Package: 

• Kcop  https://cran.r-project.org/web/packages/Kcop/index.html