Teaching

Course materials

Statistical Learning for Actuaries

Contains: Penalized regression, CART, Bagging, Boosting, SVM, Shapley, Neural Networks

Slides: Introduction, Data&Actuary, LinearModels, CART, Bagging, Boosting, LossFunction, Interpretability, SVM, NeuralNet, FoodForThough

Codes[data] : TP1-RegPen, TP2-CART, TP3-RF, TP4-GBM, TP5-Interpretability

Final project


Mortality Tables & Longevity Risk

Contains: Duration models, Mortality modelling, Life insurance

Slides

TP: TP1, TP2


Agricultural & Index Insurance

Contains: Agricultural risk management, Insurance pricing, Index insurance

Slides

TP: Data, TP1, TP2, TP3

Positions

2021 - ... Associate Professor - Institut de Science Financière et d'Assurances (ISFA)- Lyon, France

2020 - ... Lecturer - Ecole Nationale Supérieure de Statistique et d’Economie Appliquée (ENSEA) - Abidjan, Ivory Coast

2021 - ...  Lecturer - Institut International des Assurances (IIA) - Yaoundé, Cameroon

2016 - 2021 Teaching Assistant - Institut de Science Financière et d'Assurances (ISFA)- Lyon, France

2016 - 2019 Teaching Assistant - École nationale de la statistique et de l'administration économique  (ENSAE) - Malakoff, France

2012 - 2014 Teaching Assistant - Lycée Louis-Le-Grand (LLG) - Paris, France


Students supervised

Actuarial thesis: Aurélien Choquer (2019), Lucie Bulteau (2022), Pierre Herry (2022), Halil Yaya (2022), Afnane Kotbi (2022), Léonard Jullien (2022)