Sébastien Farkas
Sébastien Farkas
Embedded Files
PhD Student, LPSM, Sorbonne Université.
Working on mathematical models for the cyber insurance.
Supervised by Olivier Lopez and Caroline Hillairet.
Part of the project Cyber Risk Insurance: actuarial modeling, Joint Research Initiative under the aegis of Risk Fundation, with partnership of AXA, AXA GRM, ENSAE, and Sorbonne Université.
Publications
Publications
- S. Farkas, O.Lopez and M.Thomas. Cyber claim analysis through Generalized Pareto Regression Trees with applications to insurance pricing and reserving, Preprint HAL.
Communications and events
Communications and events
- Sections Virtual Colloquium, online (11-15 May 2020).
- PhD students seminar, LPSM GTT, online (11 May 2020).
- Online International Conference in Actuarial science, data science and finance, online (28-29 April 2020).
- Working group CMAP, ENSAE, ENSTA, Palaiseau, France (3 February 2020).
- Webinar of the "Institut du Risk Management", online (21 January 2020).
- 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, United Kingdom (14-16 December 2019).
- 23nd International Congress on Insurance: Mathematics and Economics, Munich, Germany (10-12 July 2019).
- Working Group "Actuariat et Risques Contemporains" (GT ARC), Paris, France (21 June 2019).
- Conference "Journées de Statistique de la SFdS", Nancy, France (3-7 June 2019).
- Cyber Insurance and its Contribution to Cyber Risk Mitigation, Lorentz Center, Leiden, Netherlands (25-29 March 2019).
- 12th Financial Risks International Forum, Institut Louis Bachelier, Paris, France (18 March 2019).
Curriculum Vitae
Curriculum Vitae
- 2019 - present:
- PhD student.
- Member of Institut des Actuaires.
- 2016 - 2018:
- Master's degree of Actuarial Science at Sorbonne Université and Institut de Statistique de l'Université de Paris (Paris, France).
- Intern / trainee on Reinsurance Credit Risk at AXA Global Re (Paris, France).
- 2015 - 2016:
- Actuarial Science at Institut de Statistique de l'Université de Paris (Paris, France).
- Intern on Reinsurance Credit Risk and Cyber Risk at AXA Group Risk Management (Paris, France).
- 2013 - 2015:
- Preparatory classes MPSI-MP at Lycée Pierre de Fermat (Toulouse, France).
Contact
Contact
- Affiliation: Sorbonne Université, CNRS, Laboratoire de Probabilités, Statistique et Modélisation, LPSM, 4 place Jussieu, F-75005 Paris, France.
- E-mail: sebastien.farkas@sorbonne-universite.fr.
Google Sites
Report abuse