Sébastien Farkas


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

  • 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

  • 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).

Teaching

  • Practical work supervisor on stochastic modelling.

Curriculum Vitae

  • 2019 - present:
  • 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