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I am Professor of applied mathematics in actuarial science (statistics), affiliated with the CREST Laboratory (Finance - Actuarial) at Ensae IP Paris since September 2023. I am a fellow member of the Institute of Actuaries and a representative of the Institute of Actuaries within the Education Committee of the European Actuarial Association since 2019. I have also served as the director of the Institute of Statistics of the University of Paris (ISUP) between January 2016 and August 2023 within Sorbonne University.
My main research topics include applied statistics in actuarial science, statistical analysis of duration models, copula models, high-dimensional issues, and modeling emerging risks in insurance, particularly cyber risk.
Within the Fondation du Risque, I am co-leading the project "Cyber-insurance: actuarial modeling" (with Caroline Hillairet).
Adresse :
Center for Research in Economics and Statistics UMR 9194
Pôle Finance Actuariat
5 avenue Henry Le Chatelier
91120 Palaiseau, France
Email :
olivier.lopez@ensae.fr
Liens :