Membres

Equipe Actuariat Durable et Risques Climatiques

Stéphane LOISEL - Titulaire de la chaire

Professor Stephane Loisel holds a PhD in applied mathematics from University of Lyon, a MSc in actuarial science and finance, and is a fellow and former member of the board of the Institut des Actuaires. He is now full professor at ISFA , Universite Lyon 1. He was visiting professor at ORIE, Cornell University in 2014 and has been lecturing for several years in Universite Paris 6 and ENSAE. Associate Editor of IME, MCA P, BFA , Risks and co-editor of EAJ, his main research interests include ruin theory with dependent risks, Solvency II, regulation and ERM, longevity risk and customer behaviour in insurance.
He is the coordinator of the ANR 4-year research project LoLitA (Longevity with Lifestyle Adjustments) and of the research chair Actuariat Durable sponsored by Milliman Paris. He received the SCOR PhD award in 2005, the Lloyd’s Science of Risk runner-up prize in 2011 and the Hachemeister prize in 2013.
Stephane is also the scientific director of the French CERA program.
He is a board member and member of the audit committee of Axéria Prevoyance Group.

Alexandre BOUMEZOUED - Responsable R&D Milliman Paris

Alexandre Boumezoued is leading the Research & Development team in Milliman Paris office, covering modelling topics in life and non-life insurance as well as financial risks.
Alexandre's current research interests deal with stochastic population dynamics and its use for longevity and mortality risks purposes, stochastic micro/macro non-life reserving models, as well as calibration methods for interest rate and credit risk models.
During the last years, Alexandre has given talks in international conferences and working groups worldwide, and courses in actuarial centers in France.
Alexandre received his PhD in Applied Mathematics from Paris 6 University (Probability and Random Models Laboratory), for which he has been awarded by the 2016 PhD SCOR Actuarial Prize.

Aurélien COULOUMY - Maître de Conférences associé à l’ISFA et Responsable de la transformation digitale, CCR Re

Aurélien holds an actuary degree from the “Institut de Science Financière et d'Assurances” (ISFA - Université Lyon 1). He started his career in Paris in 2012 as a Consulting Actuary with Optimind before moving to Brussels for Addactis as Model Manager. Since 2017, he was Head of the Data Science Department at Reacfin.
Aurélien is a certified member of the Institute of Actuaries. He is also an Associate Lecturer at ISFA and a member of the SAF Laboratory where he works on various teaching and research topics, including the use of learning methods related to language processing and image processing applied to the insurance field.

M. Mercè CLARAMUNT  - Chercheur, University of Barcelona

Professor M. Mercè Claramunt holds a PhD in Economic and Business Sciences from University of Barcelona and she is actuary from the same university. She is now associate professor of the University of Barcelona and has focused her research and teaching career on reinsurance, ruin theory with dependent risks, Solvency II and private and public pensions. M. Mercè Claramunt is the head researcher of the Actuarial and Financial Modelling research group, the Chair Longevity Institute and the Observatory of European Private Pensions Systems. She has been coordinator of the Doctorate in Business and the Master in Research in Business, Finance and Insurance at the University of Barcelona. She is full member of the Col·legi d’Actuaris de Catalunya and its representative on the Education Committee of the Actuarial Association of Europe and the International Actuarial Association.

Julien VEDANI - Chercheur associé au laboratoire SAF (Laboratoire de Sciences Actuarielle et Financière) et Consultant R&D chez Milliman Paris

Julien holds an actuary degree from the “Ecole National de la Statistique et de l’Administration Economique » ENSAE, and a PhD in actuarial sciences from ISFA (Université lyon 1). He started his PhD “CIFRE” in Paris in 2012 as a PhD Student with Milliman / ISFA before becoming a full time R&D consultant in Milliman. After 3-years as an associate researcher at « Laboratoire de Sciences Actuarielle et Financière (2019 -2022), based in Lyon; he is still now consultant in Milliman based in Paris. Julien is a certified member of the Institute of Actuaries. His research subjects cover the Own Risk and Solvency Assessment implementation, the monitoring of solvency through years / in an infra-year scheme, multi-year Nested Simulations and its alternatives, Solvency II and in particular Market-Consistent Valuation.

Kué Gilles GABA -  Actuary & Economist, Researcher 

Gilles holds a PhD in economics from the University Lyon 1 (Actuarial and Financial Sciences laboratory, at the "Institut de Science Financière et d'Assurances" ISFA). He is a graduate actuary from ISFA, and also holds a Master's degree in Statistics and Computer Science from the University Panthéon-Assas Paris 2.

He runs a consulting firm specializing in data sciences, actuarial science and risk management.

Gilles is a founding member and Chairman of the "Institut Euro-Africain de Risk Management et Actuariat" (IEARMA), which specializes in scientific research and training.

He is an associate researcher at the Actuarial and Financial Sciences Laboratory (ISFA, University Lyon 1).