Expertise

I am currently co-heading the emlyon-Groupama research chair on climate risk and non-life insurance.

I am very interested in the modeling of extreme risks. My expertise is in valuation and risk management. Specifically, I have developed new methods for the pricing of insurance contracts, derivatives, and for portfolio and risk management. I am also strongly interested in mathematical economics.

I have published several books and thirty eight research articles on these topics. My work has received eight awards, most of them international.

My professional designations are as follows: Membre Qualifié et Certifié de l'Institut des Actuaires, Fellow of the Society of Actuaries (FSA, QFI Track), Chartered Financial Analyst (CFA), Chartered Enterprise Risk Analyst (CERA), Financial Risk Manager (FRM)

Engagements

Media availability
Expert availability
Accredited to Supervise Research
Academic Research

Honors

Harold Skipper Best Paper Award
Asia-Pacific Risk and Insurance Association Conference, 2019
Kulp-Wright Award
American Risk and Insurance Association (United States, Malvern) - ARIA, 2016
Best paper award
AFIR/ERM conference, 2015
Best Paper Award
International Congress of Actuaries, Cape Town, 2010
Best Paper Award
Eastern Finance Association conference, New Orleans, 2007
Best Paper Award
North American Actuarial Journal (for the year 2006), 2007
Best Paper Award
Revue Finance (for the year 2005), 2006
Ph.D. Award
SCOR, 2004

Education

Management Science
Accreditation to Supervise Research (HDR), University of Grenoble 2

Management Science (Finance and Insurance)
PhD, University of Lyon 1
Financial and Actuarial Studies
Master's degree, University of Lyon 1
Physics
Agrégation
Physics
Master Degree, Ecole Normale Supérieure de Lyon