Membership

Professor Frédéric PLANCHET holds a PhD in actuarial sciances from University of Lyon and is a former student of the École Nationale de la Statistique et de l’Administration Economique (ENSAE). He is a fellow of the Institut des Actuaires. He is now full professor at ISFA, Université Lyon 1. His main research interests include market consistent valuations, economic scenario generators (both risk-neutral and historical views) – Modelling censored and truncated data (mortality, disability, lapse, etc.): best estimate assumptions for reserve calculations, longevity risk evaluation, catastrophic risk in life insurance.

Professor Christian Robert holds a PhD in applied mathematics from University Paris Denis Diderot, a MSc in Finance and Statistics, and is a former student of the Ecole Nationale de la Statistique et de l’Administration Economique (ENSAE). He is a fellow of the Institut des Actuaires.
He is now full professor at ISFA, Université Lyon 1. Formerly, he was Associate Professor in Actuarial Science at ENSAE and Director of Graduate Studies at the Centre d’Etudes Actuarielles. Christian is an Associate Editor of the European Actuarial Journal.
His main research interests include extreme value theory and statistics, actuarial theory and practice, and statistical finance.

Kamal Armel is a certified actuary of the Institut des Actuaires Français / EURIA and a graduated engineer of TELECOM Bretagne (Mines-Telecom Institute). He has strong professional experience in leading insurance companies and he is a PhD student in actuarial sciences in University of Lyon. His main research interests include market consistent valuations and economic scenario generators (both risk-neutral and historical views)”.

Maximilien graduated from the Paris Institute of Statistics (ISUP) and holds a master’s degree in applied mathematics, with a speciality in statistics, from the Université Pierre et Marie Curie (UPMC).
He is currently a PhD student in applied mathematics, working more specifically on Statistical Learning dealing with incomplete data.
This PhD is conducted at the Chaire DAMI, in collaboration with the DataLab team at BNP Paribas Cardif.
He won with the DataLab Cardif team Quora’s Kaggle prediction challenge.

Alexis Bienvenüe holds a PhD in applied mathematics from University Lyon 1 and is a former student of the Ecole Normale Supérieure de Lyon.
He was previously assistant professor at ENSIMAG-INPG. His main research interests include extreme value theory and statistics.

After graduating from the Ecole Polytechnique and from ENSAE, Sébastien Conort started his career in 2006 in trading rooms of Société Générale and BNP Paribas investment banks, where he hold positions of financial engineer in charge of pricing structured products on equities, indices and interest rates. He worked in particular on the pricing of hedging packages of Variable Annuities distributed by several insurance players. In 2014, he joined BNP Paribas Cardif’s brand new Data & Analytics team as a Data Scientist. In december 2015, he was nominated as BNP Paribas Cardif’s Chief Data Scientist.

Aurélien Couloumy is currently associate lecturer at ISFA, Université Lyon 1. He is also responsible of the Data Science department in the consulting firm Reacfin. Previously, he worked as Head of Models in an international actuarial consulting firm. He has acquired a strong experience in insurance modelling, insurance and financial regulations, machine learning technics, text mining, natural language processing and scraping methodologies. Aurélien is also fellow of the French Institute of Actuaries and the Institute of Actuaries in Belgium (IA|BE).

Christophe graduated from «Ecole Normale Supérieure» Ulm (mathematics and computer science), and member of the French Actuaries Institute. He has occupied various positions in quantitative finance between 1986 and 2011 in banks (Lazard, CPR, BNP Paribas, Société Générale). Christophe has created Advestis in 2011. The company provides bespoke advisory services to asset managers, exclusively based on machine learning. Sample use cases include detection of biases in liquid assets, or equity signals detection from Environment, Social and Governance data. Christophe is also a part-time lecturer in the Actuary and Data Science course.

Donatien Hainaut is engineer in applied mathematics and certified actuary, graduated from the Catholic University of Louvain (UCL). He occupied various positions in the industry, such as asset-liability management officer for Fortis insurance or quantitative analyst for Dexia Bank. In 2008, after his PhD in actuarial sciences, he started his academic career at Rennes Business School and ENSAE. In 2016, he joined the department of actuarial sciences at UCL. His topics of research cover life insurance, quantitative finance and pension fund management. He has published more than thirty articles in academic journals.

Nabil Kazi-Tani holds a PhD in applied mathematics from Ecole Polytechnique in Paris, a MSc in mathematics and in economics and is a former student of Ecole Normale Supérieure in Cachan. He is now associate professor at ISFA, Université de Lyon 1.
Nabil specializes in probability theory, in the study of stochastic differential equations, dynamic risk measures and optimization, with applications in actuarial science and in particular in reinsurance models.

Patrick Laub is a mathematician and software engineer, whose PhD has been in Applied Probability jointly between The University of Queensland and Aarhus University. His research interests include machine learning, computational mathematics, insurance, and finance. For more information, including publications, see https://pat-laub.github.io.

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 also serves on the CERA review panel and is the scientific director of the French CERA program. He is a board member and member of the audit committee of April Group.

Xavier Milhaud is currently associate lecturer at ISFA, Université Lyon 1. He was previously assistant professor at ENSAE ParisTech, partly in charge of the actuarial department. He did a PhD in AXA insurance company in which he mainly worked on understanding policyholders’ behaviours in life insurance, more particularly focusing on modelling static and dynamic lapses. His research interests are closely linked to segmentation methods in order to model some portfolio heterogeneity by the use of regression models or non-parametric techniques. Typical practical applications are related to pricing and reserving in insurance.

Didier Rullière is Maître de Conférences (associate professor) at ISFA School, university of Lyon. He is an actuary, member of the French Institute of Actuaries, with member status agrégé.
He also collaborates to a Research partnership with the engineering school Ecole des Mines de Saint-Etienne, and participate to several research projects, including the ANR Lolita project on longevity and the industrial chair Oquaido on design and analysis of computer experiments. His lectures deal mainly with actuarial mathematics and databases. His research interests are risk measures and risk theory, copulas, Gaussian random fields and optimization.

Yahia Salhi holds a PhD in applied mathematics from the University of Lyon, a MSc in actuarial science and finance from ISFA, and an engineering diploma from the Ecole des Mines. He is now assistant Professor at ISFA, University of Lyon 1, and associate researcher at the BNP Paribas Cardif Data Analytics & Models for Insurance’s Chair. Yahia’s main research interests include detection of abrupt changes, longevity and mortality modelling, pricing and management as well as surrender risk modelling and mathematical aspects of impairment of financial assets under IFRS regulations. Yahia lectures on actuarial and financial mathematics in various universities and actuarial programs: Saint-Joseph university (Lebanon), Université Internationale de Rabat (Morocco), Université Cheikh Anta Diop (Sénégal), Université Paris Dauphine (Tunisia) and at ISFA (France) among others.

Pierre Thérond holds a PhD in management sciences from University of Lyon and is a former student of ISFA. He is fellow of the Institut des Actuaires. He is now partner of the consulting company Seabird and associate Professor at ISFA, Université Lyon 1. Pierre main’s research interests include measurement of insurance and financial risks (especially for solvency, accounting and financial reporting purposes), insurance risk management and policyholder behavior. He received the SCOR PhD award in 2007. Pierre is a member of the editorial Board of the French actuarial magazine l’actuariel. He chairs the accounting committee of the French Institut des Actuaires.