Membres

Frédéric PLANCHET
Co-responsable scientifique
Membre du Laboratoire SAF
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Professeur des Universités
ISFA, Université Lyon 1

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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.

Christian ROBERT
Co-responsable scientifique
Directeur du Laboratoire SAF
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Professeur des Universités
ISFA, Université Lyon 1

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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.

Maximilien BAUDRY
Doctorant, Laboratoire SAF

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Doctorant
SAF, Université Lyon 1

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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 BIENVENUE
Membre du Laboratoire SAF
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Maître de conférences
ISFA, Université Lyon 1

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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.

Frank (Po-Keng) CHENG
Post-doctorant, Laboratoire SAF

Post doctorant
SAF, Université Lyon 1

Shortbio
Po-Keng Cheng holds a PhD in Applied Mathematics and Statistics from SUNY-Stony Brook University, U.S.A., a MA in Economics from Northeastern University, U.S.A., and a BA in Economics from National Central University, Taiwan . He has been working on research of interactive agent‐based models investigating traders’ behaviors and their trading strategies in financial markets. He currently also involves in studies related to probability, dynamical systems, and game theory.

Aurélien COULOUMY
Membre

Maître de conférences associé
ISFA, Université Lyon 1

Shortbio
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).

Nabil KAZI-TANI
Membre du Laboratoire SAF
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Maître de conférences
ISFA, Université Lyon 1

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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.

Stéphane LOISEL
Membre du Laboratoire SAFS.loisel2
Professeur des Universités
ISFA, Université Lyon 1

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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
Membre du Laboratoire SAFxMilhaud2
Maître de conférences associé
ISFA, Université Lyon 1

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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 RULLIERE
Membre du Laboratoire SAF
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Maître de conférences
ISFA, Université Lyon 1

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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.

Jean-Louis RULLIERE
Membre du Laboratoire SAF
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Professeur des Universités
ISFA, Université Lyon 1

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Jean-Louis Rulliere is currently Professor of Economics at the Institute of Financial and Insurance Sciences (ISFA) at the Claude Bernard University of Lyon 1. Prior to joining ISFA, he was Professor at the Lumière University of Lyon 2 and was the founder and the former director of Gate research institute. His main area of research is in non-cooperative game theory, and especially experimental economics.
Jean-Louis Rulliere’s research interests are predominantly in behavioral and public economics. His main body of work consists of experimental studies in the lab and the field investigating economic factors and cognitive bias that impact on the economic behavior of decision makers. Currently, recent research projects are devoted to a promising field: Behavioral Insurance Economics.

Yahia SALHI
Membre du Laboratoire SAF
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Maître de conférences associé
ISFA, Université Lyon 1

Shortbio
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 THEROND
Membre du Laboratoire SAF
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Enseignant-chercheur associé
ISFA, Université Lyon 1

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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 Galea & Associés 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.

Sébastien CONORT
Membre associé
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Chief Data scientist,
BNP Paribas Cardif

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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.

Christophe GEISSLER
Membre associé
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CEO,
Advestis

Shortbio
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
Membre associé
HAINAUTDonatien
Professeur de Finance
UCL Louvain

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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.