Units

Actuarial sciences

Actuarial Sciences.

Mathematical Statistics and probability

Projetcs

Recursive computational methods for compound distributions

Generalized algorithms of Panjer's type

Risk management, in particular in insurance and mathematical finance

Risk measures in finance and insurance, Stochastic orders and measures between risks, Construction of dominating risks, Comparisons of risks and damage processes, Changeability and general dependence between risks, Poisson approximations for portfolios, Interaction between ALM and risk theory, Insurance and risk theory

Ruin probability, over finite or infinite horizon

Evaluation of ruin probability, exact or asymptotic, with or without interest rate

Boundary-crossing problems

Characterisation of the exit law of Markov processes above curves

Models for epidemies in insurance

Study of epidemic risk (like influenza) and estimation of their cover in insurance