ISFA Actuarial School and Laval University
- Ph.D. thesis
2006 - maintenantThesis title : "Depedence models in risk theory".
Co-written paper with H. Cossette and E. Marceau : "TVaR-based capital allocation with copulas". Published in Insurance: Mathematics and Economics.
Co-written paper with H. Cossette, S. Loisel and E. Marceau : "On the moments of the aggregate discounted claims with dependence introduced by a FGM copula". Submitted.
Co-written paper with S. Loisel and X. Venel : "On finite-time ruin probabilities with dependence between reinsurance cycles and the claim arrival process". Submitted.
Gen Re : Kölnische Rückversicherungs-Gesellschaft AG - Cologne Re
- Trainee in Actuarial Science
2006 - 2006Development and implementation of a pricing tool for the French health insurance market during a 5 months internship.
Sanofi Pasteur
- Trainee in Industrial Statistic
Lyon2005 - 2005Implementation of MSPC (Multivariate Statistical Process Control) for the vaccine production processes during a 6 months internship.
Co-supervised PH.D. thesis in Actuarial Science at ISFA Actuarial School, Lyon, France and Laval University, Quebec, Canada. Defended on March 15th 2010.
