Julien Trufin Welcome to my homepage

Professional Experience

2023 - Present: Professor of actuarial science, Université Libre de Bruxelles (ULB), Brussels, Belgium
2014 - 2023:
Associate Professor of actuarial science (tenured), Université Libre de Bruxelles (ULB), Brussels, Belgium
2012 - 2014:
Assistant Professor of actuarial science (tenure-track), Laval University, Quebec, Canada
2012 - 2012:
Manager, Risk Dynamics, Brussels, Belgium
2010 - 2012:
Senior Consultant, Risk Dynamics, Brussels, Belgium
2009 - 2010:
Consultant, Reacfin, Louvain-la-Neuve, Belgium

Education

PhD in actuarial science (July 2007-March 2010)
Institute of actuarial science – UCLouvain
Thesis title: Ruin problems in non-standard risk models (Supervisor: Prof. Michel Denuit) 
Master in actuarial science (2006-2008)
Institute of actuarial science – UCLouvain
Dissertation’s title: Ruin problems in presence of underwriting cycles and under IBNR claims

Master in physics (2004-2006)
Department of theoretical physics – UCLouvain
Dissertation’s title: The relaxing self-avoiding walk
Bachelor in physics (2002-2004)
Department of theoretical physics – UCLouvain

Editorial Activities

Co-Editor for European Actuarial Journal (2021-Present)
Associate Editor
for Astin Bulletin (2018-Present)
Associate Editor
for Methodology and Computing in Applied Probability (2015-Present)
Referee for Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, Astin Bulletin, North American Actuarial Journal, European Actuarial Journal, Journal of Computational and Applied Mathematics, Applied Probability Journals and Methodology and Computing in Applied Probability

Main Scientific Presentations

  • 12th Conference in Actuarial Science & Finance on Samos, Samos (Greece), "Testing for autocalibration with Lorenz and concentration curves" (May 2024)
  • Seminar, Mathematical Statistics, Stockholm University, Stockholm (Sweden): “Insurance pricing and financial equilibrium through autocalibration” (April 2024) - Invited
  • 16th International Conference of the ERCIM WG on Computational and Methodological Statistics, HTW Berlin, University of Applied Sciences, Berlin (Germany): “Autocalibration by balance correction in nonlife insurance pricing” (December 2023) - Invited
  • European Actuarial Journal Online Session Issue 13/2, "Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration" (December 2023)
  • The 26th international congress on Insurance: Mathematics and Economics, Edinburgh (Scotland), “Autocalibration by balance correction in nonlife insurance pricing” (July 2023)
  • 15th International Conference of the ERCIM WG on Computational and Methodological Statistics, King's college, London (UK): “Lorenz and concentration curves, Bregman and Tweedie dominances for autocalibrated predictors” (December 2022) - Invited
  • The MLISTRAL Conference, Marseille (France): "Testing for more positive expectation dependence with application to model comparison and autocalibrated models" (September 2022) - Invited
  • European Actuarial Journal Conference, Tartu (Estonia), "Non-life insurance pricing: boosting trees and diagnostic tools to compare competing models" (August 2022) - Keynote speaker
  • European Actuarial Journal Online Session Issue 12/1, "Bounds on Spearman's rho when at least one random variable is discrete" (June 2022)
  • Insurance Data Science Conference, Milan (Italy), "Non-life insurance pricing: boosting trees and diagnostic tools to compare competing models" (June 2022) - Keynote speaker
  • 11th Conference in Actuarial Science & Finance on Samos, Samos (Greece), "Lorenz curve, Gini coefficient and Tweedie dominance for autocalibrated predictors" (May 2022)
  • Weiterbildungstag of the German Association of Insurance and Financial Mathematics (DGVFM), Munich (Germany), "Non-life insurance pricing: boosting trees and diagnostic tools to compare competing models" (April 2022) - Keynote speaker
  • First Congress of Actuaries of the World, Skopje (North Macedonia), “The GLM approach to insurance risk classification” (March 2022) - Keynote speaker
  • One World Actuarial Research Seminar (OWARS), Online seminar, “Testing for more positive expectation dependence with application to model comparison and autocalibrated models” (February 2022) - Invited
  • 14th International Conference of the ERCIM WG on Computational and Methodological Statistics, Online conference, “Testing for more positive expectation dependence with application to model comparison” (December 2021) - Invited
  • 13th International Conference of the ERCIM WG on Computational and Methodological Statistics, Online conference, “Model selection based on Lorenz and concentration curves, Gini indices and convex order” (December 2020) - Invited
  • Journées actuarielles 2020 de Groupama, Online conference, “Multistate individual loss reserving” (November 2020) - Invited
  • Seventh Brazilian Conference on Statistical Modelling in Insurance and Finance, Maresias (Brazil), “Model selection based on Lorenz and concentration curves, Gini indices and convex order” (March 2020) - Invited
  • Conference at Institut Luxembourgeois des Actuaires (ILAC), Luxembourg (Luxembourg), “Intelligence artificielle et modèles actuariels classiques : amis ou ennemis ?” (September 2019) - Invited
  • The 23rd international congress on Insurance: Mathematics and Economics, Munich (Germany), “Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data” (July 2019)
  • Academic session, Association des Actuaires issus de l’ULB (AABr), Université Libre de Bruxelles (Belgium), “Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data” (May 2019) - Invited
  • The 4th PARTY conference (Perspectives on Actuarial Risks in Talks of Young researchers), Sibiu (Romania), “Modelling of household claim frequencies in MTPL insurance” (April 2019) – Keynote speaker
  • Seminar AGLA, University of Lausanne, Lausanne (Switzerland), “Multivariate modelling of household claim frequencies in MTPL insurance” (April 2019) - Invited
  • Talk in financial and insurance mathematics, ETH Zurich, Zurich (Switzerland), “Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data” (March 2019) - Invited
  • Training at AXA Belgium (6 hours), Brussels (Belgium), “Effective statistical learning methods for actuaries” (December 2018)
  • Course for CERA designation (6 hours) at Institute of Actuaries in Belgium (IA|BE), Brussels (Belgium), “Session 6: Stochastic models for P&C, life and health insurance” (October 2018)
  • Brussels summer school of mathematics 2018, Université Libre de Bruxelles, Brussels (Belgium), “From individual a priori ratemaking to a posteriori ratemaking at household level in non-life insurance” (September 2018) - Invited
  • Scientific Director (with Prof. Michel Denuit) of the 31st international summer school of the Swiss Association of Actuaries, University of Lausanne, Lausanne (Switzerland), “Insurance analytics, a primer” (August 2018) - Invited
  • The 22nd international congress on Insurance: Mathematics and Economics, Sydney (Australia), “Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables” (July 2018)
  • Chairs Days: Insurance, Actuarial Science, Data and Models, Paris (France), “An household approach for claim frequencies in MTPL insurance” (June 2018) - Invited
  • ASMF seminar, University of Amsterdam, Amsterdam (The Netherlands), “Multivariate modelling of household claim frequencies in MTPL insurance” (June 2018) - Invited
  • Non-life insurance workshop (short course), Université du Québec à Montréal (UQAM), Montreal (Canada), “Machine learning techniques in non-life insurance ratemaking” (April 2018) - Invited
  • Conference at Association Marocaine des Actuaires (AMA), Casablanca (Morocco), “Risque longévité: les dernières tendances” (November 2017) - Invited
  • Seminar at Covéa (Chaire Actinfo), Paris (France), “Collective loss reserving approaches in non-life” (November 2017) - Invited
  • The 21st international congress on Insurance: Mathematics and Economics, Vienna (Austria), “Bounds on concordance-based validation statistics in regression models for binary responses” (July 2017)
  • Seminar at Addactis Belux, Luxembourg (Luxembourg), “Insurance pricing and reserving: GLM, GAM, GAMLSS and machine learning techniques” (June 2017) - Invited
  • Academic session, Association des Actuaires issus de l’ULB (AABr), Université Libre de Bruxelles (Belgium), “Introduction to regression trees and gradient boosting models” (April 2017) - Invited
  • Seminar at Addactis Belux, Brussels (Belgium), “Insurance pricing and reserving: GLM and beyond” (December 2016) - Invited
  • Seminar at Institute of Actuaries in Belgium (IA|BE), Brussels (Belgium), “Le provisionnement en assurance non-vie vu sous l’angle des GLM” (September 2016)
  • The 3rd European Actuarial Journal (EAJ) conference, Lyon (France), “Hybrid loss development modelling in P&C insurance” (September 2016)
  • Seminar at Addactis Belux, Brussels (Belgium), “Non-life reserving: a new individual method” (June 2016) - Invited
  • Seminar at AG Insurance, Brussels (Belgium), “Hybrid loss development modelling in P&C insurance, with an application to motor third party liability” (May 2016) - Invited
  • Workshop on extremes, copulas and actuarial science, CIRM, Luminy (France), “Model points and Tail-VaR in life insurance” (February 2016) - Invited
  • Academic session, Association des Actuaires issus de l’ULB (AABr), Université Libre de Bruxelles (Belgium), “Model points in life insurance and individual claim reserving in non-life insurance” (May 2015) - Invited
  • AFI seminar, Katholieke Universiteit Leuven, Leuven (Belgium), “On a risk measure inspired from the ruin probability and the expected deficit at ruin” (March 2015) - Invited
  • Seminar at Addactis Belux, Brussels (Belgium), “Individual claim reserving in non-life insurance” (November 2014) - Invited
  • The 18th international congress on Insurance: Mathematics and Economics, Shanghai (China), “Properties of a risk measure derived from the expected area in red” (July 2014)
  • Statistical Society of Canada (SSC) workshop, University of Toronto (Canada), “On a risk measure inspired from the ruin probability and the expected deficit at ruin” (May 2014)
  • Seminar of actuarial science, Department of Mathematics, Université Libre de Bruxelles (Belgium), “On a risk measure inspired from the ruin probability and the expected deficit at ruin” (April 2014)
  • Workshop on Insurance Mathematics (3rd edition of this scientific meeting that regrouped the best researchers in Canada), Université Laval (Canada), “On a risk measure inspired from the ruin probability and the expected deficit at ruin” (January 2014) - Invited
  • Seminar at Risk Dynamics, Brussels (Belgium), “Bayesian models for claim reserving in non-life insurance” (December 2013) - Invited
  • Seminar of statistics, Département de statistique, Université Laval (Canada), “Properties of a risk measure derived from the expected area in red” (November 2013) - Invited
  • Seminar of actuarial science and financial mathematics, Université de Montréal (Canada), “Properties of two risk measures derived from ruin theory” (May 2013) - Invited
  • Seminar of actuarial science, École d’actuariat, Université Laval (Canada), “Properties of some risk measures derived from ruin theory” (March 2013)
  • Seminar of actuarial science, Institut de Science Financière et d’Assurances (ISFA), Université Claude-Bernard – Lyon 1 (France), “Properties of two risk measures derived from ruin theory” (December 2012) - Invited
  • Second IABE (Institute of Actuaries in Belgium) summer school, Université Libre de Bruxelles (Belgium) and Vrije Universiteit Brussel (Belgium), “Impact of Underwriting Cycles on the Solvency of an Insurance Company” (September 2010) - Invited
  • Workgroup SPAAF (Statistique et Probabilités Appliquées à l’Assurance et la Finance), Institut de Science Financière et d’Assurances (ISFA), Université Claude-Bernard – Lyon 1 (France), “Ultimate Ruin Probability in Discrete Time with Bühlmann Credibility Premium Adjustments” (November 2009) - Invited
  • Seminar of actuarial science, Department of Mathematics, Université Libre de Bruxelles (Belgium), “Ultimate Ruin Probability in Discrete Time with Bühlmann Credibility Premium Adjustments” (October 2009) - Invited
  • Young Researchers Day, ISBA (Institut de Statistique, Biostatistique et Sciences Actuarielles), Université Catholique de Louvain (Belgium), “Impact of Underwriting Cycles on the Solvency of an Insurance Company” (September 2008)
  • International workshop on Gerber-Shiu functions, Radon Institute of the Austrian Academy of Sciences in Linz (Austria), “Impact of Underwriting Cycles on the Solvency of an Insurance Company” (August 2008) - Invited

Invited Research and Teaching Positions

Invited professor in Département de Sciences Actuarielles, Faculté des HEC, UNIL (Lausanne, Switzerland, 2017-2021)
Invited professor in Institute of Statistics, Biostatistics and Actuarial Sciences, UCLouvain (Louvain-la-Neuve, Belgium, 2017-2020)

Committees

Member of the organizing committee of the Actuarial Research Seminars co-organized by the National Bank of Belgium and the actuarial research groups of KU Leuven, UCLouvain and ULB
Member of the organizing committee of "Les Journées de Statistique de 2023" (Société Française de Statistique)
Member of the organizing committee of the Actuarial and Financial Mathematics conferences
Member of the scientific committee of the Claude Lefèvre Day 2016, conference on the occasion of the emeritus status of Prof. Claude Lefèvre


Expertise

Technology transfer

  • Co-founder (with Michel Denuit, Alexandre Jacobs and Anthony Weemaels) of Detralytics, an actuarial consulting office based in Brussels, offering a talent accelerator program to young graduates, see www.detralytics.eu
Scientific Advisor for
  • KU Leuven "AG Insurance Chair in Health Insurance" directed by Prof. Jan Dhaene (2015-2019)
  • UCLouvain "AXA Research Fund - Joint Research Initiative - Individual Behavior Risk Assessment" directed by Prof. Michel Denuit (2015-2019)
Member of the Scientific Advisory Board of Reacfin, UCLouvain spinoff (2016-2017)


Professional Associations

Chairman of the Board Association des Actuaires issus de l’ULB (AABr) (2022-Present)
Vice-chairman
of the Board Association des Actuaires issus de l’ULB (AABr) (2015-2022)
Board member of Institute of Actuaries in Belgium (IA|BE) (2015-2017)


Certifications

Qualified Actuary of the Institute of Actuaries in Belgium (IA|BE) (2022-2024)
Qualified Actuary
of the Institute of Actuaries in Belgium (IA|BE) (2019-2021)
Qualified Actuary
of the Institute of Actuaries in Belgium (IA|BE) (2016-2018)
Qualified Actuary of the Institute of Actuaries in Belgium (IA|BE) (2013-2015)

Particular Recognitions

Best Teacher Award 2014 (professeur étoile) at the Actuarial School (Laval University)
Nominated for the Best Teacher Award 2013 at the Actuarial School (Laval University)
Annual prize of the Institute of Actuaries in Belgium (IA|BE) 2008 for the best master’s thesis in actuarial science
Graduated top of my year (2008) in actuarial science (mark of 20/20 for my master’s thesis)

Students

PhD thesis supervision

  • Pierre-Alexandre Simon (PhD in Science, optional Actuarial Science, started in February 2022)
  • Julie Huyghe (PhD in Science, optional Actuarial Science, started in October 2021)
  • Pierre Zuyderhoff (PhD in Science, optional Actuarial Science, defended in September 2021)
  • Samuel Piveteau (PhD in Science, optional Actuarial Science, defended in July 2021, co-supervised with Prof. Christian Robert)
  • Florian Pechon (PhD in Science, optional Actuarial Science, defended in December 2019, co-supervised with Prof. Michel Denuit)
Membership of PhD juries
  • Felix Lukas Wolf (2024), Université Libre de Bruxelles, Brussels, Belgium. Stochastic models in xVA with applications to collateralisation and exposure simulation. Supervisors: Prof. Griselda Deelstra and Prof. Lech A. Grzelak.
  • Henning Zakrisson (2024), Stockholm University, Stockholm, Sweden. Tree-based machine learning methods with non-life insurance applications. Supervisors: Prof. Mathias Lindholm and Prof. Filip Lindskog.
  • Roxane Turcotte (2023), Université du Québec à Montréal, Montreal, Canada. Approches statistiques semi-paramétriques pour la modélisation longitudinale du risque en assurance. Supervisor: Prof. Jean-Philippe Boucher.
  • Gaspard Bernard (2023), Université Libre de Bruxelles, Brussels, Belgium. New robust tests for problems on the eigenvalues of scatter matrices. Supervisor: Prof. Thomas Verdebout.
  • Roba Bairakdar (2023), Concordia University, Montreal, Canada. Catastrophe insurance risk: estimation of the tail distortion risk measure and earthquake and wildfire insurance risk modeling. Supervisor: Prof. Mélina Mailhot.
  • Julien Rémy (2023), Université Libre de Bruxelles, Brussels, Belgium. Inference on directions under weak identifiability. Supervisors: Prof. Thomas Verdebout and Prof. Davy Paindaveine.
  • Corrado De Vecchi (2022), Vrije Universiteit van Brussels, Brussels, Belgium. Essays on optimal portfolio choices and model risk assessment. Supervisors: Prof. Carole Bernard and Prof. Steven Vanduffel.
  • Alan Xian (2022), UNSW Business School (University of New South Wales), Sydney, Australia. Understanding and predicting large time series with Markov-modulated non-homogeneous Poisson processes. Supervisors: Prof. Benjamin Avanzi, Prof. Greg Taylor and Prof. Bernard Wong.
  • Pierre Montesinos (2021), Université Claude Bernard Lyon 1, Lyon, France. Contributions à la mesure et à la gestion du risque de base en assurance. Supervisor : Prof. Stéphane Loisel
  • Hamza Hanbali (2019), Katholieke Universiteit Leuven, Leuven, Belgium. Systematic risk in long-term insurance business. Supervisor : Prof. Jan Dhaene
  • Yves Staudt (2019), Université de Lausanne, Lausanne, Switzerland. On customer relationship management and pricing using machine learning techniques in non-life insurance. Supervisor : Prof. Joël Wagner
  • Samuel Gbari (2017), Université Catholique de Louvain, Louvain-la-Neuve, Belgium. Actuarial challenges in mortality modelling. Supervisor: Prof. Michel Denuit
  • Matthieu Simon (2017), Université Libre de Bruxelles, Brussels, Belgium. Markov-modulated processes : Brownian motions, option pricing and epidemics. Supervisors: Prof. Griselda Deelstra and Prof. Guy Latouche
  • Anastasios Bardoutsos (2016), Katholieke Universiteit Leuven, Leuven, Belgium. Econometric models for insurance applications: essays on Bayesian mortality models, heavy tails and extreme value statistics with censored data. Supervisor: Prof. Katrien Antonio
  • Christopher Van Weverberg (2015), Université Libre de Bruxelles, Brussels, Belgium. Contributions to the study of affine processes with applications in insurance. Supervisors: Prof. Griselda Deelstra and Prof. Pierre Patie
  • Hassan Omidi Firouzi (2014), Université de Montréal, Montreal, Canada. On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes. Supervisors: Prof. Manuel Morales and Prof. Mélina Mailhot
  • Mélina Mailhot (2012), Université Laval, Quebec, Canada. Mesures de risque et dépendance. Supervisors: Prof. Hélène Cossette, Prof. Etienne Marceau and Prof. Mhamed Mesfioui
Master thesis supervision
2022-2023
  • John Kevin Leffe Gabary (Optimisation de la tarification en assurance grâce à l'autocalibration: étude comparative des modèles GLM, GAM et GBM)
  • Jean-Baptiste Njifondum (Wasserstein random forest: application sur une base de données d'assurance non-vie)
  • Kodjo Mawuli Odi (Implémentation de l'intelligence artificielle et son impact dans le secteur assurantiel belge)
  • Elisabeth Raes (Test de détection de dépendance positive en moyenne pour une partie restreinte du portefeuille)
  • Harrison Verelst (Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance)
2021-2022
  • Ivan Beyegue (Extension de l'étude sur les bornes du tau de Kendall et du rho de Spearman pour des variables continues zero-inflated et leur application en assurance)
  • Sophie De Vogelaer (Le cyberrisque en assurance: Exposition silencieuse et scénarios d'accumulations)
  • Saad Ghallab (Impact du choix de la métrique d'optimisation sur des modèles de Machine Learning dans le cadre de la classifcation)
  • Alexandre Van Grimbergen (Comparaison entre le Boosting et le Gradient Boosting pour les distributions de Tweedie avec fonction de lien log et autocalibration)
  • Félix Welter (Impact of autocalibration on the performance of predictive models in actuarial pricing based on concentration and Lorenz curves)
2020-2021
  • Nicolas Ciatto (Méthodes de crédibilité dans le cadre d'une tarification a posteriori et d'assainissements)
  • Trixia Coudyser (Comparaison entre le boosting et le gradient boosting pour les distributions de Tweedie avec fonction de lien log)
  • Pharah Lallmahomed (Etude d'une approche client basée sur la responsabilité civile vie privée et la protection juridique)
  • Nicolas Leduc (Reserving for portfolio management optimisation with a SII horizon)
  • Zoé Sente (Usage of telematics data in auto pricing)
  • Damien Van Wynsberghe (Choix d'un modèle grâce aux mesures de performance)
2019-2020
  • Tarak Ben Ameur (Damage locations detection)
  • Julie Huyghe (Courbes de performance comme outil de comparaison de modèles)
  • Lukasz Przesniak (Fire portfolio optimization)
  • Alberto Rwabukamba (Clustering of nominal variables)
  • Bèla Shi (Comparaison de modèles avant et après binarisation de variables continues)
  • Alex Ternes (Backtesting de cash-flows en assurance-vie individuelle)
2018-2019
  • Naïm Ben Lahcen (Pricing d’un portefeuille incendie sur base des méthodes arborescentes de machine learning)
  • François Bonjean (Statistical learning for third party insurance : claim frequency model comparison and measure)
  • Florent Devière (AXA Belgium : Méthodes de provisionnement pour la TRC et la RC10)
  • Patryk Koperski (Tarification des flottes de véhicules)
  • Calogero Pace (Méthodes de machine learning: modélisation de probabilités de transferts)
  • Marino Merzouk San Lorenzo (Neural networks and t-distributed stochastic neighbor embeddings in the context of MTPL pricing)
2017-2018
  • Bilal Benali (Méthodes de machine learning: modélisation des fréquences de sinistres)
  • Yassine El Ghamry (Impact des conditions météorologiques sur la fréquence des sinistres en Responsabilité Civile Automobile)
  • Mathieu Lopes Luis (Modèles paramétriques et méthodes de machine learning appliqués à la tarification automobile)
  • Lorenzo Salvatore (Méthodes de machine learning appliquées à la prédiction d'accidents corporels)
2016-2017
  • Jérémy Danino (Tables de mortalité stochastiques: le modèle de décroissance exponentielle)
  • Charlotte Gaudy (Machine learning application of predictive underwriting in life insurance)
  • Rubi Marin Ponce (L'indexation médicale dans les assurances soins de santé)
  • Lise Plamont (Allocation de capital)
2015-2016
  • Younes Abarchan (Etude de rentabilité du takaful: l'assurance vie islamique)
  • Nicolas Bouzidi (Etude des chocs de souscription vie sous solvabilité II: granularité, sensibilité et méthodes d'apprentissage)
  • Julien Callant (Analyse d'une mesure de risque en théorie de la ruine)
  • Dogbe Etshri (Optimisation des simulations dans le cadre de portefeuille d'assurance vie)
  • Patrick Hilger (Longevity risk modeling and approximations in the Lee-Carter model)
  • Oscar Jottrand (A study of modern aggregated reserving methods)
  • David Meiller (Méthodes de tarification à l'expérience et à l'exposition des excédents de sinistre incendie)
  • Yassine Mossati (Estimation des réserves basées sur le modèle individuel)
  • Marion Villard (L'impact des cycles marché en assurance non vie)
2014-2015
  • Mehdi Alessandrello (Elaboration de modèles de mortalité à partir de facteurs socio-économiques)
  • Gilles Belleflamme (Scoring sinistre, utilisation de sinistralités multiples et prises en compte des historiques)
  • Jean-François Bonneville (Projection de mortalité sur base des taux d’amélioration plutôt que les taux instantanés de mortalité)
  • Adil Haddouch (Application des modèles linéaires généralisés sur les coûts de reparation)
  • Raphaël Haziza (Application de la théorie des valeurs extrêmes à la tarification en responsabilité civile automobile)
  • Paul Gernay (Catastrophe modeling using a Markov-switching multifractal model)
  • Sultan Zahid (Individual loss reserving. Prediction of reserves with Monte-Carlo simulations)
2013-2014
  • Yannick Bouobda Kenmoe (Méthodes de provisionnement dans le cadre de Solvency II)
  • Mohamed Amine Lkabous (Propriétés de mesures de risque dérivées de la théorie de la ruine)
2012-2013
  • Boubacar Dia (Méthode d’estimation des réserves en IARD basée sur la théorie de la crédibilité)


Hobbies

Sports: Marathons (best time: 2:58, Eindhoven 2015), Tennis

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