Associate professor (Maître de conférence) at the Université Aix-Marseille (Marseille, FR), my research focus on high dimensional statistics and dependence structure estimations, with various fields of applications. Before that, I held postdoctoral positions at York University (Toronto, CA) and one more at the UCLouvain (Louvain-la-Neuve, BE), and before that, I did my PhD at Université Lyon 1, under a CIFRE grant with SCOR SE. Long time ago, I graduated in actuarial sciences at ISFA (Lyon, FR). Fully qualified actuary, I do have a taste for numerical code and open-source software, and all my work is freely available online.
PhD: Dependence structure and risk agregation in high dimensions., 2019-2022
ICJ & SCOR
Bachelor, Master and Diploma in Actuarial Sciences, 2015-2018
Bachelor in Mathematics, 2012-2015
University of Straßbourg