Actuary by formation, I focused during my PhD on high dimensional statistics and dependence structure estimations applied to internal modeling in a reinsurance context. I am currently a Post-Doctoral researcher at UCLouvain, in Belgium, under an FNRS grant. I do have a taste for numerical code and open-source software, and most of my work is freely available.
PhD: Dependence structure and risk agregation in high dimensions., 2019-2022
ICJ & SCOR
Master in Mathematics - Probability, 2018-2019
Bachelor, Master and Diploma in Actuarial Sciences, 2015-2018
Bachelor in Mathematics, 2012-2015
University of Straßbourg