Oskar Laverny

Oskar Laverny

Actuary, PhD

UCLouvain

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.

Interests

  • High dimensional statistics
  • Dependence modeling
  • Code
  • Actuarial Sciences

Education

  • PhD: Dependence structure and risk agregation in high dimensions., 2019-2022

    ICJ & SCOR

  • Master in Mathematics - Probability, 2018-2019

    ENS Lyon

  • Bachelor, Master and Diploma in Actuarial Sciences, 2015-2018

    ISFA

  • Bachelor in Mathematics, 2012-2015

    University of Stra├čbourg

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