Teaching

Courses:

• Data Science and statistical learning in actuarial science, 37h (2020,2019,2018), Master, ISFA, University Lyon 1, Lectures (L) + Tutorials (T);
• Advanced methods for pricing and reserving in insurance, 34h (2020,2019,2018), Master, ISFA, Univ. Lyon 1, L+T;
• Resampling techniques, Bootstrap and applications, 12h (2019,2018,2017), Master, ISFA, Univ. Lyon 1, L+T;
• Stochastic reserving in Non-Life Insurance, 20h (2018,2016), Master, University
• Introduction to R open-source statistical language, 12h (2018,2017,2016), Bachelor, ISFA, Univ. Lyon 1, L+T;
• A priori VS a posteriori pricing in Non-Life Insurance, 20h (2016), Master, University Cheick Anta Diop, Dakar (Senegal), L+T.
• A priori and a posteriori pricing in actuarial sciences, 20h (2020,2019,2018,2017,2016), Master, ENSEA Abidjan (Ivory Coast), L+T;
• Applied statistical learning in actuarial sciences, 20h (2020,2019,2018), Master, ENSEA Abidjan (Ivory Coast), L+T;
• Behaviour Modelling in Life Insurance, 8h (2019,2018), Master, ISFA, Univ. Lyon 1, L;
Aix-Marseille (France), L+T;
• Econometric models for pricing in insurance, 20h (2018,2017,2016), Master, ENSEA Abidjan (Ivory Coast), L+T;
• Credibility theory and applications, 20h (2017,2016,2015), Master, International University of Rabat (IUR, Marocco), L+T.
• Risk theory and premium principles, 20h (2015,2014,2013,2012), Master, ENSAE ParisTech (Paris), L.
• Statistical methods to study the lapse risk, 4h (2012), Master (M2MO), University Paris VII, L.
• Non-parametric, semi-parametric and parametric estimation of copulas, 6h (2013,2012,2011), Master (M2MO), University Paris VII, L.
• Various tutorials in risk theory, probability and inferential statistics.

Material :

• Deterministic and stochastic reserving. Data in XLS :
  • Data from the book by Partrat and al., here.
  • Data presented in the paper by Taylor and Ashe, here.
  • R Code R to start the tutorial without loosing too much time, here.

  And below the tutorial in PDF:

  • First tutorial here.
  • Second tutorial here.
  • Third tutorial here.



• Pricing in Non-Life insurance. Data in Excel:
  • Database in motor insurance needed for the tutorial (CSV), here.
  • How to read this data? here.

Contributed to the Working Group on how actuarial programs should evolve, related to the Core Syllabus of the International Actuarial Association (IAA) :

• What to teach? To remain in line with the evolution of actuarial practices and regulation over the world.
• Presentation of these evolutions.
• Educating Future Actuaries, 5th Fund seminar of the IAA, 27-28 nov. 2014, Lima (Peru), link to the présentation.