Xavier MILHAUD
41 years old, 3 children, born in Aix-en-Provence, French
PhD in Applied Mathematics | Fully Qualified Actuary
Contact: xavier.milhaud@univ-amu.fr — Tel: +33 4 37 28 76 83
Site web:Â http://www.xaviermilhaud.fr
Current position
Associate Professor (CNU 26) at Aix-Marseille University
Institut de Mathématiques de Marseille (I2M), Faculté des Sciences
Aix-Marseille Université, 3 Place Victor Hugo, 13331, Marseille, France
2021 – present
Member of the Prospective Commission and the IT Commission of I2M.
Professional experience
Associate Professor, Aix-Marseille University (I2M)
2021 – present
Scientific director of DIALog Research Chair, CNP Assurances / ILB
2020 – 2025
Project management, scientific coordination, organisation of scientific events, budget monitoring
Co-Head of Continuing Education to become actuary, ISFA
2018 – 2021
Recruitment, candidate follow-up, jury
Associate Professor, University Lyon 1 (ISFA and LSAF)
2016 – 2021
Creation, monitoring and coordination of dual-degree training agreements in Actuarial Science Master’s program in Sub-Saharian Africa on behalf of University Lyon 1
2016 – 2021
Partnership with Cheick Anta Diop University, Dakar (Senegal); National School of Statistics and Applied Economics (Abidjan, Ivory Coast); International Insurance Institute (IIA, Yaoundé, Cameroon)
Deputy Director of Studies at the Centre d'Etudes Actuarielles (CEA, Paris)
2016 – 2018
Mainly in charge of actuarial memoirs, but also of candidate recruitment
Head of the Master in Actuarial Science, ENSAE ParisTech
2011 – 2016
CIFRE PhD at AXA Global Life, AXA reinsurance company
2008 – 2011
Mixture of GLM: application to surrender behaviour in life insurance
Research thesis, Université Laval (Québec, Canada)
2008
Credibility model with trend correction, the Hachemeister model
Research Topics
Contaminated finite mixture models (or admixture)
Statistical learning with incomplete information (censoring, truncation)
Longitudinal data and statistical learning
Applications in actuarial science and oceanography
Research projects
rODEo project: order and disorder in a turbulent ocean
2022 – present
Member of the research team
DIALog Research Chair (Digital Insurance and Long-term risks)
2020 – 2025
Scientifically led with K. Antonio (KU Leuven), funded by CNP Assurances and hosted at Institut Louis Bachelier
Data Analytics and Models for Insurance Chair, BNP Cardif
2015 – 2017
Member of the research team
ANR LoLitA project
2013 – 2017
Member of the research team
ANR AST&RISK project (Spatio-Temporal Analysis)
2009 – 2011
Member of the research team
Academic supervision
PhD of Mathias Houegbenou, Contribution of microlevel data in non-life reserving in insurance
2025 – present
Post-doc of Théo Garcia, Statistical methods for studying biodiversity through phytoplankton in the Mediterranean Sea
2025 – present
Post-doc of Mathias Valla, Climate risk, longitudinal data and machine learning
2025 – present
PhD of Jean-Luc Gouthon, Longevity and impact of global warming
2023 – present
PhD of Maxime Dotta, Fraud detection by statistical learning
2023 – present
PhD of Mathias Valla, Temporal dynamics in tree-based models and applications to surrender behaviour in life insurance
2021 – 2024
PhD of Pierre Chatelain, Location-based pricing in individual home insurance
2020 – 2023
Actuarial Memoirs (Master 2) and Research Master memoirs (100+)
2013 – present
Administrative responsibilities
Member of the Prospective Commission of I2M
2024 – present
Member of the Laboratory Council of I2M
2023 – 2024
Member of the IT Commission of I2M
2022 – present
Responsible for continuing education at ISFA
2018 – 2021
Member of the Board of the Institute of Actuaries, deputy secretary then deputy treasurer
2014 – 2018
French representative at the European Actuarial Journal Association
2014 – 2018
Responsible for the Master in Actuarial Science at ENSAE ParisTech
2012 – 2015
Invitations
Speaker at the 9th Workshop on Pensions and Insurance
Université de Barcelone
2024
Research stay at the University of Barcelona
2024
Speaker at 11th Actuarial Science and Finance Conference
Samos
2022
Speaker at CASS Business School
London, UK
2020
Conference organisation
MLISTRAL 2 Conference (CIRM, Marseille, 26-28 Nov 2025): Organising Committee member
Journées de Statistique (JdS, Marseille, June 2025): Organising Committee member
MLISTRAL Conference (CIRM, Marseille, 22-25 Sept 2022): main organiser
Summer School of the Institute of Actuaries (2014, Paris): main organiser
Editorial activity
Member of the editorial board of Risks since 2017
2017 – present
Reviewer for several journals in Statistics, Probability and Actuarial Science
2012 – present
Advances in Data Analysis and Classification, Applied Probability, European Journal of Operational Research, Journal of Statistical Software, Scandinavian Actuarial Journal, Insurance: Mathematics and Economics, ASTIN Bulletin, Risks, European Actuarial Journal, Annals of Actuarial Science, ...
Software development
admix – R package
Estimation, testing and clustering in admixture models.
ACI – Actuarial Climate Indexes
Calculation of actuarial climate indexes (Python library developed, R library to appear)
actuar – R package (minor contributor)
Actuarial tools for risk theory and credibility
Awards
SCOR PhD Award
2013
Best thesis in actuarial science
Best paper AFIR/ERM-ASTIN/IAALS (Mexico)
2012
Lloyd’s Science of Risk runner-up prize
2011
Shared with Stéphane Loisel
Teaching
Statistics
M1 Math. Appliquées à la Statistique - 56h - Aix-Marseille Université
Support de cours • Corrections-TD
Machine Learning for actuarial science
M1 Math. Appliquées à la Statistique (IMSA) - 30h - Aix-Marseille Université
Support de cours • Sujets-TP
Stochastic non-life reserving
M2 Math. Appliquées à la Statistique (IMSA) - 20h - Aix-Marseille Université
Support de cours • Sujets-TP • Data
Duration models
M2 Math. Appliquées à la Statistique (MASS POP) - 30h - Aix-Marseille Université
Support de cours
Introduction to R software
M1 Math. Appliquées à la Statistique (DS+IMSA) - 30h - Aix-Marseille Université
Support de cours • Sujets-TP • Data
Probability and Statistics 2
L3 Licence Mathématiques-Informatique - 60h - Aix-Marseille Université
Support de cours • Sujets-TP
Data science in actuarial science
M2 Actuariat - 37h - ISFA (Université Lyon 1)
Support de cours • Sujets-TP
Advanced pricing and reserving practices
M2 Actuariat - 34h - ISFA (Université Lyon 1)
Support de cours • Sujets-TP
Behavioural modelling in life insurance
M2 Actuariat - 8h - ISFA (Université Lyon 1)
Support de cours
Resampling methods: bootstrap and applications
M1 Actuariat - 12h - ISFA (Université Lyon 1)
Support de cours • Sujets-TP
Econometrics for pricing
M2 Finance–Actuariat - 20h - ENSEA (Abidjan)
Tarif GLM • Tarif Credibilite
Credibility Theory
M2 Master Mathématiques - 20h - Université Cheikh Anta Diop (Dakar)
Support de cours • TD
GLMs and extensions for P&C pricing
M2 Formation continue - 6h - ISFA (Université Lyon 1)
Credibility theory and Bonus-Malus system
M2 Actuariat - 20h - Université Internationale de Rabat
P&C reserving techniques
M1 Actuariat - 20h - ISFA (Université Lyon 1)
Risk theory
M1 Ingénieur - 20h - ENSAE ParisTech
Support de cours • TD
Parametric and non-parametric estimation of copulas
M2 Master Modélisation Aléatoire - 6h - Université Paris VII
Support de cours
Pricing with Machine Learning in P&C insurance
M2 Formation continue - 16h - ISFA (Université Lyon 1)
Policyholder lapse behaviour
M2 Formation continue - 14h - ISFA (Université Lyon 1)
Deterministic and stochastic reserving in P&C insurance
M2 Formation continue - 14h - ISFA (Université Lyon 1)
Geographical tariffs and R implementation
FormationPro Formation continue - 14h - Caritat
Plaquette du module
Pricing in non-life insurance with machine learning algorithms
FormationPro Formation continue - 14h - Caritat
Plaquette du module
Operational risk in insurance: theory and practice
FormationPro Formation continue - 14h - Caritat
Plaquette du module
XL reinsurance treaty: pricing principles and applications
FormationPro Formation continue - 14h - Caritat
Plaquette du module
GLM pricing for building damage insurance cover
FormationPro Formation continue - 14h - Caritat
P&C pricing models and applications
FormationPro Formation continue - 14h - Caritat
Plaquette du module
Stochastic reserving in non-life insurance
FormationPro Formation continue - 14h - Caritat
Plaquette du module
Education
PhD in Applied Mathematics (University Lyon 1, France)
2009 – 2012
Actuarial diploma and Research Master in Actuarial Science at ISFA (Lyon, France)
2009 – 2011
ENSIMAG Engineer (INP Grenoble, France), Finance track
2005 – 2008
Additional information
Languages
French (native), English (professional level), Spanish (intermediate), Italian (intermediate)
Publications
Journal articles
- T. Garcia, L. Oms, A. Doglioli, X. Milhaud, D. Pommeret, M. Messié, P. Vandekerkhove, C. Lacour, G. Gregori, A statistical approach to unveil phytoplankton adaptation to ocean fronts, Advances in Statistical Climatology, Meteorology and Oceanography, 2026 — lien
- X. Milhaud, D. Pommeret, Y. Salhi, P. Vanderkerkhove, Contamination-source based K-sample clustering, Journal of Machine Learning Research, 2024 — lien
- X. Milhaud, D. Pommeret, Y. Salhi, P. Vanderkerkhove, Two-sample contamination model test, Bernoulli, 2024 — lien
- M. Valla, X. Milhaud, Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy, European Actuarial Journal, 2024 — lien
- P. Chatelain, X. Milhaud, Estimation and prediction with data quality indexes in linear regressions, Computational Statistics, 2024 — lien
- X. Milhaud, D. Pommeret, Y. Salhi, P. Vanderkerkhove, Semiparametric two-sample admixture components comparison test: the symmetric case, Journal of Statistical Planning and Inference, 2022 — lien
- Milhaud, X., Hétérogénéité inobservable, volumétrie limitée et mutualisation, L’Actuariel, 2021
- O. Lopez, X. Milhaud, Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays, Scandinavian Actuarial Journal, 2021 — lien
- O. Lopez, X. Milhaud, P.-E. Therond, A tree-based algorithm adapted to microlevel reserving and long-development claims, ASTIN Bulletin, 2019 — lien
- X. Milhaud, V. Poncelet, C. Saillard, Operational choices for risk aggregation in insurance: PSDization and SCR sensitivity, Risks, 2018 — lien
- X. Milhaud, C. Dutang, Lapse tables for lapse risk management in insurance: a competing risk approach, European Actuarial Journal, 2018 — lien
- O. Lopez, X. Milhaud, P. Therond, Tree-based censored regression with applications in insurance, Electronic Journal of Statistics, 2016 — lien
- F. Barsotti, X. Milhaud, Y. Salhi, Lapse risk in life insurance: correlation and contagion effects among policyholders’ behaviors, Insurance: Mathematics and Economics, 2016 — lien
- Milhaud, X., Arbres de classification et de regression, L’Actuariel, 2015
- Milhaud, X., Exogenous and endogenous risk factors management to predict surrender behaviours, ASTIN Bulletin, 2013 — lien
- S. Loisel, X. Milhaud, From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital, European Journal of Operational Research, 2011 — lien
- X. Milhaud, V. Maume-Deschamps, S. Loisel, Surrender triggers in Life Insurance: what main features affect the surrender behavior in a classical economic context?, Bulletin Français d’Actuariat, 2011 — lien
- X. Milhaud, M.-P. Gonon, S. Loisel, Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise, Risques, 2010
Preprints
Preprints
- X. Milhaud, D. Pommeret, Y. Salhi, P. Vanderkerkhove, admix: an R package for estimation, test and clustering in admixture models, HAL, 2026
- J.-L. Gouthon, X. Milhaud, J. Garrido, Accounting for temporal and spatial dependencies in multi-population forecasts: the Transformers approach, HAL, 2026
- M. Valla, X. Milhaud, Time-penalized trees: consistency results and simulations, HAL, 2026
- J. Garrido, X. Milhaud, A. Olympio, The definition of a French actuarial climate index; one more step towards a European index, HAL, 2025
- M. Dotta, X. Milhaud, D. Pommeret, Detection of Atypical Behaviors Using Copulas, HAL, 2025
- J.-L. Gouthon, X. Milhaud, A Spatiotemporal Clustering Algorithm Combining Multiple Data Sources: Application to Mortality, HAL, 2025
- J.-L. Gouthon, X. Milhaud, Impact of heat waves on mortality: extension of longevity models to account for global warming, HAL, 2024