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Marie Kratz
Professeur , Département Systèmes d'Information, Sciences de la Décision et Statistiques (IDS)

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CV en pdf
Présentation Thèmes de Recherche Publications Enseignement Autres Activités
Formation

Principale

Doctorat  en Mathématiques Appliquées, UPMC (Paris 6), effectué en grande partie au Center for Stochastic Processes, UNC, Chapel Hill, USA

Habilitation à Diriger des Recherches, Commission des Thèses en Mathématiques des Universités Parisiennes & Université Paris I

 

Complémentaire

Master in Actuarial Science: SAFIR-SAF, Univ. Lyon 1 (Fall 2011-2013) 

Global colloquium on participant-centered learning, Harvard Business School (Executive Education) (July 25- Aug.04, 2010; March14-18, 2011)

Ecole d'été de Probabilités de Saint-Flour (R. Adler & A. Etheridge lectures)  (5-17 juillet 2009)

From classical to Modern Probability, Ecole d'été CIMPA & CMM , Universidad de la Frontera, Temuco, Chile (Jan. 2001)

Summer Internships Program in Probability and Stochastic Processes, University of Wisconsin, Madison, U.S.A. (J. Kuelbs and T. Kurtz) (Juillet 1999) 

  

Biographie

Professeur, depuis Oct. 2011   

Directrice de CREAR - Centre de Recherche en Econo-finance et Actuariat sur le Risk - (http://crear.essec.edu), depuis Jan. 2013

Actuaire qualifié de l'Institut des Actauires (IA 2013; qualification 2015) 

Professeur Associé, Oct. 2006 - Sept. 2011

Maître de Conférences à l'Université Paris Descartes (UFR Mathématiques & Informatique) jusqu'en Oct. 2006

Délégation C.N.R.S.  (SAMOS-MATISSE, UMR 8595, 1999-2000) 

Post-doctorat/délégation, avec S. Resnick (Fall sem. 1993, 94, 95), Cornell University (O.R.I.E.), Ithaca, N.Y., USA

 

Thèmes de Recherche
Thèmes

 

Analyse Quantitative du Risque; Risques Extrêmes; Théorie des Valeurs Extrêmes; Processus Gaussiens (fonctionnelles non linéaires de -); Géométrie Stochastique; Processus Ponctuels, Séries Temporelles, Systèmes Dynamiques



Secteurs
Mathématique appliquée: Probabilité Appliquée, Statistique Mathématique, Actuariat, Gestion des Risques


Projets en Cours

On-going papers (presented at International Conferences):  

B. Das, M. Kratz. On the local behavior of the extreme quantiles of the sum of heavy tailed distributed random variables

M. Kratz, S. Vadlamani. CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian fields 

M. Kratz, Y. H. Lok, A. McNeil. Backtesting ES: a multinomial test  

 

Projects and Research Programs 

Director of the Research Program with SWISS LIFE on : Consequences of the population ageing on the insurances loss. Impacts on the automobile prevention (Dec 11 - Dec 14)

Scientific Coordinator of the ”Risk Analysis and Modeling” direction, in the European Project RARE - Risk Analysis, Ruin and Extremes - FP7-PEOPLE-2012-IRSES - Marie Curie Actions, which aims to strengthen research partnerships through staff exchanges and networking activities between European research organizations and research organizations from other countries. (12 partners) (Oct 12 - Oct16) 

  

 

Publications académiques
Articles
  "On the capacity functional of excursion sets of Gaussian random fields on R^2" (M. Kratz, W. Nagel), Advances in Applied Probability, Numéro 48
  "New results for tails of probability distributions according to their asymptotic decay" (M. Cadena, M. Kratz), Statistics and Probability Letters, Numéro 109
  "What is the best risk measure in practice? A comparison of standard risk measures." (S. Emmer, M. Kratz, D. Tasche), Journal of Risk (The), Numéro 18
  "An Extreme Value Theory approach for the early detection of time clusters. A simulation-based assessment and an illustration to the surveillance of Salmonella." (A. Guillou, M. Kratz, Y. Le Strat), Statistics in Medicine, Numéro 33
  "Normex, a new method for evaluating the distribution of aggregated heavy tailed risks. Application to risk measures." (M. Kratz, ), Extremes, Numéro 17
  "The impact of systemic risk on the diversification benefits of a risk portfolio" (M. Busse, M. Dacorogna, M. Kratz), Risks, juil. 2014, Vol. 2, Numéro 3, p. 260‑276
  "Modelling macroeconomic effects and expert judgements in operational risk : a Bayesian approach" (H. Capa Santos, M. Kratz, F. Mosquera M), Journal of Operational Risk, déc. 2012, Vol. 7, Numéro Winter 2012-2013, p. 3‑23
  "Alarm System for Insurance Companies: A Strategy for Capital Allocation" (S. Das, M. Kratz, ), Insurance Mathematics and Economics, mars 2012, Vol. online, Numéro 51, p. 53‑65
  "How fast can the chord-length distribution decay?" (Y. Demichel, A. Estrade, M. Kratz, G. Samorodnitsky), Advances in Applied Probability, Numéro 2
  "Chord-length distribution functions and Rice formulae. Application to random media" (A. Estrade, I. Iribarren, M. Kratz), Extremes, Numéro July
  "Level curves crossings and applications for Gaussian models." (M. Kratz, J. Leon), Extremes, sept. 2009, Vol. 13, Numéro online first
  "Level crossings and other level functionals of stationary Gaussian processes" (M. Kratz), Probability Surveys, déc. 2006, Vol. 3, p. 230‑288
  "On the second moment of the number of crossings by a stationary Gaussian process" (M. Kratz, J. Leon), Annals of Probability, juil. 2006, Vol. 34, Numéro 4, p. 1601‑1607
  "On a representation of Gibbs measure for R.E.M." (M. Kratz, P. Picco), Annals of Applied Probability, mai 2004, Vol. 14, Numéro 2, p. 651‑677
  "Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields" (M. Kratz, J. Leon), Journal of theoretical probability, juil. 2001, Vol. 14, Numéro 3, p. 639‑672
  "Central limit theorems for the number of maxima and some estimator of the second spectral moment of a stationary Gaussian process. Applications in hydroscience" (M. Kratz, J. Leon), Extremes, mars 2000, Vol. 3, Numéro 1, p. 57‑86
  "On the rate of convergence for extremes of mean square differentiable stationary normal processes" (M. Kratz, H. Rootzén), Journal of Applied Probability, déc. 1997, Vol. 34, Numéro 4, p. 908‑923
  "Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: crossings and extremes" (M. Kratz, J. Leon), Stochastic Processes and their Applications, mars 1997, Vol. 66, Numéro 2, p. 237‑252
  "The Q-Q estimator and heavy tails" (M. Kratz, S. Resnick), Stochastic Models, avr. 1996, Vol. 12, Numéro 4, p. 699‑724
  "Parameter estimation for moving averages with positive innovations" (M. Kratz, S. Resnick, P. Feigin), Ann. Applied Probab., janv. 1996, Vol. 6, p. 1157‑1190
  "Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences" (M. Kratz, J. Hüsler), Stochastic Processes and their Applications, mai 1995, Vol. 55, p. 301‑313
  "Approximation Poissonnienne relative du processus empirique" (M. Kratz), C.R.A.S., mai 1993, Vol. 316, série I, p. 1221‑1224


Working papers
  "Explicit Diversification Benefit for Dependent Risks" (M. Dacorogna, L. Elbahtouri, M. Kratz). Essec Research Center, DR‑1522 déc. 15.
  "Living in a stochastic world and managing complex risks." (M. Kratz). Essec Research Center, DR‑1517 oct. 15.
  "An Extension of the Class of Regularly Varying Functions" (M. Kratz, M. Cadena). Essec Research Center, DR‑1417 déc. 14.
  "An extension of the class of regularly varying functions" (M. Cadena, M. Kratz, ). Essec Research Center, DR‑1417 déc. 14.
  "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²" (M. Kratz, W. Nagel). Essec Research Center, DR‑1416 nov. 14.
  "What Is the Best Risk Measure in Practice? A Comparison of Standard Measures" (S. Emmer, M. Kratz, D. Tasche). Essec Research Center, DR‑1322 déc. 13.
  "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio" (M. Busse, M. Dacorogna, M. Kratz). Essec Research Center, DR‑1321 déc. 13.
  "There is a VaR Beyond Usual Approximations" (M. Kratz). Essec Research Center, DR‑1317 nov. 13.
  "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model" (A. Banerjee, G. Chevillon, M. Kratz). Essec Research Center, DR‑1314 oct. 13.
  "Does risk diversification always work? The answer through simple modelling" (avec M. Busse, M. Dacorogna). SCOR , 24 mai 13.
  "Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach" (H. Capa Santos, M. Kratz, F. Mosquera Munoz). Essec Research Center, DR‑1206 mars 12.
  "On Devising Various Alarm Systems for Insurance Companies" (M. Kratz). Essec Research Center, DR‑10008 déc. 10.
  "Some contributions in probability and statistics of extremes" Université Paris 1 , HAL : tel-00239329 nov. 05.
  "Chaos expansions and level crossings" Univ. Paris 1, Samos 127 sept. 00.
  "Statistics of tails of distributions and Poisson approximation" UPMC Paris 6, 93 mars 93. (Thèse de doctorat en Mathématiques Appliquées - UPMC (Paris 6))


Autres publications
Communications publiées
  "A New Unsupervised Threshold Determination For Hybrid Models.", avec N. Debbabi. In : Acoustics, Speech and Signal Processing, 2014 IEEE. : IEEE, 2014, p. 3440-3444.
  "Combining algebraic approach with extreme value theory for spike detection", avec N. Debabbi, M. Mboup, S. El Asmi. In : Proceedings of EUSIPCO 2012, 20th European Signal Processing Conference. : IEEE Conference Publications Program, 2012, p. 1836-1840.
  "Fixed points of the Abe formulation of Stochastic Hopfield Networks", avec M. Atencia, G. Joya. In : LNCS 4668, ICANN . Porto (Portugal) : Springer-Verlag, 2007, p. 599-608.
  "Stochastic analysis of the Abe formulation of Hopfield networks", avec M. Atencia, G. Joya. In : Proceedings ESANN, ESANN (13th European Symposium on Artificial Neural Networks). Bruges (Belgium) : *, 2005, p. 55-60.
  "On the convergence of the number of exceedances of nonstationary normal sequences", avec J. Hüsler. In : Journal of Research of the NIST (National Institute of Standards and Technology), vol 99, Extreme Value Theory and Applications. Gaithersburg, Maryland (USA) : NIST, 1994, p. 539-542.


Enseignement à l'ESSEC

Financial Mathematics : Probability in finance (Ms ESSEC Grande Ecole)   

Gestion des risques (ISUP Univ. Paris 6 - CS3 - Actuarial track) (à partir de 2011-12)

Séries temporelles  (ISUP Univ. Paris 6 - CS2) (de 2006-07 à 2010-11)

Forecasting (Ph.D. OMS) 

Probability and Stochastic Processes (MS FEAsia & Ph.D) 

Statistics (MS FEAsia) 

Quantitative Risk Management (QRM) (Ms ESSEC Grande Ecole)

QRM & Extreme values (MS FEAsia Singapore)

Research UE on QRM 

Statistics in Business (Bachelor) (de jan 2007 à janv 2009) (coordinator de  janv 2008 à janv 2011)  

 

Autres activités pédagogiques

- Two days executive seminar on Quantitative Risk Management, NISM (National Institute of Securities Markets), Mumbai, India, Feb.20-21, 2016

- 'An Introduction to Quantitative Risk Management' - course given at the Summer School on Risk Management in Finance and Insurance, National Economics University, Hanoi, Vietnam, July 29 - August 2, 2013  

Activités scientifiques
Communications présentées à des conférences
  "An implicit backtest for ES via a simple multinomial approach", (avec Y. Lok, A. Mcneil). 5th Iberian Congress of Actuaries, ISEG Lisbon, Lisbon, Portugal, 06 juin 2016
  "A multinomial test to discriminate between models", (avec Y. Lok, A. Mcneil). ASTIN Colloquium, ISEG Lisbon, Lisbon, Portugal, 02 juin 2016
  "CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian fields", (avec S. Vadlamani, ). Monash Probability Conference in Honor of Robert Liptser, Monash University, Prato, Italy, 28 avr. 2016
  "Validation of risk models", (avec M. Dacorogna). IFoA Asia conference 2016, Institute and Faculty of Actuaries (IFoA), Kuala Lumpur, Malaysia, 03 mars 2016
  "On the local behavior of the extreme quantiles of the sum of heavy tailed distributed r.v.", World Statistics Congress, ISI, Rio de Janeiro, Brazil, 30 juil. 2015
  "What is the best risk measure in practice?", SEM annual conference, OECD, Paris, France, 24 juil. 2015
  "Standard risk measures: a statistical debate", IMS conference, Kunming, China, 02 juil. 2015
  "Asymptotics of some geometric features of excursion sets of Gaussian random fields", (avec S. Vadlamani). EVA2015 , Ann Arbor, USA, 17 juin 2015
  "On functionals of excursion sets of Gaussian random fields on R^2.", (avec W. Nagel). 5th Monash-Ritsumeikan Symposium, Monash University, Melbourne, Australia, 25 mars 2015
  "Risk aggregation of heavy-tailed risks", PARTY 2015 (Perspectives on Actuarial Risks in Talks of Young researchers), Liverpool, UK, 13 janv. 2015
  "On the aggregation of heavy-tailed risks", Extremes in Finance, ESSEC, Royaumont Abbey, France, 17 déc. 2014
  "Setting the risk appetite in presence of systemic risk", ERM-SAS conference, SAS, Singapore, Singapore, 13 nov. 2014
  "On a generalization of some Karamata and standard EVT characterizations", (avec M. Cadena). 37th Stochastic Processes and Applications conference, Univ. Econ., Buenos Aires, Argentina, 31 juil. 2014
  "Pot-pourri on RARE topics", RARE Workshop, Nankai University, China, 14 juil. 2014
  "Small Data", 13ème Congrès des Actuaires, Institut des Actuaires, Paris, France, 20 juin 2014
  "On a generalization of some Karamata and standard EVT characterizations", 7th International Workshop on Applied Probability (IWAP 2014), Antalya, Turkey, 18 juin 2014
  "The impact of systemic risk on the diversification benefits of a risk portfolio", (avec M. Busse, M. Dacorogna). 4th Monash-Ritsumeikan Symposium on Probability and Related fields - RARE workshop, Ritsumeikan University, Kyoto, Japan, 26 févr. 2014
  "Normex, a new method for evaluating the VaR of aggregated heavy tailed risks", Extreme Events and Uncertainty in Insurance and Finance, SCOR & IDEI, Toulouse School of Economics, Paris, France, 10 janv. 2014
  "Does risk diversification always work? The answer through simple modelling", (avec M. Busse, M. Dacorogna). European Network for Business and Industrial Statistics - ENBIS13, Hacettepe Univ., Ankara, Turkey, 17 sept. 2013
  "A shifted CLT : an alternative solution to correctly estimate in a Gaussian realm the VaR in presence of heavy tails", Extremes in Vimeriro -EVT13, CEAUL (Centro de Estatistica e Aplicaçoes da universidad de Lisboa) & SPE (Sociedad Portuguesa de Estatistica) , Vimeiro, Portugal, 09 sept. 2013
  "Capacity functionals of excursion sets", (avec W. Nagel). Extreme Value Analysis 13, Fundan Management School, Shanghai, 11 juil. 2013
  "How to best approximate the distribution of aggregated heavy tailed risks?", IRFRS Conference , Nanyang Business School, Singapore, 27 juin 2013
  "There is a VaR beyond usual approximations", Workshop on Heavy-tailed Distributions and Extreme Value Theory, Indian Statistical Institute (ISI), Kolkata, India, 15 janv. 2013
  "Tail distribution of functionals of random excursion sets", (avec W. Nagel). Stereology, Spatial Statistics and Stochastic Geometry (S4G), Charles University Prague, Prague, Czech Republic, 28 juin 2012
  "Tail distribution of functionals of random excursion sets", (avec W. Nagel). International Workshop on Applied Probability (IWAP), Jerusalem, Israël, 13 juin 2012
  "Funcionales de nivel de procesos gaussianos y aplicaciones.", Conferencia Leon: Analisis estadistica y probabilidades, Caracas, Venezuela, 25 nov. 2011
  "On a modelization of random porous media.", Ristumeikan and Monash Symposium, Shiga (Kyoto), Japan, 12 sept. 2010
  "Operational Risk Measure in Bayesian context. Application in Insurance.", 34th Conference on Stochastic Processes and their Applications, Osaka, Japan, 08 sept. 2010
  "EVT in discrete case. Application to disease surveillance. ", Prague Stochastics, Prague, Czechoslovakia, 02 sept. 2010
  "On the decay of chord-lengths", Stochastic Processes and their Applications, Berlin, Germany, 30 juil. 2009
  "A brief review on EVT basics and operational risk measures", European Workshop on Risk Analysis and EVT, ESSEC, La Défense Paris, France, 26 janv. 2009
  "Franchissement de courbe de niveau, formules de Rice et extremum", MAS, SMAI, Rennes, France, 28 août 2008
  "On efficiency and alarm system in reinsurance contracts", (avec S. Das). 7th World Congress in Probability and Statistics, IMS and Bernoulli Society, Singapore, Singapore, 14 juil. 2008
  "Fixed points of the Abe formulation of Stochastic Hopfield Networks", (avec M. Atencia, G. Joya). 17th ICANN, Porto, Portugal, 10 sept. 2007
  "Chord-distribution functions and Rice formulae. Application to random media.", (avec A. Estrade, I. Iribarren). 5th Conference on Extreme Value Analysis, Bern, Switzerland, 27 juil. 2007
  "Funciones de distribucion de cuerdas en medios porosos.", (avec A. Estrade, I. Iribarren). Rencontres France-Espagne-Venezuela de probabilité et statistique mathématique, Choroni, Venezuela, 02 nov. 2006
  "Curve crossings and specular points, d'après Longuet-Higgins.", (avec J. Leon). 31th Conference on Stochastic Processes and their Applications, Paris, France, 18 juil. 2006
  "On level functionals of Gaussian fields", 2nd Intern. Conf. of Applied Mathematics, Plovdiv, Bulgaria, 15 août 2005
  "Stochastic analysis of the Abe formulation of Hopfield", (avec M. Atencia, G. Joya). European Symposium on Artificial Neural Networks, Bruges, Belgium, 26 avr. 2005
  "Estadisticas de valores extremos", IX Encuentro de Matem\'atica y sus Aplicaciones y IV Seminario de Estad\'istica Aplicada, Quito, Ecuador, 22 juil. 2004

Organizer of a Working Group on Risk Analysis and Management - ESSEC La Défense, since Oct. 2009

Meetings: twice a month (seminars and/or discussions on projects)

Since March 2012, it has been acknowledged by the French Institute of Actuaries as part of its continuous education program

see  http://isds-department.essec.edu/research/working-group-on-risk 

and, since 2013, http://crear.essec.edu/research/working-group-on-risk

 

(Co) Organizer of  conferences:

- Concluding International 'RARE' Conference on Risk Analysis, Ruin theory, Extremes - July 3-8, 2016, La Baule (CREAR, with the support of Swiss Re, Institut des Actuaires, SCOR science foundation, Bank of England, AMIES-IA, IFoA, BFA-SFdS): crear.essec.edu/rare-conference 

- International Round Table on New IFRS rules : Actuaries meet Accountants, June 10, 2015, Paris La Défense (CREAR, with the support of Labex MME-DII, Institut des Actuaires & BFA-SFdS) 

- Mini-workshop "Small data " (CREAR & BFA-SFdS), 13ème Congrès des Actuaires, Paris, June 20, 2014 

- ESSEC CREAR - SWISS LIFE conference on Risk, Insurance and Longevity, ESSEC La Défense, November 19, 2012

http://risk-insurance-longevity-event.essec.edu 

- BFA Group of SFdS & ESSEC Working Group on Risk conference on Financial Regulation - Paris, April 09, 2010

http://isds-department.essec.edu/research/working-group-on-risk/financial-regulation

- European workshop on EVT & Finance - Paris La défense, January 26, 2009

http://www.essec.edu/sites/EVTfinance09/

- Workshop on Models and Images for Porous Media - Paris, January 12-16, 2009  

http://mipomodim.math-info.univ-paris5.fr/ 

 

Organizer of invited or contrinuted sessions at international conferences 

- 'RARE' Invited Session, EVA2015, Ann Arbor, USA, June 15-19, 2015 

'RARE' Contributed Session, 37th Stochastic Processes and Applications, Buenos Aires, Argentina, July 28-Aug.1, 2014

- 'RARE' Invited Session, 7th International Workshop on Applied Probability (IWAP), Antalya, Turkey, June 16-19, 2014  

 


 


Affiliations et activités académiques

Academic Responsibilities:

- Director of CREAR - Center of Research in Econo-finance and Actuarial sciences on Risk ; see http://crear.essec.edu 

- Organizer of a working group with academics and professionals on (quantitative) risk analysis 

- Director of the research program ESSEC - SWISS LIFE "Consequences of the population ageing on the insurances loss. Impacts on the automobile prevention" Dec 2011  Dec 2013

-  Scientific Coordinator of the ”Risk Analysis and Modeling” direction, in the European Project ‘RARE’ - Risk Analysis, Ruin and Extremes - FP7-PEOPLE-2012-IRSES - Marie Curie Actions, which aims to strengthen research partnerships through staff exchanges and networking activities between European research organizations and research organizations from other countries. (12 partners) (Oct 2012 - Oct. 2016)

- Director of the ESSEC-ISUP actuarial track (from Oct. 2012) 

- Co-responsible of the ESSEC-ISUP actuarial track (Oct. 2008 - Oct. 2012)  

- Co-organizer of the IDS department research seminar

    

Supervising Activities of:

- Doctoral Students:

N. Debbabi (URCA): "Approche algébrique et théorie des valeurs extrêmes pour la détection de ruptures: application aux signaux biomédicaux"; co-dir. with M. Mboup (Prof. URCA) and S. El Asmi (Prof. SUPCOM Tunis) - Defense: December 14, 2015 (SUPCOM Tunis)

M. Cadena (UPMC-ESSEC-SWISS LIFE): ``Contributions actuarielles et statistiques pour l'analyse de risques en assurance liés au vieillissement de la population, notamment en assurance automobile " - Defense: January 5, 2016 (UPMC Paris 6)

- Master (or equivalent) Students:

Actuarial master thesis from ESSEC-actuarial track students 

Research training at ESSEC and SWISSLIFE from May to November 12 for two Master students (ISFA, Lyon)  (final training study to validate their diploma, one for a Research Master, the other for a Professional Master for the title of Actuary) on the "Consequences of the population ageing on the insurances loss. Impacts on the automobile prevention"

Research training at ESSEC from Feb. to May 2008 for an engineer student (ESSAI, Tunis) (final training study to validate his diploma) on "Extreme Value Theory for discrete random variables, with applications in Epidemiology and in Finance"

Paris Descartes Master students final professional trainings from 1997-98 to 2005-06 (MST2-ISASH, DESS MSB, Master 2 IMSV) 

  

Affiliations:

BERNOULLI SOCIETY (for Mathematical Statistics and Probability- ISI section)

SFdS - Société Française de Statistique

MAP5 (Applied Mathematics), UMR8145, Univ. Paris Descartes

Affiliated member to RiskLab, ETH Zurich 

GDR 3477 (CNRS) - Géométrie Stochastique - see http://gdr-geostoch.math.cnrs.fr 

Member of  MIPOMODIM (Projet ANR blanc - NT05-1_42030) (2006-2009) 

 

 


Conseil

 

Experts forum:

- Research experts forum (invited panelist), fringe event to the IFoA Asia conference, Kuala Lumpur, Malaysia, March 2, 2016

- Round table of senior experts to discuss key issues and challenges that researchers of risk and practitioners from industries, perceive as significant over the next few years (Invited panelist by the IFoA), London, UK, April 27, 2015

- Experts Forum on Risk Measures and Regulation in Insurance, Swiss Re Learning Center (by invitation), Zurich, Switzerland, May 22-23, 2014 

- Workshop on Statistical Applications to Climate Extremes, Zurich Development Center (by invitation), Zurich, Switzerland, Oct. 29-31, 2012 

 

Other Activities 

- President of the Banque, Finance, Assurance - BFA group - SFdS

- Member of the Advisory Board of QRFE, Durham Business School, UK (from 2015)

- Member of the Scientific Committee of the IRFRC Conference, NTU Singapore, from 2014


Expérience professionnelle

Maître de Conférences (jusqu'en oct. 2006) en Mathématiques, Université Paris Descartes (UFR de Mathématiques et Informatique).  

Internship at FINMA- Swiss Financial Market Supervisory Authority- Zürich, July-Dec 2012 

Liens utiles
Systèmes d'Information, Sciences de la Décision et Statistiques (IDS)
Contact
E-mail

ESSEC Business School
Av. Bernard Hirsch
B.P. 50105
95021 Cergy
France

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