21/03/2019
Marie Skłodowska-Curie Actions

Université Claude Bernard Lyon 1- Hosting offer for an MSCA-IF post-doc candidate in Actuarial Science and Applied Probability

This hosting has expired


  • OFFER DEADLINE
    19/07/2019 19:00 - Europe/Athens
  • EU RESEARCH FRAMEWORK PROGRAMME
    H2020 / Marie Skłodowska-Curie Actions
  • LOCATION
    France, Villeurbanne
  • ORGANISATION/COMPANY
    Université Claude Bernard Lyon 1
  • DEPARTMENT
    Actuarial Science and Finance Institute
  • LABORATORY
    Laboratory of Actuarial Science and Finance

The Laboratoire de Sciences Actuarielle et Financière (LSAF) is a leading actuarial research lab in Europe and undertakes inter-disciplinary research on risks in insurance and finance. The research topics of the laboratory are always evolving to include new risks (human longevity improvements, natural hazards...), recent accounting standards (IFRS), new prudential regulation systems (Basel 4, Solvency 2) as well as new risk management practices (Enterprise Risk Management) or new business models with Big Data and Analytics in insurance. Current team research projects concern in particular the impact of modeling and data analytics on the management of insurance and financial firms, environmental risks, longevity risk management and public health, long term investments and ESG, as well as behaviours and risks.

Strongly associated to ISFA graduate school of actuarial studies, LSAF gathers 30 permanent researchers, 4 post-docs and 18 PhD students. LSAF is part of University Claude Bernard Lyon 1 (UCBL), a multidisciplinary university in the primary fields of science and health. With over 2630 professors and assistant professors and 39,000 students, leading to more than 4500 internationally published articles and 40 patents per year. The University is involved in more than 80 European Union projects.

The LSAF offers to host a MSCA Individual Fellowship candidate ("Experienced Researcher" according to the Marie Sklodowska Curie categories, typically a post-doc), submitting an application to the next MSCA-IF call for proposals (deadline september 2019), interested to work on the following research topic:

Climate change represents a threat for insurers in terms of liabilities as some natural disaster risks are changing and their impact is more and more uncertain. It has also some consequences on the asset side as insurers need to take ESG constraints for investment purposes. The present project consists in understanding this double impact of climate change on the insurer’s balance sheet on the long term, and measuring the associated long term risk. It is likely to involve polynomial methods in risk theory as well as mathematical finance. We are looking for a candidate with a strong background in probability theory, applied probability or actuarial science. Her/his PhD defense must take place before Sept. 10th, 2019.

R. Biard, C. Blanchet-Scalliet, A. Eyraud-Loisel, S. Loisel, Impact of Climate Change on Heat Wave Risk, Risks, 1(3), pp. 176-191, 2013

C. Lefèvre, Picard, P. Risk models in insurance and epidemics: A bridge through randomized polynomials, Probability in the Engineering and Informational Sciences 29, pp.399-420, 2015.

A. Charpentier, A. Eyraud-Loisel, A. Hannart, J. Tomas, Changement climatique et Assurance, Variance, la revue des ENSAE ALUMNI1, n.54, pp/ 41-44, mars 2016 (in French !)

The fellowship could last for 12 to 36 months, depending on the type of Individual Fellowship.

Supervision:

The successful Marie-Curie Post-doctoral fellow will be supervised by Anne Eyraud-Loisel at LSAF and will also work with Claude Lefèvre (ULB).

Anne Eyraud-Loisel is associate professor at ISFA, UCBL, and vice-head of ISFA. Her research interests include financial mathematics, asymetry of information in insurance and finance, as well as climate change risk for insurers. http://pages.isfa.fr/~anne/

Claude Lefèvre is emeritus professor at ULB (Department of Mathematics), Brussels and associate researcher at LSAF. His research interests include applied probability, ruin theory, epidemic processes, as well as their underlying polynomial algebraic structure. http://homepages.ulb.ac.be/~clefevre/

Application process to LSAF:

Interested candidates are invited to contact us exclusively by email at postdoc-1938@isfa.fr

Make sure that you include the reference "Post-doc 1938" in the title of your email. Please attach a CV, a motivation letter, your MSc marks, as well as a 1-page research proposal.

Disclaimer:

The responsibility for the hosting offers published on this website, including the hosting description, lies entirely with the publishing institutions. The application is handled uniquely by the employer, who is also fully responsible for the recruitment and selection processes.