About me

I’m a PhD Student in Probability at Ecole des Ponts ParisTech. My thesis is under a CIFRE agreement between CERMICS and Milliman and I work under the supervision of Benjamin Jourdain and Alexandre Boumezoued. My research focuses on the development of financial stochastic models under the real-world probability as well as validation methods of these models. The objective is to design models that capture most of the financial markets stylized facts in order to produce economic scenarios that as realistic as possible. The application area of this reseach is mainly the insurance industry.