2010 - 2012 Evaluation of the non-life technical provisions of the company (Switching from deterministic methods to stochastic ones, amelioration of the procedures resulting in a important gain of time for the calculation of the technical provisions at the end of each accounting period,...)
Research and development of new actuarial tools : study of the adequation of the so-called "Micro-level stochastic loss reserving" models.
Ad-hoc tarifications for non-life products (civil liability for regional and local authorities, civil liability contract for the Belgian Association of Lawyers,...)
Automatization of reporting process for the claims managers
Solvency II : Computation of the non-life claims best-estimates and premiums best-estimates. Computation of the correlation structure between the non-life branches with the use of the copula theory tools.
Allianz Belgium
- Non-Life Actuary
Puteaux2009 - 2010 Tarification studies (fire, car, private liability,...)
Implementation of new softwares (EMB Emblem, Classifier, Rate Assessor,...)
Development of appropriate VBA tools (fraud, tarification,...)
University of Liège
- Teaching Assistant / Scientist
2005 - 2009 mathematical research in functional analysis and measure theory.
Various lectures (probability theory, measure theory, functional analysis, calculus,...)
Formations
Université Catholique De Louvain (Louvain La Neuve)
Louvain La Neuve2009 - maintenantMaster en Sciences Actuarielles
