Mathieu BARGÈS

En résumé

Entreprises

• ISFA Actuarial School and Laval University - Ph.D. thesis

  2006 - maintenant Thesis title : "Depedence models in risk theory".
  
  Co-written paper with H. Cossette and E. Marceau : "TVaR-based capital allocation with copulas". Published in Insurance: Mathematics and Economics.
  
  Co-written paper with H. Cossette, S. Loisel and E. Marceau : "On the moments of the aggregate discounted claims with dependence introduced by a FGM copula". Submitted.
  
  Co-written paper with S. Loisel and X. Venel : "On finite-time ruin probabilities with dependence between reinsurance cycles and the claim arrival process". Submitted.

• Gen Re : Kölnische Rückversicherungs-Gesellschaft AG - Cologne Re - Trainee in Actuarial Science

  2006 - 2006 Development and implementation of a pricing tool for the French health insurance market during a 5 months internship.

• Sanofi Pasteur - Trainee in Industrial Statistic

  Lyon 2005 - 2005 Implementation of MSPC (Multivariate Statistical Process Control) for the vaccine production processes during a 6 months internship.

Formations

• Université Lyon 1 Claude Bernard

  Lyon 2006 - 2010 Ph.D. thesis in Actuarial Science.
  
  Co-supervised PH.D. thesis in Actuarial Science at ISFA Actuarial School, Lyon, France and Laval University, Quebec, Canada. Defended on March 15th 2010.

• Université Lyon 1 Claude Bernard

  Lyon 2005 - 2006 Research Master in Actuarial and Finiancial Sciences.

• Université Lyon 1 Claude Bernard

  Lyon 2004 - 2005 Professional Master in Statistics, Computer Sicence and Numerical Techniques.

Réseau

• Toureille FLORENT

• Yann LAMBERT