OFFER DEADLINE31/07/2019 11:00 - Europe/Athens
EU RESEARCH FRAMEWORK PROGRAMMEH2020 / Marie Skłodowska-Curie Actions
ORGANISATION/COMPANYUniversité Claude Bernard Lyon 1
DEPARTMENTActuarial Science and Finance Institute
LABORATORYLaboratory 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:
Ruin theory in presence of prevention and reinsurance
Gauchon, Loisel, Rullière and Trufin (2019a, 2019b, in preparation) have studied the impact of prevention in ruin theory: prevention has a cost and reduces the premium income rate. Meanwhile, it reduces the claim intensity. The present project consists in investigating the ruin and prevention problem in a more sophisticated way and to look for optimal prevention and reinsurance strategies in several ruin models. We are looking for a candidate with a strong background in actuarial science or applied probability. Her/his PhD defense must take place before Sept. 10th, 2019.
The fellowship could last for 12 to 36 months, depending on the type of Individual Fellowship.
The successful Marie-Curie Post-doctoral fellow will be supervised by Jean-Louis Rullière and Stéphane Loisel. The post-doctoral fellow will also interact with Julien Trufin (ULB), as well as Claude Lefèvre (ULB) and Pierre-Olivier Goffard (LSAF).
Stéphane Loisel is professor at ISFA, UCBL, and head of the research lab LSAF. His research interests include actuarial mathematics and quantitative risk management, longevity risk, quickest detection problems, and ruin theory. http://pages.isfa.fr/~stephane/
Jean-Louis Rullière is professor at ISFA, UCBL and counsellor of the research vice-president of UCBL on Social Sciences and Humanities. His research interests behavioral economics, prevention in health insurance, behavioral insurance, as well as the effect of prevention on ruin probabilities.
Application process to LSAF:
Interested candidates are invited to contact us exclusively by email at firstname.lastname@example.org
Make sure that you include the reference "Post-doc 1927" in the title of your email. Please attach a CV, a motivation letter, your MSc marks, as well as a 1-page research proposal.
NB: Candidates will receive the support of the LSAF supervisors, as well as a professional grant application company, to prepare and submit their application with the LSAF as a host laboratory, to the next MSCA-IF call for proposals.
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