Marie Skłodowska-Curie Actions

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

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    23/07/2019 15:30 - Europe/Athens
    H2020 / Marie Skłodowska-Curie Actions
    France, Villeurbanne
    Université Claude Bernard Lyon 1
    Actuarial Science and Finance Institute
    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:

Advanced analytics and machine learning algorithms for actuarial sciences and insurance

Nowadays, the advent of massive data with the advances in the storage and the analytical technologies is challenging the financial institutions and particularly insurance companies. Alongside the changing regulatory and accounting environments, social networks as well as the Internet of Things will profoundly alter the insurers’s customers behaviour. This will profoundly impact the relationship between insurers and their clients and may certainly modify the the insurance sector value-chain.

Since the 1980’s, traditional analytics methods have been widely used in the banking industry and were continuously improved for scoring purposes. In insurance, there is room to gain in productivity and enhance the customer experience in order, for example, to allow for automatic acceptance of claims, clients scoring instead of medical selection, calculation of an appetence score for telemarketing or scoring for anti-attrition.

The post-doctoral fellow will conduct research of advanced analytics and machine learning algorithms for actuarial sciences and insurance, and in particular, for improving risk-based pricing, claims reserving methods on individual claims data and for developing predictive analytics.

We are looking for a candidate with a strong background in Computer Science, Computer Engineering, Applied Statistics and Mathematics, or related fields. 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 Christian ROBERT at LSAF, UCBL.

Christian ROBERT is professor at ISFA, UCBL. His research interests include extreme value theory and statistics, actuarial sciences, and data analytics. https://isfa.univ-lyon1.fr/recherche/membres-du-laboratoire/christian-ro...

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.

Application process to LSAF:

Interested candidates are invited to contact us exclusively by email at postdoc-1913@isfa.fr

Make sure that you include the reference "Post-doc 1913" in the title of your email. Please attach a CV, a motivation letter, your MSc marks, as well as a 1-page research proposal.



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