The Chair is looking for a doctoral student to do a thesis in the field of individual reserve modeling. While in the past, insurance companies used provisioning models based on aggregate data, insurance company databases now contain accurate information on each claim. This allows an individual analysis of each claim and requires the use of granular provisioning models.
The main objective of the thesis would be to develop or adapt appropriate statistical models on granular databases in order to identify relevant approaches to the calculation of reserves.
To apply, send a cover letter, a CV, a transcript and two letters of reference to Mathieu Pigeon,