Welcome to my personal blog. You will find: 1) information on my research work and its applications; 2) some ideas that resulted from it, to help in the understanding of current issues. |
Bienvenue sur mon carnet personnel. Vous y trouverez : 1) des informations sur mes travaux de recherche et leurs applications; 2) quelques idées qui en sont issues, pour aider à la compréhension de problèmes actuels. Un accès à mes articles de recherche sur mes pages ORCID ou Academia. |
In a nutshell: an actuary and a philosopherI am an actuary: Fully qualified actuary of the Institute of Actuaries with a global risk management credential CERA. Also a member of the Centre of Contemporary philosophy of Sorbonne (PhiCo / Institut des sciences juridique et philosophique de la Sorbonne) and holder of the Ethics and Finance Chair at the Fondation Maison des sciences de l’homme. An actuary is a professional in the assessment of the financial implications of future contingents. It develops practical knowledge on the assessment and calculation of risks of all kinds, both financial and non-financial, which requires the use of the philosophy of probability. CHANCE is the “topic” of both actuarial science and philosophy. |
En un mot : actuaire et philosophe
|
Actuarial work: facing the “80/20 rule”My actuarial work focuses on taking into account the 80/20 principle (“very few have many and many have very few”) in risk mitigation strategies: modelling extreme values, bizarre randomness, modelling with jump processes in particular Lévy processes, and their applications. Humanities and social sciences: questioning the models.My work in the humanities and social sciences seeks to develop critical thinking about mathematical risk models to improve model governance and enhance epistemic ethics. |
Travaux actuariels : face à la “loi des 80/20”
|