Annual Actuarial Awards, in partnership with the French Institute of Actuaries

Annual Actuarial Awards, in partnership with the French Institute of Actuaries

In partnership with the French Institute of Actuaries, the SCOR Foundation holds the French Actuarial Awards in Paris each year.

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The Foundation places great importance on the development of actuarial science and risk management, and each year rewards the best actuarial diploma dissertation submitted by a French, Belgian or Swiss institution (Prix des Jeunes Actuaires) as well as the best doctoral thesis on topics relating to an economic, financial or insurance issue linked to risk management (Prix des Jeunes Docteurs).

These prizes are designed to promote actuarial science, to develop and encourage research in this field, and to contribute to the improvement of risk knowledge and management. The juries are composed of internationally recognized researchers and insurance, reinsurance and finance professionals. The SCOR Actuarial Awards are recognized in the insurance and reinsurance industries as a mark of excellence.

The winners are selected for their command of actuarial concepts, the quality of their analytical methods, and the usefulness of their research in terms of practical applications to the world of risk management. 

2020 Actuarial Awards

Hamza Hanbali, of the Université Catholique de Louvain, received the Prix des Jeunes Docteurs for his thesis “Systematic Risk in Long-Term Insurance Business”. The Prix des Jeunes Actuaires was awarded to Dimitri Delcaillau of the Euro-Institut d'Actuariat Jean Dieudonné (EURIA) for his dissertation “Contrôle et Transparence des modèles complexes en actuariat” (Control and transparency of complex models in actuarial science”). Clara Adiceom, of ESSEC Business School, received a special mention for her dissertation “Optimisation de la stratégie de majoration des primes de contrats d’assurance habitation au terme” (Strategic optimization of premium increase in household insurance upon renewal).

Hamza Hanbali

Denis Kessler, Chairman & CEO of SCOR, and André Lévy-Lang, Chairman of the SCOR Corporate Foundation for Science, presented the 2020 Actuarial Awards for France during a virtual conference held on December 10, 2020, in conjunction with the French Institute of Actuaries.

2019 Actuarial Awards

Claire Mouminoux, of the Claude Bernard Lyon 1 University, received the Prix des Jeunes Docteurs for her thesis, “Biais de comportement et stratégies des participants au marché de l’assurance” (Behavioral biases and strategy of insurance market players). The Prix des Jeunes Actuaires was awarded to Thomas Poinsignon of the Paris Institute of Statistics (ISUP) for his dissertation, “Processus de tarification Non-Vie sur des données chiffrées & anonymisées” (Non-Life Pricing using anonymized quantitative data). 

2019_Prix Actuariat

Denis Kessler, Chairman & CEO of SCOR, and André Lévy-Lang, Chairman of the SCOR Corporate Foundation for Science, presented the 2019 Actuarial Awards for France in Paris on December 12, 2019, in conjunction with the French Institute of Actuaries. 

2018 Actuarial Awards

Sarah Kaakai, of the CMAP-Ecole Polytechnique, received the Young Doctors’ prize for her thesis, “Nouveaux paradigmes en dynamique de populations hétérogènes: Modélisation trajectorielle, agrégation, et données empiriques” (New paradigms in heterogeneous population dynamics: Pathwise modeling, Aggregation, and Empirical evidence). The Young Actuaries’ prize was awarded to Rémi Gauville of EURIA for his dissertation, “Projection du ratio de solvabilité : des méthodes de machine learning pour contourner les contraintes opérationnelles de la méthode des SdS” (Projection of the solvability ratio: machine learning techniques to circumvent the operational constraints of the nested simulations method). Isaac Haik of ENSAE received a special mention for his dissertation, “Text mining et reconnaissance d’écriture appliqués à l’assurance” (Text mining and writing recognition applied to insurance).

2018_Prix_Actuariat

Denis Kessler, Chairman & CEO of SCOR, and Philippe Trainar, Director of the SCOR Corporate Foundation for Science, presented the 2018 Actuarial Awards for France in Paris on December 13, 2018, in conjunction with the French Institute of Actuaries. 

2017 Actuarial Awards

Khalil Said, of the University of Lyon’s Institute of Financial and Insurance Sciences (ISFA), received the Young Doctors’ prize for his thesis titled “Mesures de risque multivariées et applications en science actuarielle” (Multivariate risk measures and actuarial science applications). Julien Vedani, of the University of Lyon’s Institute of Financial and Insurance Sciences (ISFA), received a special mention for his thesis titled “Conceptualisation et Mise en Œuvre du processus Own Risk and Solvency Assessment pour l’Assurance Vie” (Conceptualization and Implementation of the Own Risk and Solvency Assessment process for Life Insurance). Jennifer Pariente of the Paris-Dauphine University received the Young Actuaries’ prize for her dissertation titled “La modélisation du risque géographique en assurance habitation” (Geographic risk modelling for home insurance).

2017_Prix_Actuariat

Denis Kessler, Chairman & CEO of SCOR, and André Lévy-Lang, President of the jury, presented the actuarial awards for France in Paris on December 14, 2017, in conjunction with the French Institute of Actuaries. 

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2016


On 1 December 2016 in Paris, France, Denis Kessler, Chairman & CEO of SCOR, and Eric Lecoeur, Group Chief Actuary (representing André Lévy-Lang, President of the jury), presented the actuarial awards for France, in conjunction with the French Institute of Actuaries. Alexandre Boumezoued of the Pierre and Marie Curie University in Paris received the Young Doctors’ prize for his thesis titled Approches micro-macro des dynamiques de populations hétérogènes structurées par âge. Application aux processus auto-excitants et à la démographie (“Micro-macro analysis of heterogenous age-structured populations dynamics. Application to self-exciting processes and demography”). Samir Itji, of the Centre d’Etudes Actuarielles (CEA), received the Young Actuaries’ prize his dissertation titled Prévoyance collective: Les provisions d’égalisation contractuelles en normes prudentielles Solvabilité 2 (“Group protection: Contractual equalisation reserves under Solvency 2 prudential standards”).

Click here to read the full press release.

 

2015


On 26 November 2015 in Paris, France, Denis Kessler and André Lévy-Lang, Chairman of the Louis Bachelier Institute and President of the jury, presented the actuarial awards for France, in conjunction with the French Institute of Actuaries. Pierre-Olivier Goffard, from the Institute of Financial and Insurance Sciences (ISFA), received the Young Doctors’ prize for his thesis entitled “Approximations polynomiales de densités de probabilité et applications en assurance” (“Polynomial approximations of probability density functions with applications to insurance”). Laura Cohen and Dulcy Joyce Gninghaye, from the Paris Graduate School of Economics, Statistics and Finance (ENSAE), received the Young Actuaries’ prize for their joint dissertation entitled “Modélisation du risque gel en France”(“Modelling the risk of frost in France”).

Click here to read the full press release.

 

2014


On 4 December 2014 in Paris, France, Denis Kessler and André Lévy-Lang, Chairman of the Louis Bachelier Institute and President of the jury, presented the actuarial awards for France, in conjunction with the French Institute of Actuaries. Erwan Koch, from the Institute of Financial and Insurance Sciences (ISFA), received the Young Doctors’ prize for his thesis entitled: “Outils et modèles pour l’étude de quelques risques spatiaux et en réseaux : application aux extrêmes climatiques et à la contagion en finance” (“Tools and models for the study of spatial and network risks: application to climatic extremes and to contagion in finance”). Sandrine Mouret and Sylvain Detroulleau, from the Paris Graduate School of Economics, Statistics and Finance (ENSAE), received the Young Actuaries’ prize for their joint dissertation entitled “Modèle ALM : Apport de la Logique Floue dans la modélisation des comportements” (“ALM Model: Contribution of Fuzzy Logic to the modelling of behaviour”).

Click here to read the full press release.

 

2013


On 5 December 2013 in Paris, Denis Kessler and André Lévy-Lang, Chairman of the Louis Bachelier Institute and President of the jury, presented the actuarial awards for France, in conjunction with the French Institute of Actuaries. Xavier Milhaud, of the Claude Bernard Lyon I University, was awarded the Young Doctors’ prize for his thesis entitled “Mélanges de modèles linéaires generalisés et nombre de composantes: application au risque de rachat en assurance vie” (“Mixing generalised linear models and numbers of components: applications to repurchase risk in life insurance”). Hervé Fraysse, of the statistics institute of Pierre et Marie Curie University (ISUP) received the Young Actuaries’ prize for his dissertation entitled “Construction d’un générateur de scenarios économiques à sauts permettant la prise en compte de scenarios de crises” (“Construction of an Economic Scenario Generator allowing for jumps to take account of crisis scenarios”). The jury also gave a special mention to Sébastien De Valeriola of the Catholic University of Louvain, for his dissertation entitled “Décomposition de Föllmer-Schwaizer explicite d’un passif d’assurance au moyen du calcul de Malliavin” (“Explicit Föllmer-Schweizer decomposition of an insurance liability using Malliavin’s Calculus”).

Click here to read the full press release.

French Actuarial Awards: Winners and Papers
Accordion

Hamza Hanbali
"Systematic Risk in Long-Term Insurance Business"
(“Risque systémique dans l’activité assurantielle de long-terme”)

Dimitri Delcaillau
"Contrôle et Transparence des modèles complexes en actuariat"
("Control and transparency of complex models in actuary")

Clara Adiceom
"Optimisation de la stratégie de majoration des primes de contrats d’assurance habitation au terme"

Thesis - Claire Mouminoux (Université Claude Bernard Lyon 1) 
Behavioral biases and strategy of insurance market players
(“Biais de comportement et stratégies des participants au marché de l’assurance”)

Dissertation - Thomas Poinsignon (ISUP) 
Processus de tarification Non-Vie sur des données chiffrées & anonymisées
(“Non-Life Pricing using anonymized quantitative data”)

Thesis - Sarah Kaakai (CMAP- Ecole Polytechnique)
“Nouveaux paradigmes en dynamique de populations hétérogènes : Modélisation trajectorielle, Agrégation, et Données empiriques”
(“New paradigms in heterogeneous population dynamics: Pathwise modeling, Aggregation, and Empirical evidence”)

Dissertation - Rémi Gauville (EURIA)
Projection du ratio de solvabilité : des méthodes de machine learning pour contourner les contraintes opérationnelles de la méthode des SdS
(“Projection of the solvability ratio: machine learning techniques to circumvent the operational constraints of the nested simulations method”)

Honorable mention - Isaac Haik (ENSAE)
Text mining et reconnaissance d’écriture appliqués à l’assurance
(“Text mining and writing recognition applied to insurance”).

Young Doctors’ prize - Said Khalil (ISFA) 
Mesures de risque multivariées et applications en science actuarielle” 
(“Multivariate risk measures and actuarial science applications”)

Special Mention - Julien Vedani (ISFA)
Conceptualisation et Mise en Œuvre du processus Own Risk and Solvency Assessment pour l’Assurance Vie
(“Conceptualization and Implementation of the Own Risk and Solvency Assessment process for Life Insurance”)

Dissertation - Jennifer Pariente (Université Paris-Dauphine) 
La modélisation du risque géographique en assurance habitation
(“Geographic risk modeling for home insurance”)

Thesis - Alexandre Boumezoued (Université Pierre et Marie Curie) 
Approches micro-macro des dynamiques de populations hétérogènes structurées par âge. Application aux processus auto-excitants et à la démographie”  
(“Micro-macro analysis of heterogenous age-structured populations dynamics. Application to self-exciting processes and demography”)

Dissertation - Samir Itji (CEA) 
Prévoyance collective : Les provisions d’égalisation contractuelles en normes prudentielles Solvabilité 2
(“Group protection: Contractual equalisation reserves under Solvency 2 prudential standards”)

Thesis - Pierre-Olivier Goffard (ISFA)
Approximations polynomiales de densités de probabilité et applications en assurance” 
(“Polynomial approximations of probability density functions with applications to insurance”)

Dissertation - Laura Cohen & Dulcy Joyce Gninghaye (ENSAE)
Modélisation du risque gel en France
(“Modelling the risk of frost in France”)

Thesis - Erwan Koch (ISFA)
Outils et modèles pour l’étude de quelques risques spatiaux et en réseaux : application aux extrêmes climatiques et à la contagion en finance
(“Tools and models for the study of spatial and network risks: application to climatic extremes and to contagion in finance”)

Dissertation - Sandrine Mouret & Sylvain Detroulleau (ENSAE)
Prix du jeune actuaire (mémoire) : "Modèle ALM : Apport de la Logique Floue dans la modélisation des comportements
(“ALM Model: Contribution of Fuzzy Logic to the modelling of behaviour”) 

Thesis - Xavier Milhaud (UCL)
Mélanges de modèles linéaires généralisés et nombre de composantes : application au risque de rachat en Assurance Vie
(“Mixing generalized linear models and numbers of components: applications to repurchase risk in life insurance”).

Dissertation - Hervé Fraysse (ISUP)
Construction d’un générateur de scénarios économiques à sauts permettant la prise en compte de scénarios de crises
(“Construction of an Economic Scenario Generator allowing for jumps to take account of crisis scenarios”)

Special Mention - Sébastien de Valeriola (UCL)
Décomposition de Föllmer-Schweizer explicite d'un passif d'assurance vie au moyen du calcul de Malliavin
(“Explicit Föllmer-Schweizer decomposition of an insurance liability using Malliavin’s Calculus”)

Thesis - Christophe Dutang (ISFA)
Etude des marchés d'assurance non-vie à l'aide d'équilibre de Nash et de modèles de risques avec dépendances
(“Study of non-life insurance markets using Nash equilibria and risk models with dependence”).

Special Mention - Aymric Kamega (ISFA)
Outils théoriques et opérationnels adaptés au contexte de l’assurance vie en Afrique subsaharienne francophone – Analyse et mesure des risques liés à la mortalité
(“Theoretical and operational tools adapted to the development of life insurance in French-speaking sub-Saharan Africa – Analysis and measurement of risks linked to mortality”)

Dissertation - Adrien Suru (Université Paris-Dauphine)
Modélisation du rachat et parallèle avec la Physique
(“The contribution to surrender modeling made by Physics”)

Thesis - Harry Benusan (Polytechnique)
Risques de taux et de longévité : Modélisation dynamique et applications aux produits dérivés et à l'assurance vie
(“Interest rate and longevity risks: dynamic modelling and applications for derivative products and life insurance”)

Dissertation - Mouna Daya-Viossat (CEA)
Marge de risque pour un assureur Non-Vie sous Solvabilité II – Calculs pratiques de l’approche coût du capital"
(“Market Value margins for a Non-Life insurance company under Solvency II. Practical calculations under the cost of capital approach”)

Thesis - Manuel Plisson (Université Paris-Dauphine)
Assurabilité et développement de l'assurance dépendance"
(“The insurability and development of long-term care insurance”)

Dissertation - Julie Gamonet (CEA)
Modélisation du risque opérationnel dans l'assurance"
(“Operational risk modeling in insurance”)

Thesis - Rivo Randrianarivony (Université Claude Bernard Lyon)
Prise en Compte des Discontinuités de Cours Financiers en Assurance et Finance
(“Taking account of financial rate discontinuities in insurance and finance”)

Dissertation - Grégory Dekimpe (Université Catholique de Louvin)
Variable Annuities : transfert d'une partie du risque de longévité au client
(“Variable Annuities: transferring part of longevity risk to the client”)

Special Mention - Bassem El-Hachem & Charles- Marie Delpuech (ENSAE)
Evaluation de tranches de CDO sur un portefeuille de LCDS
(“The evaluation of CDO segments in LCDS (Loan Only Credit Default Swap) portfolios”)

Thesis - Mathieu Rosenbaum (Université Paris Est)
"Study of some statistical estimation problems in finance"
(“Etude de quelques problèmes d’estimation statistique en finance”)

Dissertation - Blaise Bourgeois & Gwendal Pougnet (CEA)
Reinsurance and financial technique of risk transfer – the example of the ‘mortality bond’ : a bond indexed on the mortality risk
“Réassurance et technique financière de transfert de risque – l’exemple du « Mortality bond » : une obligation indéxée au risque (sur)mortalité”

Special Mention - Louis Margueritte & Jean-Baptiste Nessi (ENSAE)
"Modelling raw materials markets, valuation of its by-products
“Modélisation des marchés de matières premières, valorisation de ses dérivés” 

Thesis - Pierre Thérond (Université Claude Bernard Lyon)
Mesure et gestion des risques d’assurance : analyse critique des futurs référentiels
(“Measuring and managing insurance risks: a critical analysis of future standards”)

Dissertation - Géraldine KRAUTH (CNAM)
Provisionnement et corrélation entre branches
(“Reserving and correlations between branches”)

Thesis - Arthur Charpentier (Université Catholique de Louvain)
Dependence structures and limiting results,with applications in finance and insurance

Dissertation - Corinne Stoffel (Université Catholique de Louvain)
Fair Value et Risque de Défaut en Assurance Vie
("Fair Value and Default Risk in Life Insurance”)

Thesis - Stéphane Loisel (ISUP)
Contribution à l’étude de processus univariés et multivariés de la théorie de la ruine
(“Study of the contribution made by univariate and multivariate processes of the ruin theory”)

Dissertation - Antoine Delwarde (Université Catholique de Louvain)
Modèle log-bilinéaire pour l’élaboration de tables de mortalité prospectives"
(“Log-bilinear model for the creation of prospective mortality tables”)

Special mention - Pierre Vendé (ESSEC)
Couvertures Indicielles en Réassurance Cat :Prise en compte de la dépendance spatiale dans la tarification"
(“Index cover in Cat Reinsurance: Considering spatial dependency in pricing”)

Thesis - Olivier Le Courtois (ISFA)
"Impact des évènements informatifs sur l'activité financière des entreprises"
(“The impact of informative events on the financial activity of companies”)

Dissertation - Karim Cheikh Benani (Université Catholique de Louvain)
"Mesures de risque de marché et préférabilité universelle"
("Market risk measures and universal preferability”)

Thesis - Pauline Barrieu (London School of Economics)
"Produits dérivés météorologiques et environnement"
("Weather derivatives and the environment”)

Dissertation - Hélène De Cayeux-Denis & Guillaume Autier (ENSAE)
Garanties implicites dans les contrats d'assurance-vie en euro"
("Implicit coverage in life insurance contracts in euros”)

Thesis - Frank Bien (Université Paris X Nanterre)
Essais en économie de la santé et assurance"
(“Essays on health economics and insurance”)

Dissertation - Olivier Belguise (ULP)
Tempêtes : Etude des dépendances entre les branches auto et incendie avec la théorie des copulas"
("Storms: Study of dependencies between motor and fire lines of business with copula theory”)  

1st  Prize - Aurélie Gaumet (Université Claude Bernard Lyon)
Construction de tables d'expérience pour l'entrée et le maintien en incapacité
(“Construction of experience tables for the incidence and the recovery of temporary disablement”)

2nd Prize - David Le Page (ENSAE)
Modélisation du risque de défaut : une approche intensité
(“Risk of Default: An Intensity Approach”)

Daniel Descheemaekere & Bernard Perron (CEA)
Les événements naturels en France : étude du risque tempête pour une compagnie d'assurance"
("Natural events in France: study of storm risk for an insurance company”)

Dissertation - Florent Pernoud
“Asset Liability Management, une approche value at risk”
(“Asset Liability Management, a value at risk approach”)

Study - Arnaud Levy-Rueff & Marc Lemmel
"La gestion de portefeuille sur le marché de Brady"
("Portfolio management on the Brady market”)