Body
The following various disciplines are represented:
- Actuarial
- Demographics
- Economy & Finance
- Health & Long-Term Care
- Natural Events & Environment
- Risk Cover & Risk Management
Accordion
Actuarial
Research project: Fairness of predictive models: an application to insurance markets (2023-2026)
- "Annual Research Report" - Report
| [EN] | 2024 | Authors: Arthur Charpentier (Principal investigator), Professeur UQAM |
This project, led by Professor Arthur Charpentier from the University of Quebec in Montreal, runs from 2023 to 2026 . It focuses on addressing biases in automated artificial intelligence algorithms used to determine optimal pricing in individual insurance policies. The goal is to mitigate or eliminate these biases, which could result in inequities or discriminatory practices based on factors like gender, race, religion, or origin in the coverage offered by insurers or reinsurers to policyholders..
Research project: The development of actuarial science in Tunisia (2018-2022)
- "Rapport pédagogique & scientifique" - Activity Report
| [FR] | June 2021 | Author: Dauphine Tunis - PSL |
Financed by the SCOR Foundation, the project is designed to develop training and research in Tunisia, with a view to creating an actuarial community that meets international requirements.
Demographics
Research project: Coherent mortality forecasts by cause of death and disability level (2020-2022)
- "Coherent mortality forecasts by cause of death and disability level" - Final Report
| [EN] | 2022 | Author: Marie-Pier Bergeron-Boucher |
Economic, social and public health institutions rely on mortality forecasts to estimate, among other things, health care and disability cost, plan social security policies or estimate the pension cost in an aging population. There is then a demand for valid and coherent forecasts for general mortality, but also for some components of mortality, such as causes of death and disability levels.
To know more: - "Modelling and forecasting healthy life expectancy. A Compositional Data Analysis approach" - Presentation
| [EN] | 2022 | Authors: Marie–Pier Bergeron–Boucher, Cosmo Strozza, Violetta Simonacci and Jim Oeppen |
Presentation, European Population Conference, Groningen, the Netherlands (July, 2).
- "Modelling and forecasting healthy life expectancy. A Compositional Data Analysis approach" – Presentation
| [EN] | 2022 | Author: Marie-Pier Bergeron-Boucher |
Will the extra years of life gained by the increase in life expectancy be lived in good or bad health? As forecasts support social, economic and medical decisions, as well as individuals' choices, there is a clear rationale for forecasting healthy life expectancy. However, only a limited number of models are available to forecast healthy life expectancy. Some require separate forecasts of transition rates for mortality within different health statuses, and of the incidence rate.
- "Mortality forecasts by age and cause of death - How to forecast both components coherently" – Presentation
| [EN] | 2020 | Author: Marie-Pier Bergeron-Boucher |
Mortality forecasts by age and cause of death are important for more efficient spending on, for example, health care and medical technology. However, there is a reluctance in including the cause of death dimension to the forecast, as forecasts by cause are confronted with many methodological problems. While some of these problems have been addressed in the last two decades, an important remaining issue with forecasts by cause is their inconsistence with all-causes forecasts.
Research project: Risks of death at extreme old ages (2016-2020)
- "Risk of death at oldest ages" - Presentation
| [EN] | 2022 | Author: Linh Hoang Khanh Dang |
An online conference-debate « Risks of death at extreme old ages” has been organized by the SCOR Foundation for Science, on Wednesday, September 28, 2022, with Linh DANG, who received her PhD in Demography at University of Paris Nanterre in 2022. The conference has focused on the mains results obtained from the research project of “Risks of death at extreme old ages”, that points to a deceleration of mortality at very old ages.
- "Risques de décès aux âges extrêmes de la vie" - Final Report
| [FR] | 2021 | Author: Linh Hoang Khanh Dang |
"Risques de décès aux âges extrêmes de la vie" - Several international studies have been conducted recently on mortality after the age of 110 (Maier et al., 2010). Nevertheless, many uncertainties remain. The objective of this research project was to estimate the risks of death beyond the age of 90.
Research project: Modelling and forecasting age-specific death rates at older ages (2016-2018)
- "Modelling and Forecasting Mortality" - Final Report
| [EN] | 2018 | Author: Marius D. Pascariu |
The project was aimed at understanding and modelling mortality evolution using mathematical/demographic models. For the world as a whole, life expectancy has more than doubled over the past two centuries. This transformation of the duration of life has greatly enhanced the quantity and quality of people’s lives. It has fueled an enormous increase in economic output and in population size, including an upsurge in the number of elderly.
Economy & Finance
SCOR-PSE Chair - a research chair in macroeconomic risk (since 2017)
- "Rapport d'activité 2023" - Activity Report
| [FR] | 2023 |
La Chaire Risque macroéconomique est une initiative née du souhait de la Fondation d’entreprise SCOR pour la Science et de Paris School of Economics, de promouvoir le développement et la diffusion de la recherche sur un ensemble de thèmes liés à la problématique du risque macro- économique, et représentant un intérêt commun pour ces deux entités. [...]
- "Macroeconomic Risk Chair Report" - Report
| [EN] | 2021-2023 |
SCOR and the Paris School of Economics have been collaborating on a chair dedicated to macroeconomic risk since 2017. According to the RePEc ranking, PSE is the fifth-ranked Economics department in the world, surpassing institutions like Princeton, Stanford, or Oxford. PSE hosts two researchers who have received the prestigious Yrjö Jahnssson medal, awarded every two years to the best European economist under the age of forty-five.
- "Rapport d'activité 2022" - Activity Report
| [FR] | 2022 |
La Chaire Risque macroéconomique est une initiative née du souhait de la Fondation d’entreprise SCOR pour la Science et de Paris School of Economics, de promouvoir le développement et la diffusion de la recherche sur un ensemble de thèmes liés à la problématique du risque macro- économique, et représentant un intérêt commun pour ces deux entités. [...]
- "Intermediation and Voluntary Exposure to Counterparty Risk" - Article
| [EN] | October 2017 | Author: Maryam Farboodi |
During the 2019 Young Researcher Award, the selection committee headed by Gilles Saint-Paul, scientific director of the SCOR-PSE Chair, awarded the 2019 prize to Maryam Farboodi, Assistant Professor of Finance at the MIT Sloan School of Management for her paper titled “International and Voluntary Exposure to Counterparty Risk”. In this paper, Maryam develops a model of the financial sector in which endogenous intermediation among debt-financed banks generates excessive systemic risk.
Click here for more information about PSE-Chair.
SCOR-TSE Chair - a research chair in risk markets & value creation (since 2008)
- "Activity Report 2023" - Activity Report
| [EN] | 2023 |
Risk management and decision under uncertainty have been the raison d'être of the Chair Risk markets and value creation since its creation in 2008. Supported by SCOR Foundation...
- "Activity Report 2022" - Activity Report
| [EN] | 2022 |
Since 2008, the SCOR "Risk Markets and Value Creation" Chair has supported theoretical and applied research at TSE on regulation of insurance markets and risk management, combining methods from financial economics, industrial organization and econometrics [...]
Click here for more information about TSE-Chair.
Health & Long-Term Care
SCOR Chair on Mortality Research (2023-2026)
- "Makeham mortality models as mixtures: Advancing mortality estimations through competing risks frameworks" - Research Article
| [EN] | 2024 | Authors: Silvio C. Patricio and Trifon I. Missov |
The Makeham term serves as a fundamental component in mortality modeling, offering a constant additive hazard that accounts for background mortality factors usually unrelated to the aging process. This term, widely employed in mortality analysis, provides a crucial mechanism for capturing mortality risks unrelated to age-related deterioration.
- "Month-to-month all-cause mortality forecasting: a method allowing for changes in seasonal patterns" - Research Article
| [EN] | 2024 | Authors: Ainhoa-Elena Léger and Silvia Rizzi |
Forecasting of seasonal mortality patterns can provide useful information for planning health-care demand and capacity. Timely mortality forecasts are needed during severe winter spikes and/or pandemic waves to guide policy-making and public health decisions. In this article, we propose a flexible method for forecasting all-cause mortality in real time considering short-term changes in seasonal patterns within an epidemiologic year.
Go to the project page
Research project: Who, When, and Where? Assessing Mortality Risk of Climate Change (2023-2024)
- "Final Research Report"
| [EN] | 2024 | Authors: PI: Assoc. Prof. Han Li, Co-I: Assoc. Prof. Anastasios Panagiotelis, Prof. Rob J Hyndman |
This project is related to results dissemination, knowledge exchange, and presentations to a larger audience of the ongoing research on “Who, When, and Where? Assessing Mortality Risk of Climate Change”. The Agreement was signed on 21 December 2022. The primary objective of this project is to obtain a richer understanding of how mortality risk is affected by climate change. This presents an important research topic for life insurers in relation to actuarial pricing and product design.
Go to the project page
Research project: Aligning competitive morbidities and causes of early onset deaths (2023-2025)
- "First Interim Report"
| [EN] | 2024 | Authors: Pr Olivier Cussenot, Freddie C. Hamdy, Antoine Chambaz |
In this report, the researchers propose a new approach for designing causal epidemiological studies of prostate cancer when it is not possible to carry out randomised studies. This approach makes it possible to differentiate confounding factors from true causal factors by using opposing selection biases and genetic markers to anchor causality. This descriptive analysis of a large population of around 5 million men is the first step towards the next stages of the project, regarding co-morbidities and mortality in competition with prostate cancer, and their alignment using genetic markers.
Research project: A one health study of Monkeypox: human infection, animal reservoir, disease ecology, and diagnostic tools (2020-2024)
- "2022 Interim Report" - Presentation
| [EN] | 2022 | Authors: Manon Curaudeau, Antoine Gessain & Alexandre Hassanin |
In this report, the researchers provided a complete list of African mammal genera (and species) in which MPXV was previously detected and predicted the geographic distributions of all species of these genera based on museum specimens and an ecological niche modelling (ENM) method. Then, they reconstructed the ecological niche of MPXV using georeferenced data on animal MPXV sequences and human index cases and conducted overlap analyses with the ecological niches inferred for 99 mammal species in order to identify the most probable animal reservoir.
- "Monkeypox Outbreak" – Presentation (Online Conference)
| [EN] | 2022 | Author: Arnaud Fontanet |
Several cases of indigenous Monkeypox (MKP) infections have recently been reported in several European countries, including in France. Cases have also been reported in the United States, Canada , Australia and Israel. Suspicious cases are being investigated in many other countries. This is an unusual and pressing phenomenon that rises many key questions… and worries
- "Monkeypox" - Article
| [EN] | NEJM N Engl J Med 2022; 387:1783-1793 DOI: 10.1056/NEJMra2208860 | 2022 | Authors: Antoine Gessain, Emmanuel Nakoune & Yazdan Yazdanpanah |
- "Geonomic history of human monkey pox infections in the Centre African Republic between 2001 and 2018" - Scientific Report
| [EN] | Scientific Reports 11 : 13085 | 2021 | Authors: Berthet N., Hassanin A., Gessain A. & Nakoune E. |
- "Inferring the ecological niche of bat viruses closely related to SARS-CoV-2 using phylogeographic analyses of Rhinolophus species"- Scientific Report
| [EN] | Scientific Reports 11, 14276 | 2021 | Authors: Alexandre Hassanin, Vuong Tan Tu, Manon Curaudeau & Gabor Csorba |
Research project: Estimating the impact of the COVID-19 pandemic on breast cancer (2022-2024)
- Final Report - Impact of the COVID-19 pandemic breast cancer: an application on breast cancer and critical illness insurance
| [EN] | September 2024 | Authors: Ayse Arik and George Streftaris |
This project is related to results dissemination, knowledge exchange, and presentations to a larger audience of the ongoing research on `Estimating the impact of the COVID-19 pandemic on breast cancer - an application on breast cancer life insurance and critical illness insurance’. The Agreement was signed on 6 October 2022.
- The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach
Article published in Scandinavian Actuarial Journal
| [EN] | May 2024 | Authors: Ayşe Arık, Andrew J.G. Cairns, Erengul Dodd, Angus S. Macdonald & George Streftaris |
Public health measures necessitated by the COVID-19 pandemic have affected cancer pathways by halting screening, delaying diagnostic tests and reducing the numbers starting treatment. Specifically, this moves individuals from observed and treated pathways to unobserved and untreated pathways. The researchers introduce a semi-Markov model that includes both, extending an industry-based multiple state model used for life and critical illness insurance.
- "Impact of the COVID-19 pandemic breast cancer: an application on breast cancer and critical illness insurance"
Intermediary Project Research Report
[EN] | November, 2023 | Authors: Ayse Arik and George Streftaris |
The main objectives of the related research are to investigate how the COVID-19 pandemic, and its impact on the diagnosis of different stages of breast cancer (BC) morbidity, have affected BC mortality; assess the implications of COVID-related changes to BC morbidity and mortality on related life and critical illness insurance (CII) products; and disseminate the findings to a wider community, including academic and industry parties.
- "Estimating the Impact of the COVID-19 Pandemic on Breast Cancer Deaths among Older Women"
Article published in SOA Research Institute
[EN] | November, 2023 | Authors: Ayse Arık, Andrew Cairns, Erengul Dodd, Angus S Macdonald, George Streftaris
In this study the researchers investigate the impact of diagnostic delays on breast cancer mortality, caused by public health measures introduced as a response to the COVID-19 pandemic. They establish a Markov model based on available data and medical literature for women aged 65–89 years.
Go to the project page
Research project: Monogenic basis of resistance to SARS-CoV2 and predisposition to severe COVID-19 (2020-2023)
- "Monogenic basis of resistance to SARS-CoV2 and predisposition to severe COVID-19" – Final Report
| [EN] | 2023 | Author: Jean-Laurent Casanova, paediatrician and immunologist |
The results of the research into the causes of lethal COVID-19 cases, led by Jean-Laurent Casanova, head of the Laboratory of Human Genetics of Infectious Diseases at the Imagine Institute in Paris and Rockefeller University in New York, with the support of the SCOR Foundation for Science, confirm that monogenic inborn errors of immunity (IEI) and monogenic inborn variants of resistance (IVR) explain fatal infections and resilience to infection exposure. These findings open new avenues of prevention and treatment based on large scale screening of auto-antibodies against type I IFNs, and early treatment in infected subjects based on type I IFN not targeted by auto-antibodies such as IFN-β.
- "Covid-19: First Research Results"
Article published in Science Magazine
| [EN] | 2020 | Authors: Jean-Laurent Casanova, Laurent Abel |
Research by the Franco-U.S. team led jointly by Jean-Laurent Casanova and Laurent Abel and supported financially by the SCOR Corporate Foundation for Science could help to identify people at risk of developing a severe form of Covid-19, and thus to provide better care for this patient population.
To know more: https://foundation.scor.com/funded-projects/monogenic-basis-resistance-sars-cov2-and-predisposition-severe-covid-19
To know more:- "Inborn errors of type / IFNs immunity in patients with life-threatening COVID-19” - Article published in Science magazine
- “Auto-autibodies against type / IFNs in patients with life-threatening COVID-19” - Article published in Science Magazine
Research project: POSEIDON project on Alzheimer’s disease (2013-2022)
- "POSEIDON Project Final Report" - Report
| [EN] | 2023 | Author: PR Bruno Dubois, Neurologist |
The Poseidon (Phoenix) project is a five-year research project on Alzheimer disease (Jan 2018- Dec 2022). This ambitious project was made possible due to a grant from the SCOR Foundation for Science via the Fondation pour la recherche sur Alzheimer to a research team based in Hospital Pitié-Salpêtrière, Paris, France, in collaboration with other international research centers.
- "POSEIDON Project Report" - Report
| [EN] | 2022 | Author: Pr. Bruno Dubois, IM2A |
The research was conducted mainly in Paris with collaborations with other international research centers. Decades of disappointments in the search for a cure for Alzheimer’s Disease have led the designers of this project to consider that there were far too many shortcuts, oversimplifications and not very well supported assumptions in this field of research. Therefore, is was necessary to generate new scientific data to get a much better knowledge and understanding of the disease.
- "POSEIDON Project on Alzheimer’s disease" - Article
| [EN]+[FR] | 2021 | Author: PR Bruno Dubois, Neurologist |
The primary aim of this research program is to identify a precise set of reliable biomarkers (panels) reflecting the underlying pathophysiological pathways from molecular to functional connectivity mechanisms. Such panels provide a systematic and personalized classification of individuals into distinctive biological-functional stages of Alzheimer’s disease (AD), along the continuum.
- “The societal and scientific challenges of Alzheimer’s disease” - Presentation (Online Conference)
| [EN] | 2023 | Author: Bruno Dubois |
Research report: Immunity in tuberculosis and new immune treatments (2018-2021)
- "Human Genetics of Tuberculosis" - Presentation (Online Conference)
| [EN] | 2022 | Author: Dr. Laurent ABEL |
The hypothesis of the project was that TB results to a large extent from a collection of rare, single-gene inborn errors of immunity, ie diverse variants of genes with a strong impact on immunity during Mtb infection. During these 3 years, we have identified several novel genetic etiologies of TB and/or MSMD.
- "Identifying inborn errors of immunity in tuberculosis (TB) to propose new immune system-restoring treatments of TB" - Article
| [EN] | 2021 | Author: Dr. Laurent ABEL |
The project was aiming to identify and characterize novel single-gene inborn errors of immunity responsible for childhood and adult TB (tuberculosis). This objective has been achieved by using 1) cutting-edge genome-wide strategies, including, in particular WES (whole exome sequencing) analyses, and 2) in-depth functional studies to validate the genetic variants identified. This strategy has been applied to a unique collection of patients with either childhood or adult TB based on a large international network of collaborations.
- Other articles:
- “Inherited PD-1 deficiency underlies tuberculosis and autoimmunity in a child” - Article
| [EN] | Nat Med. | 2021, June 28 | Author: Laurent ABEL, Jean-Laurent CASANOVA, et al. | - “Inherited deficiency of stress granule ZNFX1 in patients with monocytosis and mycobacterial disease” - Article
| [EN] | Proc Natl Acad Sci U S A. | 2021, April 13 | Author: Laurent ABEL, Jean-Laurent CASANOVA, et al. | - “Genome-wide association study of resistance to Mycobacterium tuberculosis infection identifies a locus at 10q26.2 in three distinct populations.” - Article
| [EN] | PLoS Genet. | 2021, March 4 | Author: Laurent ABEL, Jean-Laurent CASANOVA, et al. | - “Human T-bet Governs Innate and Innate-like Adaptive IFN-γ Immunity against Mycobacteria.” - Article
| [EN] | Cell., 2020, December 23 (available for download on this link from December 23, 2021) starting from 23 December 2021) | Author: Laurent ABEL, Jean-Laurent CASANOVA, et al. | - “Inherited human IFN-γ deficiency underlies mycobacterial disease” - Article
| [EN] | J Clin Invest., | 2020, June 1 | Author: Laurent ABEL, Jean-Laurent CASANOVA, et al. | - “Homozygosity for TYK2 P1104A underlies tuberculosis in about 1% of patients in a cohort of European ancestry” - Article
| [EN] | Proc Natl Acad Sci U S A. | 2019, May 21 | Author: Laurent ABEL, Jean-Laurent CASANOVA, et al. | - “Tuberculosis and impaired IL-23-dependent IFN-γ immunity in humans homozygous for a common TYK2 missense variant” - Article
| [EN] | Sci Immunol. | 2018, December 21 | Author: Laurent ABEL, Jean-Laurent CASANOVA, et al. |
- “Inherited PD-1 deficiency underlies tuberculosis and autoimmunity in a child” - Article
Natural Events & Environment
Research project: Social media, citizen seismology and reducing earthquake risk (2020-2023)
- "History and activities of the European-Mediterranean Seismological Centre" - Article
| [EN] | January 15, 2024 | Authors: Rémy Bossu, Florian Haslinger, Hélène Hébert |
- “How Citizen Seismology Contributes to Risk Reduction” - Presentation (Online Conference)
| [EN] | 2023 | Author: Rémy Bossu |
- "Final Report of the EMSC" - Final Report
| [EN] | 2023 | Author: Rémy Bossu (on behalf of EMSC Team) |
- "2nd Activity Report of the EMSC" - Activity Report
| [EN] | 2022 | Author: Rémy Bossu (on behalf of the EMSC Team) |
Social media is leveraged in research conducted by the European-Mediterranean Seismological Centre’s Dr. Rémy Bossu, in Bruyères le Châtel, France. “OMG earthquake!” - Such messages appear on Twitter within seconds of earthquakes felt in California. This illustrates how social media and smartphones have penetrated every aspect of our lives and how they have turned the Internet into the digital nervous system of our planet!
- "Evaluation of macroseismic intensity, strong ground motion pattern and fault model of the 19 July 2019 Mw5.1 earthquake west of Athens" - Article
| [EN] | July 2019 | Authors: V. Kouskouna, A. Ganas, M. Kleanthi, I. Kassaras, N. Sakellariou, G. Sakkas, S. Valkaniotis, E. Manousou, G. Bozionelos, V. Tsironi, I. Karamitros, N. Tavoularis, Ch. Papaioannou, R. Bossu |
By providing a wealth of data, a moderate earthquake that occurred near Athens, Greece on July 19, 2019, illustrates how crowdsourced data from EMSC can complement data from seismological networks to better characterize and map earthquake effects. This original research article presents a joint analysis of the instrumental and macroseismic data collected for this earthquake.
SCOR-MNHN Chair, a research chair in biodiversity and (re)insurance (2019-2021)
- "Biodiversity and Re/Insurance: An Ecosystem at Risk” - Technical Report
| [EN] | April 2021 | Authors: J. Chandellier and M. Malacain |
Funded by SCOR, SCOR-MNHN Research Chair in Biodiversity and (Re)Insurance aims to assess the current diversity situation and to study the current and potential interactions between biodiversity and (re)insurance, particularly in terms of damage caused and constraints to be imposed.
Research project: Global earthquake forecasting system, GEFS (2015-2018)
- "Global Earthquake Forecasting System" - Final Report
| [EN] | October 2017 | Authors: F. Freund - Y. Kamer - G. Ouillon - A. Rau - D. Sanadgol - J. Scoville - D. Sornette (ETH Zurich and GeoCosmo) |
The overall objective of the Global Earthquake Forecast System is to provide a reliable, rigorously tested platform to issue earthquake predictions within the few days or weeks before a large event strikes a vulnerable area. It thus requires to simultaneously process a wide range of physical data provided by different sensors embarked on satellites or located on the ground.
Risk Cover & Risk Management
Research project: Effects of climate risks on non-life insurers' resilience (2020-2023)
- "A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses" - Final Report
| [EN] | 2023 | Authors: G. Dionne, D. Desjardins |
Cummins, Doherty, and Lo (2002) present a theoretical and empirical analysis of the capacity of the property liability insurance industry in the U.S. to finance catastrophic losses. Estimating capacity from insurers’ financial statement data, they find that the U.S. insurance industry could adequately fund a $100 billion event in 1997. As a matter of comparison, Hurricane Katrina in 2005 cost the insurance industry $40 to $55 billion (2005 dollars). The main objective of this research is to update their study with new data available up to the end of 2020. It shows that the U.S. insurance industry’s capacity to pay catastrophe losses is higher in 2020 than it was in 1997. For example, insurers could pay 98% of a $200 billion loss in 2020 in comparison to 81% in 1997.”
Research project: Reinsurance demand and liquidity creation (2014-2022)
- "The demand for reinsurance" – Final Report
| [EN] | January 2022 | Authors: D. Desjardins, G. Dionne, N’Golo Koné |
This report analyzes the relationship between insurers’ liquidity creation and reinsurance demand. The objective was to measure the various risks faced by American Non-Life insurers and infer their demand for reinsurance, considering the risk management alternatives available. Early theoretical contributions on liquidity creation propose that financial institutions enhance economic growth by creating liquidity in the economy.
Research project: Satellite-based forage insurance (2016-2018)
- "Assessing the Feasibility and Development of a Forage Insurance Plan using Satellite-Derived Biophysical Parameters with a Focus on the Provinces of Alberta and Saskatchewan, Canada" - Final Report
| [EN] | March 2018 | Authors: C. Brock Porth, L. Porth, M. Boyd, Ken Seng Tan, Wenjun Zhu |
The overall objective of the research was to develop improved index-based forage insurance products for the Provinces of Alberta and Saskatchewan, to address the current low demand for forage insurance and improve producer risk management. The results of this research show that there are strong correlations in the satellite-based indices compared to the ground truth forage yield data in both Alberta and Saskatchewan.
Research project: Compendium of best practices in risk management (2018-2022)
- "Large-scale empirical investigation to develop a compendium of best practices to improve the quality of internal risk information transmission within critical industries" - Final Report
| [EN] | May 2023 | Authors: Pr. Didier Sornette and Dr Dmitri Chernov
