I grew up in Mexico and had the chance to discover many different countries, many varied people, and many cultures. Since I was in high school I've been interested in Economics, Social Sciences and Mathematics. For me, Actuarial and Financial Sciences is where those three subjects overlap. Thus, I would like to deepen my mathematical skills to better serve the profession.
Today I'm doing an industrial thesis in applied mathematics at the Centre de Recherche en Economie et Statistique (CREST), the Institut de Mathématique de Toulouse (IMT) and Exiom Partners.
Caroline Hillairet (CREST) and Anthony Réveillac (IMT)
Numerical estimation of the net profit condition and the ruin probability of a Cramér-Lundberg model where the counting process is a Hawkes process.
Silent Cyber Risk Modeling Using a Network-based SIR Epidemiological Framework.
ThesisModèles de risques par des processus à correlation endogène à facteur de sélection externe.
Modeling of default probability for retail loan guarantees, recovery rates and consolidation of validation tests.
Cyber risk : a network-based epidemiological model for the accumulation risk of silent cyber in insurance companies.
Creation of risk models using endogenous correlation processes (Hawkes like) with external selection factors. Under the supervision of Caroline Hillairet (CREST), Anthony Réveillac (IMT) and Nordine Choukar (Exiom Partners).
Double degree in Actuarial Science at Université Paris Dauphine.
Formation Initiale aux Métiers d'Ingénieur (FIMI) at Lyon and specialization in applied mathematics at Toulouse.
Scientific bachelor's degree in mathematics and engineering science.