20172020

Research activity per year

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Personal profile

Biography

I am currently appointed as a Lecturer in Actuarial Science at the Department of Econometrics and Business Statistics, Monash University. I received a Ph.D. degree from KU Leuven, Belgium, in 2019, after which I stayed as a research fellow in the Actuarial Research Group.

Since 2015, I am a member of the Institute of Actuaries in Belgium. I have worked as an actuary in the risk management department of AXA Belgium, and I have been involved as a consultant in the construction of the medical index for the private health insurance sector.

My background is in Actuarial science (M.Sc. from UC Louvain, Belgium) and Mathematics (B.Sc. from Université Pierre et Marie Curie, France).

Research interests

In a broad sense, my research interests revolve around aspects of management and measurement of insurance risks and dependence modelling. The outcome of my research activities aim at contributing to the areas of longevity and medical inflation risks, as well as multi-dimensional option pricing.

The most recent project in which I have been involved tackles the problematic of premium adjustments in health insurance, with a specific focus on the Belgian regulatory system. We address the issues raised by medical inflation risk from two complementary angles. On the one hand, we perform a quantitative analysis of the Belgian system based on the actuarial equivalence principle. On the other hand, we analyse the corresponding regulatory framework in order to allow for a better understanding of the challenges behind premium adjustment mechanisms in lifelong insurance covers, and their interaction with the actuarial reserves. Combining the results from these two analyses points at a major problem of discrimination on the basis of age in updating mechanisms for lifelong insurance covers. This project's vocation is to help policy makers and regulators in designing a system for the private health insurance sector that reconciles the accessibility of health insurers to policyholders as well as insurers' solvency constraints.

Research area keywords

  • Actuarial science
  • Risk analysis and management
  • Dependence modelling

Network

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