ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Finance and insurance

The Finance and Insurance department specializes in the quantitative analysis of finance and insurance problems. The topics studied in the laboratory are diverse, but are characterized by the need to use both theory and applications. Among the areas of specialization of the division, we can mention: econometrics of finance, in particular dynamic models in finance, credit risk, volatility models, risk measurement, stochastic models for energy, Lévy processes, longevity risk, extreme value theory, portfolio optimization...
Finance and insurance

The professors of the Finance and Insurance Department are involved in

  • ENSAE's engineering cycle courses
  • Advanced masters
  • Masters and PhD tracks at the Institut Polytechnique de Paris: Statistics, Finance and Actuarial Science and PhD track in Mathematics, Master in Economics and PhD track in Economics (co-accredited with HEC Paris)

The Finance and Insurance Department of CREST welcomes and supervises doctoral students as part of the EDMH mathematics graduate school (co-accredited by IP Paris and Université Paris-Saclay). It hosts post-doctoral students and international visiting professors giving doctoral courses (see the CREST website).

It interacts with researchers from the École Polytechnique, ENSTA Paris and Télécom Paris within the Mathematics Department of the Institut Polytechnique de Paris.

It is involved in

  • The Labex "Economics and Decision Sciences", jointly with HEC Paris 
  • The "Data Science for Economics, Finance and Management" University Research School and the "Hi! Paris" interdisciplinary center for artificial intelligence and data science, jointly run by IP Paris and HEC Paris

IP Paris' interdisciplinary "Energy for Climate" center, shared with the École des ponts
It interacts within CREST with the other centers, which share common methodologies in econometrics and data science. It has close relations with the French Institute of Actuaries. Finally, it is involved in international research networks in quantitative finance and in research projects carried out within the framework of initiatives and research chairs in finance, insurance and risk management.

The ENSAE-CREST professors in finance and insurance