Title/Position: Professor, Director of the "Actuarial Science" engineering track and Advanced Master
Department: ENSAE-CREST, Finance-Inurance
Specialties: Evaluation actuarielle du Cyber risque (co-porteur d’une initiative de recherche) ; Risque de Longevité ;Utilités Dynamiques et taux d’intérêt long terme; Risque intergénérationnel ; Information asymétrique et grossissement de filtrations ; Risque de crédit.

Faculty Bio

Caroline Hillairet is Professor at ENSAE Paris since September 2015, in charge of the actuarial program. She is member of CREST, LFA (Finance and actuarial science). She is associate actuary of Institut des Actuaires since 2018. She is co-head with Olivier Lopez of the Research Initiative on "Actuarial modeling of cyber risk" (AXA Joint Research Initiative). She was a member of the ANR Lolita (Dynamic models for human Longevity with Lifestyle Adjustments) on longevity risk, particularly interested in the financial aspects, such as long term interest rate modeling and intergenerational risk sharing. Her research fields also include credit risk and asymetric information modeling. Before 2015, she was associate professor at Ecole Polytechnique, in the team of Mathematical finance in the lab CMAP (Centre de Mathématiques Appliquées).

Courses

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Enseignant Identifiant Intitulé Instructor Heures de TD Jours Heures de cours Crédits ECTS Modalité examen
Caroline Hillairet FA318 Credit risk Hillairet Caroline 0 18 3 écrit
Caroline Hillairet, Antonin Chaix FA304 Interest rate curve models Hillairet Caroline 0 21 3 écrit