Statut : Professor, Director of the "Actuarial Science" engineering track and Advanced Master
Département : ENSAE-CREST, Finance-Inurance
Spécialités : 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.

Biographie

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).

Cours

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
Antonin Chaix FA304 Modèles de la courbe des taux d'intérêt Hillairet Caroline 0 21 4 écrit