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Research

It formalizes research activity at ISFA and is today the only French research laboratory dedicated to actuarial and financial sciences.
The laboratory currently has 20 researchers (which belong to sections 05 - Economy - , 06 - Management science - and 26 - Applied mathematics - of the French CNU) and 21 PhD students.

Research activities of the laboratory are multidisciplinary and are organized around studies on risks in finance and insurance. Its main fields are the mathematical modeling, the statistical analysis as well as the economic and financial analysis of risks for risk management.
The research topics of the laboratory are always evolving to include new risks (prolongation of human life, natural hazards…), the recent accounting standards (IFRS 4 Phase 2), the new prudential regulation systems (Basel 3, Solvency 2) and new risk management practices (Enterprise Risk Management). In particular some common research projects of the members of the laboratory propose a global reflection on the consideration of risks and dependence, and the impact of modeling on the management of financial firms.

In partnership with the IUT (Technological Institute) of University Lyon 1, the laboratory SAF aims also to develop a research that focuses on the marketing for banks and insurance companies.

The laboratory SAF is supported in its action by several national organizations and large companies in the insurance industry.

  • The National Agency for Research (ANR) has funded in January 2009 the project AST & Risk: spatio-temporal approaches to risk modeling in finance and insurance. It gathers more than twenty researchers located in Lyon, Grenoble, Paris Ouest-Nanterre, Paris XI, Versailles, Rennes I, Dijon but also at Laval University (Canada) and the University of Brussels ULB.

  • The Department of Ecology, Environment and Sustainable Development has selected the project MIRACCLE (Measurement and indicators of risk associated with climate changes). This project is carried by the mathematics laboratory at the University of Montpellier, the Laboratory of Sciences of Climate and Environment (LSCE) at the University of Versailles and the Laboratory SAF. It aims to provide tools and mathematical methods to measure the impact of climate change on the economy. It is funded over three years from October 2010.
     
In 2010, three chairs sponsorships have been signed with private companies : Milliman, Generali, BNP Paribas Cardif. These three private chairs are managed by the Foundation Lyon 1.

Direction : Christian Robert (christian.robert@univ-lyon1.fr), +33-3 4-37 28 74 37
Executive Director : Marijo Garcia (isfa@univ-lyon1.fr), +33 -3 4 37 28 74 30.