PhD course

The Actuarial and Financial Sciences Laboratory (LSAF) supervises approximately twenty PhD students. They are students of the University Lyon 1 and also members of the laboratory. They are post-graduate students who are preparing their dissertations on a variety of subjects such as applied mathematics (probabilities and statistics), management (finance, insurance) and which are most frequently cross-discipline (e.g. risk technics in life insurance, credit risk, ruin theory, extreme risk theory, …)

The PhD course is available to students who possess a Master’s degree, this includes the GRAF specialisation of our Econometrics & Statistics Master’s degree, which is research orientated.

For our research course, the SAF Laboratory is attached to the “Ecole Doctorale de Sciences Economiques et de Gestion (ED SEG of The University of Lyon, or in English, The Doctoral School in Economic Sciences and Management), which offers common doctoral training to 7 associated laboratories.

The SAF Laboratory participates in the doctoral school’s training activities by organising a research seminar based on the measurement of risk in finance and insurance.

Furthermore, there is a doctoral training lecture by the Professor Etienne Marceau, which is common to all GRAF students and PhD students from the SAF Laboratory.
The aim: showcase the most recent studies in actuarial sciences and the major evolutions for the future of actuarial research.
The topics which are discussed, are mainly based on advanced models in risk theory, modelling dependency, the measurements of risk, capital allocation methods, life insurance mathematics, stochastic mortality and statistic methods in actuarial sciences.
Length: 12 hours
Our aim is to raise awareness among our students and PhD students about actuarial research, and in the long term, train new teaching and research staff in this topic.

The CIFRE framework (« Conventions Industrielles de Formation par la Recherche », i.e. Industrial Agreement on Research Training) subsidises any French company who employs a PhD student in the context of a research collaboration with a public laboratory.

After the 3-year contract, the PhD student submits their dissertation. The framework aims to:

• Develop partnerships between public research laboratories and socio-economic areas;
• Encourage the employment of PhD graduates by businesses.

CIFRE contracts are financed by the Ministry of Higher Education and put in place by ANRT.
+ info about theses submitted at the SAF Laboratory

 

+ info about theses submitted at the SAF Laboratory