About

I am currently pursuing a PhD program in Mathematics with a specialization in Statistics, at UQAM, in Montreal (Quebec, Canada), under the supervision of Arthur Charpentier and Ewen Gallic. My research focuses on exploring fairness and calibration by quantifying uncertainty within Machine Learning methods, with a particular emphasis on their applications in the field of actuarial sciences. I am also interested in the modeling of natural disasters. In particular, I have had the opportunity to work on projecting the risk of drought-related climate events and to study the correlation of drought indices with insurance losses using extreme value theory. Furthermore, my Master’s thesis in actuarial science, conducted in France, focused on the reinsurance of storm risk.