Theses and Projects Supervision

PHD THESES

Supervised PhD Theses

  1. Essays on Funding Mechanisms, Asset Allocation and Calibration of Annuities in Swiss Pension Funds
    PhD thesis of Ph. Müller, August 2014 — July 2018, University of Lausanne

Ongoing PhD Theses

  1. PhD thesis of [open position, candidate to be hired]
  2. PhD thesis of V. Kalouguina, since August 2018 (co-supervision with C. Courbage)
  3. PhD thesis of G. Montoliu, since August 2017 (co-supervision with C. Courbage)
  4. PhD thesis of A. Breuer, since August 2017
  5. PhD thesis of Y. Staudt, since May 2015 (reg. August 2015)
  6. PhD thesis of I. Rudnytskyi, since August 2015
  7. PhD thesis of M. Fuino, since October 2015 (reg. August 2015)
  8. PhD thesis of Ch. Mirza, since August 2014
  9. PhD thesis of L. Maichel, since August 2014

Participation in PhD Committees

  • Analyses Prospectives de Mortalité : Approches Actuarielle et Biomédicale
    PhD Thesis of E. Debonneuil, June 2018, University of Lyon (supervisors F. Planchet and S. Loisel)
  • Exploring the Value of Data-Rich Multichannel Environments for Analytical CRM in the Insurance Sector
    PhD Thesis of S. Mau, March 2018, ETH Zurich (supervisor E. Fleisch)
  • Asset Liability Management and Joint Mortality Modelling in Old-Age Insurance
    PhD Thesis of Y. Toukourou, June 2016, University of Lausanne (supervisor F. Dufresne)

 

MASTER AND BACHELOR THESES

2017/18


  1. MScAS Internship Thesis of S. Chambon with Forsides, 2018
  2. Risk Analysis for Non-Listed Commodity Trading Firms
    MScAS Internship Thesis of A. El Nahel with LafargeHolcim Trading, 2018
  3. Proposition de Refonte du Produit “Assurance Accidents Individuelle”
    MScAS Internship Thesis of M. Fabien with Vaudoise Assurances, 2018
  4. Perte de Gain Maladie: Reprises de cas et Tarification
    MScAS Internship Thesis of D. Finger with Vaudoise Assurances, 2018
  5. Review of Reserving Methods for Financial Lines
    MScAS Internship Thesis of F. Hansen with Zurich Insurance, 2018
  6. Risk sharing 2.0 under IAS 19
    MScAS Internship Thesis of D. Lopez with Ernst&Young, 2018
  7. Risk Management Applied to Sugar Market
    MScAS Internship Thesis of T. Ruszkiewicz with ECTP, 2018
  8. Decision support and critical analysis of the Accounts Receivable Risk and Payment Terms Structure in COTY
    MScAS Internship Thesis of J. Sobczyk with COTY, 2018

  9. MScAS Internship Thesis of M. Sokol with AXA, 2018
  10. Implémentation du modèle standard SST pour les réassureurs StandRe
    MScAS Internship Thesis of J. Zenklusen with Pittet Associés, 2018
  11. Gestion du Risque de la Blockchain et du Tangle
    BSc Risk Management Individual Project of J. Busser, 2018
  12. Risk Management in Tobacco Industry
    BSc Risk Management Individual Project of A. Didenko, 2018
  13. Les crypto-monnaies: enjeux et solutions de gestion
    BSc Risk Management Individual Project of A. Guyon, 2018
  14. Gestion du Risque Opérationnel dans le Secteur Bancaire
    BSc Risk Management Individual Project of J. Habib, 2018
  15. Risques Inhérents à l’Accueil des Jeux Olympiques Sion 2016
    BSc Risk Management Individual Project of K. Houman, 2018
  16. Risques dans l’entrepreneuriat, cas d’un café-restaurant à Fribourg
    BSc Risk Management Individual Project of J. Jensen, 2018
  17. Food Safety
    BSc Risk Management Individual Project of A. Knepper, 2018
  18. Supply Chain Risk Management
    BSc Risk Management Individual Project of B. Souane, 2018
  19. Gestion du risque des glissements de terrains et éboulements rocheux
    BSc Risk Management Individual Project of A. Vystrcil, 2018

2016/17

  1. Refonte de la tabelle de frais généraux en assurance accidents obligatoire
    MScAS Internship Thesis of C. Achdjian with Vaudoise Assurances, 2017
  2. La réforme Prévoyance Vieillesse 2020 et ses impacts sur la fondation BCV 2e pilier
    MScAS Internship Thesis of D. Alijaj with Banque Cantonale Vaudoise, 2017
  3. Risk Index for Pension Funds
    MScAS Internship Thesis of A. Allegrezza with Willis Towers Watson, 2017
  4. Création d’une fondation dédiée à la prévoyance 1e: étude de faisabilité et implications pour la BCV
    MScAS Internship Thesis of M. Azzouz with Banque Cantonale Vaudoise, 2017
  5. Economics of Extreme Mortality Shocks
    MScAS Internship Thesis of L. Brandenburger with Swiss Re, 2017
  6. Cyber Risks, Insurance Innovation, and the Digitalization of the Insurance Industry
    MScAS Internship Thesis of D. Harington with The Geneva Association, 2017
  7. Decomposing Insurance Liabilities
    MScAS Internship Thesis of C. Ragborg with KPMG, 2017
  8. La prévoyance Suisse et sa sensibilité aux marchés financiers
    MScAS Internship Thesis of L. Simonet with Pictet, 2017
  9. Impact du choix de la méthode d’évaluation du risque d’assurances sur le test suisse de solvabilité
    MScAS Internship Thesis of E. Timuroglu with Pittet Associés, 2017
  10. A Study on Strategic Planning: Swiss Re Corporate Solutions 2017 Planning Cycle
    MScF Internship Thesis of E. Ceroni with Swiss Re, 2017
  11. Gestion des risques dans un festival
    BSc Risk Management Individual Project of J. Grieshaber, 2017
  12. La gestion des risques dans la chaîne alimentaire
    BSc Risk Management Individual Project of C. Jurgens, 2017
  13. Gestion du risque dans les événements sportifs : Euro 2012 de football
    BSc Risk Management Individual Project of D. Mielecki, 2017
  14. Gestion du risque dans le cinéma
    BSc Risk Management Individual Project of R. Petulla, 2017
  15. Gestion du risque d’attentat djihadiste en France : une analyse de la prévention, intervention et gestion post-attentat
    BSc Risk Management Individual Project of R. Wigger, 2017

2015/16

  1. Risk Aggregation under Solvency II: A Case Study on Operational Risk Capital
    MScAS Internship Thesis of A. Castellon Camacho with Risk Dynamics, 2016
  2. Les insurtechs appliquées à l’assurance vie individuelle
    MScAS Internship Thesis of L. Dagostino with La Mobilière, 2016
  3. Tarification d’expérience en assurances personnes non-vie
    MScAS Internship Thesis of D. Gaeschlin with Vaudoise Assurances, 2016
  4. Test suisse de solvabilité : l’application du modèle standard pour captives de réassurance par rapport à l’implémentation du modèle standard pour assureurs non-vie
    MScAS Internship Thesis of T. Mauer with Pittet Associés, 2016
  5. Impact de la baisse des taux d’intérêt sur l’assurance vie
    MScAS Internship Thesis of M. Monnet with Vaudoise Assurances, 2016
  6. Quantitative Analysis Processes for Short Term Economic Capital
    MScAS Internship Thesis of L. Perret with AXA, 2016
  7. Modélisation de la segmentation du tarif voitures de tourisme pour la responsabilité civile
    MScAS Internship Thesis of S. Piquerez with Vaudoise Assurances, 2016
  8. Underwriting Pure Mass Lapse in Reinsurance
    MScAS Internship Thesis of C. Ransome with Vaudoise Assurances, 2016
  9. Customer flows in health insurance: Analysis & first modelling attempt of the Swiss market
    MScAS Academic Thesis of D. Prusak, 2016
  10. Les cyber-risques et leur assurabilité
    BSc Risk Management Individual Project of R. Bôle, 2016
  11. La gestion du risque dans le sport en Suisse
    BSc Risk Management Individual Project of A. Chappuis, 2016
  12. La gestion du risque lors du transport et du stockage de matières radioactives
    BSc Risk Management Individual Project of H. Dumont, 2016
  13. Gestion du risque : production de qualité et réputation
    BSc Risk Management Individual Project of V. Gentina, 2016
  14. La gestion du risque lors de déplacements de personnalités importantes
    BSc Risk Management Individual Project of P.-L. Griveaud, 2016
  15. Cohésion européenne : analyse et gestion des risques
    BSc Risk Management Individual Project of F. Hugard, 2016
  16. Avalanches : gestion des risques
    BSc Risk Management Individual Project of E. Jean, 2016
  17. L’irrationalité prévisible de nos décisions. Comment en gérer les risques ?
    BSc Risk Management Individual Project of F. Lorain, 2016
  18. L’industrie du luxe face aux risques
    BSc Risk Management Individual Project of Y. Makni, 2016
  19. Cyber-criminalité dans les banques
    BSc Risk Management Individual Project of S. Rodet, 2016
  20. BSc Internship Thesis of H. Diffo with Groupe JDC, 2016
  21. BSc Internship Thesis of A. Fierro Rubio with British American Tobacco, 2016
  22. BSc Internship Thesis of L. Marinelli with Rüeger, 2016

2014/15

  1. Mise en place d’un monitoring efficient pour l’assurance maladie collective
    MScAS Internship Thesis of C. Bourdiaux with Vaudoise Assurances, 2015
  2. Reserve Risk under Chain Ladder and Bornhuetter Ferguson Model under Reinsurance Perspectives
    MScAS Internship Thesis of H.-Y. Chang with AON Risk Solutions, 2015
  3. Multichannel Products and Customers Management in Insurance
    MScAS Internship Thesis of S.-M. Fragnière with Die Mobiliar, 2015
  4. Valuation Methodologies for Life Settlements: The Probabilistic Method
    MScAS Internship Thesis of K. Kokkinoplitis with KPMG, 2015
  5. Analysis of the Unit-Linked Insurance and the Solvency II Regulation Case of ABN AMRO Life
    MScAS Internship Thesis of F. Martin Torres with ABN AMRO Life, 2015
  6. Méthodes de provisionnement non-vie appliquées à une société de cautionnement
    MScAS Internship Thesis of A. Palazzo with Swisscaution, 2015
  7. Tariff calculation using Generalised Linear Models
    MScAS Internship Thesis of K. Pankow with AON Risk Solutions, 2015
  8. Défis dans les caisses de pensions suisses : comparaison empirique et discussion
    MScAS Academic Thesis of V. Michaud, 2015.
  9. Impact of catastrophe events and financial shocks on the stock prices of insurance companies – an event study analysis
    MScAS Academic Thesis of I. Rudnytskyi, 2015.
  10. L’abolition du taux plancher EUR/CHF
    BSc Risk Management Individual Project of A. Tahiroglu, 2015
  11. La gestion du risque dans les centrales nucléaires
    BSc Risk Management Individual Project of P.-L. Chappaz, 2015
  12. Blanchiment d’argent : une analyse des risques
    BSc Risk Management Individual Project of A. El Nahel, 2015
  13. Gestion du risque dans les instituts financiers
    BSc Risk Management Individual Project of O. Masmejan, 2015
  14. Gestion du risque dans le sport
    BSc Risk Management Individual Project of S. Schorderet, 2015
  15. La gestion de risques des compagnies aériennes face aux fluctuations du prix du kérosène
    BSc Risk Management Individual Project of A. Vasilyeva, 2015

This listing starts from the academic year 2014/15. A list of earlier contributions is available upon request.