LOPEZ Olivier
Expertise
Discover the specialized technical skills and disciplinary affiliations of our members, who represent the federated communities of the Arts & Humanities, Science & Engineering, and Medicine within the Sorbonne University Alliance.
Mathematics, Computer Science & Robotics
Activities
Overview the professional milestones, academic responsibilities, and international collaborations that drive our center’s double ambition to excel in both research and education.
Responsibilities
Co-porteur Joint Research Initiative "Cyber insurance: actuarial modeling" (AXA Research Fund, Fondation du Risque)
Selected publications
1) G. Gerbert, Y. Le Faou, O. Lopez, M. Trupin, The impact of churn on client value in health insurance, evaluation using a random forest under random censoring, Journal of American Statistical Association (2020)
2) S. Farkas, O. Lopez, M. Thomas, Cyber claim analysis through Generalized Pareto Regression Trees with applications to insurance pricing and reserving, full text, Insurance: Mathematics and Economics (2021)
3) O. Lopez, X. Milhaud, P. Thérond Tree based censored regression with applications to insurance, Electronic Journal of Statistics Vol. 10 (2016) p. 2685-2716
4) I. Cohen-Sabban, O. Lopez, Y. Mercuzot, Automatic analysis of insurance reports through deep neural networks to identify severe claims, Annals of Actuarial Science (2021)
5) C. Hillairet, O. Lopez, Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models, full text, Scandinavian Actuarial Journal (2021)
Industrial collaborations
1) CIFRE collaborations with Pacifica, Pwc, AXA Global Direct, Mission Risques Naturels
2) Joint Research Initiative with AXA Research Fund and AXA Risk Management Group on cyber insurance (2018-2022)