Page Not Found

Sorry, but the page you were trying to view does not exist.

Site personnel

Actuaire de formation, je suis actuellement enseignant-chercheur et consultant indépendant.
Mon parcours se situe à la croisée de l’actuariat, de la data science et de la recherche appliquée.

Consultant

Depuis 2013, j’ai réalisé plus de 30 missions pour une vingtaine de clients, autour de thématiques variées :

provisionnement et modélisation des risques,
développement de modèles de projection (Solvabilité II, IFRS 17),
tarification,
suivi de portefeuilles d’assurance,
projets de R&D actuarielle.

Ces missions ont majoritairement concerné la prévoyance/santé mais également l’assurance vie et non-vie.

Enseignant

Professeur des universités associé à Aix-Marseille Université depuis 2019, je co-dirige le Master IMSA (Ingénierie Mathématiques et Statistiques Actuarielles), dont j’ai été responsable du Master 1 pendant 5 ans.

Mes enseignements couvrent :

actuariat et data science,
outils actuariels appliqués,
accompagnement à la professionnalisation des étudiants.

J’interviens également dans plusieurs formations :

DU Big Data & Data Science à l’Université de Montpellier,
Master d’actuariat MBFA de l’Université de Montpellier,
Master d’actuariat AIMAF de l’Université de Rouen.

Chaque année, j’encadre de nombreux projets étudiants en lien avec le monde professionnel.

Chercheur

Mes recherches se situent à l’interface entre actuariat et machine learning, avec un intérêt particulier pour :

l’apprentissage sur données déséquilibrées,
la modélisation des valeurs rares en assurance,
l’analyse de corrélation non linéaire,
les autoencoders (Deep Learning),
l’estimation non paramétrique de densité,
la génération de données synthétiques.

J’ai soutenu ma thèse à l’ISFA en juin 2024 :
“Contribution de l’apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance”.

Engagements et responsabilités

Reviewer: TMLR, CIKM, IJCNN
Actuaire certifié
Membre du jury de l’Institut des actuaires
Membre animateur de l’Amicale des Actuaires du Sud
Pilote de la chaire DIALog (Digital Insurance And Long-term risks)
Président de l’association des masters en actuariat
Vice-président de l’Association des Mathématiques Actuarielles de Marseille
Membre du comité d’organisation du réseau thématique MATRISK
Encadrant de mémoires (Université Paris-Dauphine)

Archive Layout with Content

A variety of common markup showing how the theme styles them.

Header one

Header two

Header three

Header four

Header five

Header six

Blockquotes

Single line blockquote:

Quotes are cool.

Tables

Entry	Item
John Doe	2016	Description of the item in the list
Jane Doe	2019	Description of the item in the list
Doe Doe	2022	Description of the item in the list

Header1	Header2	Header3
cell1	cell2	cell3
cell4	cell5	cell6
cell1	cell2	cell3
cell4	cell5	cell6
Foot1	Foot2	Foot3

Definition Lists

Definition List Title: Definition list division.
Startup: A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model.
#dowork: Coined by Rob Dyrdek and his personal body guard Christopher “Big Black” Boykins, “Do Work” works as a self motivator, to motivating your friends.
Do It Live: I’ll let Bill O’Reilly explain this one.

Unordered Lists (Nested)

List item one
- List item one
  - List item one
  - List item two
  - List item three
  - List item four
- List item two
- List item three
- List item four
List item two
List item three
List item four

Ordered List (Nested)

List item one
1. List item one
  1. List item one
  2. List item two
  3. List item three
  4. List item four
2. List item two
3. List item three
4. List item four
List item two
List item three
List item four

Buttons

Make any link standout more when applying the .btn class.

Notices

Watch out! You can also add notices by appending {: .notice} to a paragraph.

HTML Tags

Address Tag

1 Infinite Loop
Cupertino, CA 95014
United States

Anchor Tag (aka. Link)

This is an example of a link.

Abbreviation Tag

The abbreviation CSS stands for “Cascading Style Sheets”.

Cite Tag

“Code is poetry.” —Automattic

Code Tag

You will learn later on in these tests that word-wrap: break-word; will be your best friend.

Strike Tag

This tag will let you ~~strikeout text~~.

Emphasize Tag

The emphasize tag should italicize text.

Insert Tag

This tag should denote inserted text.

Keyboard Tag

This scarcely known tag emulates keyboard text, which is usually styled like the <code> tag.

Preformatted Tag

This tag styles large blocks of code.

.post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}

Quote Tag

Developers, developers, developers… –Steve Ballmer

Strong Tag

This tag shows bold text.

Subscript Tag

Getting our science styling on with H₂O, which should push the “2” down.

Superscript Tag

Still sticking with science and Isaac Newton’s E = MC², which should lift the 2 up.

Variable Tag

This allows you to denote variables.

Page Not Found

Sorry, but the page you were trying to view does not exist.

Site personnel

Actuaire de formation, je suis actuellement enseignant-chercheur et consultant indépendant.
Mon parcours se situe à la croisée de l’actuariat, de la data science et de la recherche appliquée.

Consultant

Depuis 2013, j’ai réalisé plus de 30 missions pour une vingtaine de clients, autour de thématiques variées :

provisionnement et modélisation des risques,
développement de modèles de projection (Solvabilité II, IFRS 17),
tarification,
suivi de portefeuilles d’assurance,
projets de R&D actuarielle.

Ces missions ont majoritairement concerné la prévoyance/santé mais également l’assurance vie et non-vie.

Enseignant

Professeur des universités associé à Aix-Marseille Université depuis 2019, je co-dirige le Master IMSA (Ingénierie Mathématiques et Statistiques Actuarielles), dont j’ai été responsable du Master 1 pendant 5 ans.

Mes enseignements couvrent :

actuariat et data science,
outils actuariels appliqués,
accompagnement à la professionnalisation des étudiants.

J’interviens également dans plusieurs formations :

DU Big Data & Data Science à l’Université de Montpellier,
Master d’actuariat MBFA de l’Université de Montpellier,
Master d’actuariat AIMAF de l’Université de Rouen.

Chaque année, j’encadre de nombreux projets étudiants en lien avec le monde professionnel.

Chercheur

Mes recherches se situent à l’interface entre actuariat et machine learning, avec un intérêt particulier pour :

l’apprentissage sur données déséquilibrées,
la modélisation des valeurs rares en assurance,
l’analyse de corrélation non linéaire,
les autoencoders (Deep Learning),
l’estimation non paramétrique de densité,
la génération de données synthétiques.

J’ai soutenu ma thèse à l’ISFA en juin 2024 :
“Contribution de l’apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance”.

Engagements et responsabilités

Reviewer: TMLR, CIKM, IJCNN
Actuaire certifié
Membre du jury de l’Institut des actuaires
Membre animateur de l’Amicale des Actuaires du Sud
Pilote de la chaire DIALog (Digital Insurance And Long-term risks)
Président de l’association des masters en actuariat
Vice-président de l’Association des Mathématiques Actuarielles de Marseille
Membre du comité d’organisation du réseau thématique MATRISK
Encadrant de mémoires (Université Paris-Dauphine)

Archive Layout with Content

A variety of common markup showing how the theme styles them. # Header one ## Header two ### Header three #### Header four ##### Header five ###### Header six ## Blockquotes Single line blockquote: > Quotes are cool. ## Tables | Entry | Item | | | -------- | ------ | ------------------------------------------------------------ | | [John Doe](#) | 2016 | Description of the item in the list | | [Jane Doe](#) | 2019 | Description of the item in the list | | [Doe Doe](#) | 2022 | Description of the item in the list | | Header1 | Header2 | Header3 | |:--------|:-------:|--------:| | cell1 | cell2 | cell3 | | cell4 | cell5 | cell6 | |-----------------------------| | cell1 | cell2 | cell3 | | cell4 | cell5 | cell6 | |=============================| | Foot1 | Foot2 | Foot3 | ## Definition Lists Definition List Title : Definition list division. Startup : A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model. #dowork : Coined by Rob Dyrdek and his personal body guard Christopher "Big Black" Boykins, "Do Work" works as a self motivator, to motivating your friends. Do It Live : I'll let Bill O'Reilly [explain](https://www.youtube.com/watch?v=O_HyZ5aW76c "We'll Do It Live") this one. ## Unordered Lists (Nested) * List item one * List item one * List item one * List item two * List item three * List item four * List item two * List item three * List item four * List item two * List item three * List item four ## Ordered List (Nested) 1. List item one 1. List item one 1. List item one 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four ## Buttons Make any link standout more when applying the `.btn` class. ## Notices **Watch out!** You can also add notices by appending `{: .notice}` to a paragraph. {: .notice} ## HTML Tags ### Address Tag

1 Infinite Loop
Cupertino, CA 95014
United States

### Anchor Tag (aka. Link) This is an example of a [link](http://github.com "GitHub"). ### Abbreviation Tag The abbreviation CSS stands for "Cascading Style Sheets". *[CSS]: Cascading Style Sheets ### Cite Tag "Code is poetry." ---Automattic ### Code Tag You will learn later on in these tests that `word-wrap: break-word;` will be your best friend. ### Strike Tag This tag will let you ~~strikeout text~~. ### Emphasize Tag The emphasize tag should _italicize_ text. ### Insert Tag This tag should denote inserted text. ### Keyboard Tag This scarcely known tag emulates keyboard text, which is usually styled like the `

` tag. ### Preformatted Tag This tag styles large blocks of code..post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}
### Quote Tag Developers, developers, developers… –Steve Ballmer ### Strong Tag This tag shows **bold text**. ### Subscript Tag Getting our science styling on with H₂O, which should push the "2" down. ### Superscript Tag Still sticking with science and Isaac Newton's E = MC², which should lift the 2 up. ### Variable Tag This allows you to denote variables. {% include base_path %} {% for post in site.pages %} {% include archive-single.html %} {% endfor %} </div> </article> </div> Posts by Category
 {% include base_path %} {% include group-by-array collection=site.posts field="categories" %} {% for category in group_names %} {% assign posts = group_items[forloop.index0] %}{{ category }}
{% for post in posts %} {% include archive-single.html %} {% endfor %} {% endfor %}
 Posts by Collection
 {% include base_path %} {% capture written_label %}'None'{% endcapture %} {% for collection in site.collections %} {% unless collection.output == false or collection.label == "posts" %} {% capture label %}{{ collection.label }}{% endcapture %} {% if label != written_label %}{{ label }}
{% capture written_label %}{{ label }}{% endcapture %} {% endif %} {% endunless %} {% for post in collection.docs %} {% unless collection.output == false or collection.label == "posts" %} {% include archive-single.html %} {% endunless %} {% endfor %} {% endfor %}
 CV
 {% include base_path %}

{% include cv-template.html %} Download CV as PDF View Markdown CV


 CV
 # Samuel Stocksieker --- ## Parcours universitaire - **Doctorat** — Institut des Sciences Financières et d’Assurances (ISFA), Université Lyon 1 (2024) *Laboratoire de Sciences Actuarielle et Financière* - Contribution de l'apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance - Directeurs : Frédéric Planchet, Denys Pommeret et Arthur Charpentier - **Master 2** — ISFA, Université Lyon 1 (2013) *Sciences Actuarielles et Financières* - **Master 2** — Aix-Marseille Université (2012) *Ingénierie Statistique et Mathématiques Actuarielles* - **Licence** — Université Lyon 2 (2010) *Informatique Décisionnelle et Statistiques* - **Licence** — Université de Picardie (2009) *Mathématiques* --- ## Expériences professionnelles - **Professeur des Universités Associé à mi-temps (PAST)** — Aix-Marseille Université (depuis 2019) *Équipe Statistiques du groupe ALEA (I2M)* - Co-responsable du master IMSA (actuariat) - Encadrement de projets d'étudiants - **Enseignant Vacataire** — Université de Rouen (depuis 2023) *Master Actuariat et Ingénierie Mathématique pour l'Assurance et la Finance* - **Enseignant Vacataire** — Université de Nîmes (depuis 2020) *Licence pro Chargé.e de Clientèle en Assurance* - **Enseignant Vacataire** — Université de Montpellier (depuis 2018) *DU Big Data, Data Science et Analyse des Risques sous Python* - **Enseignant Vacataire** — Université de Montpellier (depuis 2021) *Master Monnaie, Banque, Finance, Assurance - parcours Actuariat* - **Enseignant Vacataire** — ESILV, Paris (2018–2023) *Cursus ingénieur Actuariat* - **Actuaire** — Milliman, Paris (2014–2019) - ~30 missions chez ~20 clients - Travaux d’inventaire, mise en place de chocs ORSA, calculs Solvabilité II et IFRS 17 - Développement de modèles de projection de flux (Prophet, SAS, Excel) - Revue de modèles, fusions/acquisitions, allocation stratégique d’actifs - **Actuaire** — Optimind-Winter, Paris (2013–2014) - Provisionnement, calculs EV, modélisation ALM - **Actuaire (alternant)** — EOVI Mutuelle, Saint-Étienne (2012–2013) - Tarification & études de risques - Calcul du SCR & MCR et remplissage des QRT - **Actuaire (alternant)** — AXA, Marseille (2011–2012) - Modélisation stochastique du S/C santé & prévoyance - Inventaire et provisionnement, suivi du portefeuille - **Actuaire (stage)** — Direct Assurance, Paris (2011) - Définition d’indicateurs de suivi du risque - Modélisation de la charge de sinistre (GAM, Emblem) - Scoring et modélisation de taux de transformation - **Stage de recherche** — INRETS, Lyon (2010) - Sujet : *Multi-objective Shortest Paths in Multimodal Stochastic Networks* --- ## Compétences - **Informatique :** Python, R, SAS (Base, Guide, IML), Excel, VBA, SQL, Access, Matlab, Prophet, Moses, Emblem, Cognos, Java, Delphi, C/C++, LaTeX - **Langues :** Anglais - **Enseignements dispensés :** - Actuariat Non-Vie (tarification & provisionnement) - Actuariat Vie (tarification & provisionnement) - Excel-VBA pour l’actuariat - R pour l’actuariat - Traitement de données (Python) - Économétrie (Python) - Machine Learning appliqué à l’actuariat - Modélisation et valorisation des produits d’assurance ---
 Expérience professionnelle
 {% include base_path %} {% for post in site.experience reversed %} {% include archive-single-experience.html %} {% endfor %}

 /* * This file controls what is imported from /_sass * * Note that the files are processed in the order they are imported, so they are partly sorted by the dependencies. Also, the first two lines of the file are required by Jekyll. */ @import "vendor/breakpoint/breakpoint", "themes", "theme/default", "theme/dark", "include/mixins", "vendor/susy/susy", "layout/reset", "layout/base", "include/utilities", "layout/tables", "layout/buttons", "layout/notices", "layout/masthead", "layout/navigation", "layout/footer", "syntax", "layout/forms", "layout/page", "layout/archive", "layout/sidebar", "vendor/font-awesome/fontawesome", "vendor/font-awesome/solid", "vendor/font-awesome/brands" ;
 Markdown
 {% include toc %} ## Locations of key files/directories * Basic config options: _config.yml * Top navigation bar config: _data/navigation.yml * Single pages: _pages/ * Collections of pages are .md or .html files in: * _publications/ * _portfolio/ * _posts/ * _teaching/ * _talks/ * Footer: _includes/footer.html * Static files (like PDFs): /files/ * Profile image (can set in _config.yml): images/profile.png ## Tips and hints * Name a file ".md" to have it render in markdown, name it ".html" to render in HTML. * Go to the [commit list](https://github.com/academicpages/academicpages.github.io/commits/master) (on your repo) to find the last version GitHub built with Jekyll. * Green check: successful build * Orange circle: building * Red X: error * No icon: not built * Academic Pages uses [Jekyll Kramdown](https://jekyllrb.com/docs/configuration/markdown/), GitHub Flavored Markdown (GFM) parser, which is similar to the version of Markdown used on GitHub, but may have some minor differences. * Some of emoji supported on GitHub should be supposed via the [Jemoji](https://github.com/jekyll/jemoji) plugin :computer:. * The best list of the supported emoji can be found in the [Emojis for Jekyll via Jemoji](https://www.fabriziomusacchio.com/blog/2021-08-16-emojis_for_Jekyll/#computer) blog post. * While GitHub Pages prevents server side code from running, client-side scripts are supported. * This means that Google Analytics is supported, and [the wiki](https://github.com/academicpages/academicpages.github.io/wiki/Adding-Google-Analytics) should contain the most up-to-date information on getting it working. * Your CV can be written using either Markdown ([preview](https://academicpages.github.io/cv/)) or generated via JSON ([preview](https://academicpages.github.io/cv-json/)) and the layouts are slightly different. You can update the path to the one being used in `_data/navigation.yml` with the JSON formatted CV being hidden by default. * The [Liquid syntax guide](https://shopify.github.io/liquid/tags/control-flow/) is a useful guide for those that want to add functionality to the template or to become contributors to the [template on GitHub](https://github.com/academicpages/academicpages.github.io). ## MathJax Support for MathJax (version 3.* via [jsDelivr](https://www.jsdelivr.com/), [documentation](https://docs.mathjax.org/en/latest/)) is included in the template: $$ \displaylines{ \nabla \cdot E= \frac{\rho}{\epsilon_0} \\\ \nabla \cdot B=0 \\\ \nabla \times E= -\partial_tB \\\ \nabla \times B = \mu_0 \left(J + \varepsilon_0 \partial_t E \right) } $$ The default delimiters of `$$...$$` and `\\[...\\]` are supported for displayed mathematics, while `\\(...\\)` should be used for in-line mathematics (ex., \\(a^2 + b^2 = c^2\\)) **Note** that since Academic Pages uses Markdown which cases some interference with MathJax and LaTeX for escaping characters and new lines, although [some workarounds exist](https://math.codidact.com/posts/278763/278772#answer-278772). In some cases, such as when you are including MathJax in a `citation` field for publications, it may be necessary to use `\(...\)` for inline delineation. ## Mermaid diagrams Academic Pages includes support for [Mermaid diagrams](https://mermaid.js.org/) (version 11.* via [jsDelivr](https://www.jsdelivr.com/)) and in addition to their [tutorials](https://mermaid.js.org/ecosystem/tutorials.html) and [GitHub documentation](https://github.com/mermaid-js/mermaid) the basic syntax is as follows: ```markdown ```mermaid graph LR A-->B ``` ``` Which produces the following plot with the [default theme](https://mermaid.js.org/config/theming.html) applied: ```mermaid graph LR A-->B ``` While a more advanced plot with the `forest` theme applied looks like the following: ```mermaid --- config: theme: 'forest' --- graph TD; A-->B; A-->C; B-->D; C-->D; ``` ## Plotly Academic Pages includes support for Plotly diagrams via a hook in the Markdown code elements, although those that are comfortable with HTML and JavaScript can also access it [via those routes](https://plotly.com/javascript/getting-started/). In order to render a Plotly plot via Markdown the relevant plot data need to be added as follows: ```markdown ```plotly { "data": [ { "x": [1, 2, 3, 4], "y": [10, 15, 13, 17], "type": "scatter" }, { "x": [1, 2, 3, 4], "y": [16, 5, 11, 9], "type": "scatter" } ] } ``` ``` **Important!** Since the data is parsed as JSON *all* of the keys will need to be quoted for the plot to render. The use of a tool like [JSONLint](https://jsonlint.com/) to check syntax is highly recommended. {: .notice} Which produces the following: ```plotly { "data": [ { "x": [1, 2, 3, 4], "y": [10, 15, 13, 17], "type": "scatter" }, { "x": [1, 2, 3, 4], "y": [16, 5, 11, 9], "type": "scatter" } ] } ``` Essentially what is taking place is that the [Plotly attributes](https://plotly.com/javascript/reference/index/) are being taken from the code block as JSON data, parsed, and passed to Plotly along with a theme that matches the current site theme (i.e., a light theme, or a dark theme). This allows all plots that can be described via the `data` attribute to rendered with some limitations for the theme of the plot. ```plotly { "data": [ { "x": [1, 2, 3, 4, 5], "y": [1, 6, 3, 6, 1], "mode": "markers", "type": "scatter", "name": "Team A", "text": ["A-1", "A-2", "A-3", "A-4", "A-5"], "marker": { "size": 12 } }, { "x": [1.5, 2.5, 3.5, 4.5, 5.5], "y": [4, 1, 7, 1, 4], "mode": "markers", "type": "scatter", "name": "Team B", "text": ["B-a", "B-b", "B-c", "B-d", "B-e"], "marker": { "size": 12 } } ], "layout": { "xaxis": { "range": [ 0.75, 5.25 ] }, "yaxis": { "range": [0, 8] }, "title": {"text": "Data Labels Hover"} } } ``` ```plotly { "data": [{ "x": [1, 2, 3], "y": [4, 5, 6], "type": "scatter" }, { "x": [20, 30, 40], "y": [50, 60, 70], "xaxis": "x2", "yaxis": "y2", "type": "scatter" }], "layout": { "grid": { "rows": 1, "columns": 2, "pattern": "independent" }, "title": { "text": "Simple Subplot" } } } ``` ```plotly { "data": [{ "z": [[10, 10.625, 12.5, 15.625, 20], [5.625, 6.25, 8.125, 11.25, 15.625], [2.5, 3.125, 5.0, 8.125, 12.5], [0.625, 1.25, 3.125, 6.25, 10.625], [0, 0.625, 2.5, 5.625, 10]], "type": "contour" }], "layout": { "title": { "text": "Basic Contour Plot" } } } ``` ## Markdown guide Academic Pages uses [kramdown](https://kramdown.gettalong.org/index.html) for Markdown rendering, which has some differences from other Markdown implementations such as GitHub's. In addition to this guide, please see the [kramdown Syntax page](https://kramdown.gettalong.org/syntax.html) for full documentation. ### Header three #### Header four ##### Header five ###### Header six ## Blockquotes Single line blockquote: > Quotes are cool. ## Tables ### Table 1 | Entry | Item | | | -------- | ------ | ------------------------------------------------------------ | | [John Doe](#) | 2016 | Description of the item in the list | | [Jane Doe](#) | 2019 | Description of the item in the list | | [Doe Doe](#) | 2022 | Description of the item in the list | ### Table 2 | Header1 | Header2 | Header3 | |:--------|:-------:|--------:| | cell1 | cell2 | cell3 | | cell4 | ce ll5 | cell6 | |-----------------------------| | cell1 | cell2 | cell3 | | cell4 | cell5 | cell6 | |=============================| | Foot1 | Foot2 | Foot3 | ## Definition Lists Definition List Title : Definition list division. Startup : A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model. #dowork : Coined by Rob Dyrdek and his personal body guard Christopher "Big Black" Boykins, "Do Work" works as a self motivator, to motivating your friends. Do It Live : I'll let Bill O'Reilly [explain](https://www.youtube.com/watch?v=O_HyZ5aW76c "We'll Do It Live") this one. ## Unordered Lists (Nested) * List item one * List item one * List item one * List item two * List item three * List item four * List item two * List item three * List item four * List item two * List item three * List item four ## Ordered List (Nested) 1. List item one 1. List item one 1. List item one 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four ## Buttons Make any link standout more when applying the `.btn` class. ## Notices Basic notices or call-outs are supported using the following syntax: ```markdown **Watch out!** You can also add notices by appending `{: .notice}` to the line following paragraph. {: .notice} ``` which wil render as: **Watch out!** You can also add notices by appending `{: .notice}` to the line following paragraph. {: .notice} ### Footnotes Footnotes can be useful for clarifying points in the text, or citing information.[^1] Markdown support numeric footnotes, as well as text as long as the values are unique.[^note] ```markdown This is the regular text.[^1] This is more regular text.[^note] [^1]: This is the footnote itself. [^note]: This is another footnote. ``` [^1]: Such as this footnote. [^note]: When using text for footnotes markers, no spaces are permitted in the name. ## HTML Tags ### Address Tag 1 Infinite Loop
 Cupertino, CA 95014
 United States
### Anchor Tag (aka. Link) This is an example of a [link](http://github.com "GitHub"). ### Abbreviation Tag The abbreviation CSS stands for "Cascading Style Sheets". *[CSS]: Cascading Style Sheets ### Cite Tag "Code is poetry." ---Automattic ### Code Tag You will learn later on in these tests that `word-wrap: break-word;` will be your best friend. You can also write larger blocks of code with syntax highlighting supported for some languages, such as Python: ```python print('Hello World!') ``` or R: ```R print("Hello World!", quote = FALSE) ``` ### Details Tag (collapsible sections) The HTML `` tag works well with Markdown and allows you to include collapsible sections, see [W3Schools](https://www.w3schools.com/tags/tag_details.asp) for more information on how to use the tag.  Collapsed by default
 This section was collapsed by default! 
 The source code: ```HTML  Collapsed by default
 This section was collapsed by default! 
 ``` Or, you can leave a section open by default by including the `open` attribute in the tag:  Open by default
 This section is open by default thanks to open in the <details open> tag! 
 ### Emphasize Tag The emphasize tag should _italicize_ text. ### Insert Tag This tag should denote inserted text. ### Keyboard Tag This scarcely known tag emulates keyboard text, which is usually styled like the `` tag. ### Preformatted Tag This tag styles large blocks of code..post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}
### Quote Tag Developers, developers, developers… –Steve Ballmer ### Strike Tag This tag will let you strikeout text. ### Strong Tag This tag shows **bold text**. ### Subscript Tag Getting our science styling on with H₂O, which should push the "2" down. ### Superscript Tag Still sticking with science and Isaac Newton's E = MC², which should lift the 2 up. ### Variable Tag This allows you to denote variables. *** **Footnotes** The footnotes in the page will be returned following this line, return to the section on Markdown Footnotes. </div> </article> </div> Page not in menu
 This is a page not in the menu. You can use markdown in this page. Heading 1 ====== Heading 2 ======
 Page Archive
 {% include base_path %} {% for post in site.pages %} {% include archive-single.html %} {% endfor %}
 Portfolio
 {% include base_path %} {% for post in site.portfolio %} {% include archive-single.html %} {% endfor %}
 Publications
 ## Publications principales - **[SHGR: A Generalized Maximal Correlation Coefficient](https://openreview.net/pdf/58cf19b2b73bcb55d28fed96ccbffc7531445046.pdf)** *S. Stocksieker, D. Pommeret* In *Conference on Neural Information Processing Systems (Neurips)*, 2025 - **[A Comprehensive Survey on Imbalanced Regression: Definitions, Solutions, and Future Directions](https://hal.science/hal-05213741)** *S. Stocksieker, D. Pommeret* - **[KurtHGR: A Neural Maximal Correlation for Tabular Datasets](https://www.sciencedirect.com/science/article/pii/S187705092503011X)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES)*, 2025 - **[Disentangled Deep Smoothed Bootstrap for Fair Imbalanced Regression](https://www.sciencedirect.com/science/article/pii/S1877050925031928)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES)*, 2025 - **Delving into Deep Smoothed Bootstrap: Application in Imbalanced Regression**  *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *Special Track on Emerging Data Science Advances, International Conference on Data Science and Advanced Analytics (DSAA)*, 2025 - **[Data Augmentation with Variational Autoencoder for Imbalanced Dataset](https://arxiv.org/pdf/2412.07039)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Neural Information Processing (ICONIP)*, (pp. 354-370), Springer Nature Singapore, 2024 - **[Generalized Oversampling for Learning from Imbalanced Datasets and Associated Theory: Application in Regression](https://openreview.net/pdf?id=DLqPhQxgYu)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *Transactions on Machine Learning Research (TMLR)*, 2024 - **[Boarding for ISS: Imbalanced Self-Supervised – Discovery of a Scaled Autoencoder for Mixed Tabular Datasets](https://arxiv.org/pdf/2403.15790)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Joint Conference on Neural Networks (IJCNN)*, pp. 1-10, IEEE, 2024 - **[Data Augmentation for Imbalanced Regression](https://proceedings.mlr.press/v206/stocksieker23a/stocksieker23a.pdf)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Artificial Intelligence and Statistics (AISTATS)*, pp. 7774–7799, PMLR, 2023 Version publiée: ## Publications connexes (collaborations) - **MIAMI : MIxed Data Augmentation MIxture** *R. Fuchs, D. Pommeret, S. Stocksieker* In *International Conference on Computational Science and Its Applications (ICCSA)*, pp. 113–129, Springer, 2022. - **MI2AMI : Missing Data Imputation Using Mixed Deep Gaussian Mixture Models** *R. Fuchs, D. Pommeret, S. Stocksieker* In *International Conference on Machine Learning, Optimization, and Data Science (LOD)*, pp. 211–222, Springer, 2022. ## Reviewer - **TMLR**: 2024, 2025, 2026 - **IJCNN**: 2025, 2026 ---
 Sitemap
 {% include base_path %} A list of all the posts and pages found on the site. For you robots out there, there is an [XML version]({{ base_path }}/sitemap.xml) available for digesting as well.Pages
{% for post in site.pages %} {% include archive-single.html %} {% endfor %}Posts
{% for post in site.posts %} {% include archive-single.html %} {% endfor %} {% capture written_label %}'None'{% endcapture %} {% for collection in site.collections %} {% unless collection.output == false or collection.label == "posts" %} {% capture label %}{{ collection.label }}{% endcapture %} {% if label != written_label %}{{ label }}
{% capture written_label %}{{ label }}{% endcapture %} {% endif %} {% endunless %} {% for post in collection.docs %} {% unless collection.output == false or collection.label == "posts" %} {% include archive-single.html %} {% endunless %} {% endfor %} {% endfor %}
 Encadrement, responsabilités et jurys
 ## Responsabilités académiques et associatives - **Responsable du Master 1 IMSA** (2019–2024) et **co-responsable du Master 2 IMSA** (2019–2024) - **Co-pilote de la [chaire d'excellence DIALog](https://chaire-dialog.fr/)** (2024 - 2025) - **Co-fondateur et président** de l'[Association des Masters en Actuariat (AMA)](https://amactuariat.fr/) - Membre du comité d'organisation du Réseau Thématique de l'INSMI [MATRISK](https://ama-matrisk-2024.sciencesconf.org/) - **Co-fondateur et président** de l'[Association des Mathématiques Actuarielles de Marseille (AM²)](https://www.helloasso.com/associations/association-des-mathematiques-actuarielles-de-marseille) - **Membre animateur** de l'[Amicale des Actuaires du Sud (AAS)](https://www.linkedin.com/company/amicale-des-actuaires-du-sud-aas?trk=public_post_feed-actor-name) --- ## Encadrement de travaux académiques ### Travaux encadrés de recherche (Master IMSA) - **2024–2025** : 6 étudiants (M1 IMSA) - **2023–2024** : 12 étudiants (M1+M2 IMSA) - **2022–2023** : 14 étudiants (M1+M2 IMSA) - **2021–2022** : 21 étudiants (M1+M2 IMSA) - **2020–2021** : 18 étudiants (M1+M2 IMSA) - **2019–2020** : 23 étudiants (M1+M2 IMSA) - **2018–2019** : 9 étudiants (M1+M2 IMSA) - **2017–2018** : 10 étudiants (M2 IMSA) - **2016–2017** : 1 étudiant (M2 IMSA) **Principaux sujets supervisés :** tarification santé, calculs BE/SCR/ORSA, pilotage de portefeuille, IFRS 17, révision de Solvabilité II, provisionnement non-vie, modélisation du risque de longévité, résiliation, ALM, taux de transformation, tarification marché, machine learning en assurance, open data, migration d’outil, impact climatique, tableau de bord, analyse de données DAMIR, modèles stochastiques, deep learning en actuariat. **Projets tutorés en Python (Université de Montpellier)** - Encadrement de plusieurs projets tutorés chaque année (depuis 2018) ## Encadrement d'alternants - **2024–2025** : 4 M1 IMSA + 8 M2 IMSA - **2023–2024** : 6 M2 IMSA - **2022–2023** : 8 M2 IMSA - **2021–2022** : 7 M2 IMSA ## Encadrement de stages - **2023–2024** : 23 M1 IMSA - **2022–2023** : 15 M1 IMSA - **2021–2022** : 19 M1 IMSA ; 8 M2 ESILV - **2020–2021** : 15 M1 IMSA ; 10 M2 ESILV - **2019–2020** : 16 M1 IMSA ## Jurys - **Mémoires d'actuaire** : - 2024 : 22 mémoires (Université de Brest, Strasbourg) - 2023 : 13 mémoires (Université de Brest, Strasbourg, Lyon) - **Hackathons de l'IRIAF-ENSAR** : jury (2023, 2024, 2025) - **Jurys académiques** : Président ou membre de jury (master IMSA, 2018–2025) ## Organisation d'événements ### Forum école-entreprise (Master IMSA) - 2024: 17 stands - 2023: 15 stands - 2022: 13 stands - 2021: 12 stands - 2020: 8 stands ### Journées de professionnalisation et d’intégration (Master IMSA) - 2021–2025 : Présentations d’anciens (10 - 15) + chasse au trésor marseillaise - 2020 : Séminaire candidature, simulations d’entretien - 2018–2019 : Séminaire métier, séminaire candidature, simulations d’entretien, concours / mini-jeu ### Séminaires métiers (Master IMSA) - 2024 : 5 intervenants professionnels - 2023 : 6 intervenants professionnels - 2022 : 6 intervenants professionnels - 2021 : 6 intervenants professionnels ## Divers - **Membre de groupes de travail** de l’Institut des Actuaires - **Lauréat** du concours de Pédagogie Actuarielle (Caritat, 2019) - **Auteur** de l’ouvrage *[Impact économique d’une catastrophe industrielle pour une mutuelle](https://www.fnac.com/a13165455/Samuel-Stocksieker-Impact-economique-d-une-catastrophe-industrielle-pour-une-mutuelle)* (Editions Universitaires Européennes)
 Posts by Tags
 {% include base_path %} {% include group-by-array collection=site.posts field="tags" %} {% for tag in group_names %} {% assign posts = group_items[forloop.index0] %}{{ tag }}
{% for post in posts %} {% include archive-single.html %} {% endfor %} {% endfor %}
 Talk map

This map is generated from a Jupyter Notebook file in talkmap.ipynb, which mines the location fields in the .md files in _talks/.


 Présentations
 - **Données déséquilibrées en assurance: phénomène, défis et solutions** *Congrès des actuaires*, 2025 - **KurtHGR: A Neural Maximal Correlation for Tabular Data** *Journée d'Econométrie Michel Terraza*, 2025 - **Data Augmentation with Variational Autoencoder for Imbalanced Dataset** *Journées de Statistiques (JDS)* 2025 - **Imbalanced Regression** *Journée d'Econométrie Michel Terraza*, 2024 - **Imbalanced Data : Comment le déséquilibre de données peut impacter les performances des modèles ?** *Chaire DIALog*, 2024 - **Smoothed Bootstrap et génération de données synthétiques pour la modélisation des extrêmes** *Journées de Statistiques (JDS)* 2024 *Rencontres des Jeunes Statisticiens (RJS)* 2024
 Enseignement

  ## Statuts et établissements - **Professeur des Universités Associé à mi-temps (PAST)** — Aix-Marseille Université (AMU)  2019 → Aujourd'hui Équipe Statistiques du groupe ALEA de l'Institut de Mathématiques de Marseille (I2M) Master Ingénierie Mathématiques et Statistiques Actuarielles (IMSA) - **Enseignant Vacataire** — Université de Montpellier (UM)  2018 → Aujourd'hui Diplôme d'Université Big Data, Data Science et Analyse des Risques sous Python (DU Python) - **Enseignant Vacataire** — Université de Montpellier (UM)  2021 → Aujourd'hui Master Mention Monnaie, Banque, Finance, Assurance - parcours Actuariat (MBFA) - **Enseignant Vacataire** — Université de Rouen (UR)  2023 → Aujourd'hui Master Actuariat et Ingénierie Mathématique pour l'Assurance et la Finance (AIMAF) - **Enseignant Vacataire** — École supérieure d'ingénieurs Léonard-de-Vinci (ESILV), Paris  2018 → 2023 Cursus ingénieur Actuariat (atuariat) - **Enseignant Vacataire** — Université de Nîmes (UN)  2020 → 2025 Licence professionnelle Chargé.e de Clientèle en Assurance (LP CCA) — 2020 à 2025 --- ## Cours et interventions par année ### 2024-2025 - **AMU — M1 IMSA** : Outils Informatiques pour l'Actuariat (étude de cas actuarielle sur Excel-VBA), Introduction à l'Actuariat (fondamentaux, tarification non-vie), Actuariat Vie (notations actuarielles, tarification, provisionnement), Données : manipulation (traitement de données, analyse et visualisation de données sous python), Professionnalisation (préparation candidature, découverte des métiers de l'actuariat) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat (étude de cas actuarielle), Apprentissage Statistique (Data science et Machine Learning sous Python), Modélisation et Valorisation de Produits d'Assurance (calculs de BE, SCR, PVFP sous Excel-VBA) - **UM — DU Python** : Traitement de Données (Qualité des données, analyse et visualisation de données sous Python), Économétrie (apprentissage supervisé et non supervisé sous Python) - **UM — M2 MBFA** : Actuariat Vie - **UR — M2 AIMAF** : Actuariat Non-Vie (tarification, provisionnement, applications sous R), Simulations (Etude de cas actuarielle sous Python) - **UN — LP CCA** : Mathématiques Financières (intérêts composés, actualisation, tableau d'amortissement) ### 2023-2024 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie, Modélisation actuarielle (Excel) - **UR — M2 AIMAF** : Actuariat non-vie (R), Simulations (Python) - **UN — LP CCA** : Mathématiques financières ### 2022-2023 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel), Modélisation actuarielle (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, R pour l'actuariat ### 2021-2022 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat ### 2020-2021 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, Actuariat vie (Excel) ### 2019-2020 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2018-2019 - **AMU — M1 IMSA** : Actuariat vie - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2017-2018 - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) Tous les enseignements sont de type **CM/TD/TP** avec **responsabilité complète** : création des cours, TD/TP, projets et examens. --- ## Logiciels et outils utilisés - **Bureautique** : Excel - **Programmation** : Python, R, VBA
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 Blog posts
 {% include base_path %} {% capture written_year %}'None'{% endcapture %} {% for post in site.posts %} {% capture year %}{{ post.date | date: '%Y' }}{% endcapture %} {% if year != written_year %}{{ year }}
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 /* * This file controls what is imported from /_sass * * Note that the files are processed in the order they are imported, so they are partly sorted by the dependencies. Also, the first two lines of the file are required by Jekyll. */ @import "vendor/breakpoint/breakpoint", "themes", "theme/default", "theme/dark", "include/mixins", "vendor/susy/susy", "layout/reset", "layout/base", "include/utilities", "layout/tables", "layout/buttons", "layout/notices", "layout/masthead", "layout/navigation", "layout/footer", "syntax", "layout/forms", "layout/page", "layout/archive", "layout/sidebar", "vendor/font-awesome/fontawesome", "vendor/font-awesome/solid", "vendor/font-awesome/brands", "vendor/magnific-popup/magnific-popup" ;



















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 Jupyter notebook markdown generator
 # Jupyter notebook markdown generator These .ipynb files are Jupyter notebook files that convert a TSV containing structured data about talks (`talks.tsv`) or presentations (`presentations.tsv`) into individual markdown files that will be properly formatted for the academicpages template. The notebooks contain a lot of documentation about the process. The .py files are pure python that do the same things if they are executed in a terminal, they just don't have pretty documentation.

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{{ post.date | date_to_xmlschema }}{{ post.last_modified_at | default: post.date | date_to_xmlschema }}{{ post.id | absolute_url | xml_escape }}{% assign excerpt_only = post.feed.excerpt_only | default: site.feed.excerpt_only %}{% unless excerpt_only %}<![CDATA[{{ post.content | strip }}]]>{% endunless %}{% assign post_author = post.author | default: post.authors[0] | default: site.author %}{% assign post_author = site.data.authors[post_author] | default: post_author %}{% assign post_author_email = post_author.email | default: nil %}{% assign post_author_uri = post_author.uri | default: nil %}{% assign post_author_name = post_author.name | default: post_author %}{{ post_author_name | default: "" | xml_escape }}{% if post_author_email %}{{ post_author_email | xml_escape }}{% endif %}{% if post_author_uri %}{{ post_author_uri | xml_escape }}{% endif %}{% if post.category %}{% elsif post.categories %}{% for category in post.categories %}{% endfor %}{% endif %}{% for tag in post.tags %}{% endfor %}{% assign post_summary = post.description | default: post.excerpt %}{% if post_summary and post_summary != empty %}<![CDATA[{{ post_summary | strip_html | normalize_whitespace }}]]>
{% endif %}{% assign post_image = post.image.path | default: post.image %}{% if post_image %}{% unless post_image contains "://" %}{% assign post_image = post_image | absolute_url %}{% endunless %}{% endif %}</entry>{% endfor %}</feed>

Posts by Category

Posts by Collection

experience

Stagiaire recherche — INRETS

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

Mis à jour : April 01, 2010

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

Actuaire stagiaire — Direct Assurance

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Mis à jour : April 01, 2011

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Actuaire alternant — AXA France

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Sujet de mémoire: Modélisation stochastique du loss ratio

Mis à jour : August 01, 2011

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Actuaire alternant — Eovi Mcd Mutuelle

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Mémoire d’atuariat

Modélisation du risque de catastrophe industrielle pour nue mutuelle santé

Mis à jour : August 01, 2012

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Actuaire consultant — Optimind Winter

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Mis à jour : October 01, 2013

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Actuaire consultant — Milliman

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

Mis à jour : July 01, 2014

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

portfolio

Portfolio item number 1

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 1

Portfolio item number 2

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 2

publications

Paper Title Number 1

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2009

This paper is about the number 1. The number 2 is left for future work.

Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1).
Download Paper | Download Slides | Download Bibtex

Paper Title Number 2

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2010

This paper is about the number 2. The number 3 is left for future work.

Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2).
Download Paper | Download Slides

Paper Title Number 3

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2015

This paper is about the number 3. The number 4 is left for future work.

Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3).
Download Paper | Download Slides

Paper Title Number 4

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in GitHub Journal of Bugs, 2024

This paper is about fixing template issue #693.

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
Download Paper

Paper Title Number 5, with math $E=mc^2$

Using MathJax in the description is supported - $E=mc^2$ - however, the use must be mindful that the default delimiters are $$...$$ and \\[...\\] which differs from the $...$ that is typically expected.

Published in GitHub Journal of Bugs, 2024

This paper is about a famous math equation, $E=mc^2$

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
Download Paper

talks

Talk 1 on Relevant Topic in Your Field

This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : March 01, 2012

This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!

Tutorial 1 on Relevant Topic in Your Field

More information here

This is a description of your tutorial, note the different field in type. This is a markdown files that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : March 01, 2013

More information here

Talk 2 on Relevant Topic in Your Field

More information here

This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : February 01, 2014

More information here

Conference Proceeding talk 3 on Relevant Topic in Your Field

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

Mis à jour : March 01, 2014

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

teaching

Lecturer — ESILV, École Supérieure d’Ingénieurs Léonard de Vinci

- **Life Insurance Actuarial Science**: Overview of life insurance guarantees, technical tools, pricing, and reserving. - **Excel-VBA for Actuarial Science**. - **R for Actuarial Science**.

Graduate Teaching, ESILV, Paris, France, 2019

Life Insurance Actuarial Science: Overview of life insurance guarantees, technical tools, pricing, and reserving.
Excel-VBA for Actuarial Science.
R for Actuarial Science.

Lecturer — University of Montpellier

- **Data processing in Python**: data quality, exploratory data analysis, and statistics. - **Econometrics in Python**: multivariate exploratory analysis, data visualization, GLM, time series, Python interfacing.

Graduate Teaching, University of Montpellier, Montpellier, France, 2019

Data processing in Python: data quality, exploratory data analysis, and statistics.
Econometrics in Python: multivariate exploratory analysis, data visualization, GLM, time series, Python interfacing.

Associate Professor — Aix-Marseille University

- **Part-time Associate Professor** - **Program Co-director for Master IMSA** (*Ingénierie Mathématiques et Statistiques Actuarielles*) - **Master 2 IMSA Courses**: - *Modelling and Valuation of Insurance Products*: theoretical lectures and practical work on building models (BE & PVFP) in Non-Life — Health, Disability, and Life insurance (30h) - Excel & VBA: functionalities, functions, and programming (20h) - Python for actuarial science - Data Science for actuarial science: data processing, exploratory analysis, machine learning, data visualization - **Master 1 IMSA Courses**: - Life Insurance Actuarial Science: guarantees, technical tools, pricing, and reserving (15h) - Actuarial Statistics: technical introduction to actuarial science (20h), non-life pricing - Introduction to Python for data processing - Professionalization module: actuarial career presentations, CV and cover letter preparation, mock interviews, seminar organization

Academic Position, Aix-Marseille University, Marseille, France, 2019

Part-time Associate Professor
Program Co-director for Master IMSA (Ingénierie Mathématiques et Statistiques Actuarielles)
Master 2 IMSA Courses:
- Modelling and Valuation of Insurance Products: theoretical lectures and practical work on building models (BE & PVFP) in Non-Life — Health, Disability, and Life insurance (30h)
- Excel & VBA: functionalities, functions, and programming (20h)
- Python for actuarial science
- Data Science for actuarial science: data processing, exploratory analysis, machine learning, data visualization
Master 1 IMSA Courses:
- Life Insurance Actuarial Science: guarantees, technical tools, pricing, and reserving (15h)
- Actuarial Statistics: technical introduction to actuarial science (20h), non-life pricing
- Introduction to Python for data processing
- Professionalization module: actuarial career presentations, CV and cover letter preparation, mock interviews, seminar organization

CV

Your Sidebar Name

none@example.org

https://academicpages.github.io

Earth, , US

Google Scholar ORCID GitHub

Summary

Currently employed at Red Brick University. Short biography for the left-hand sidebar

Education

Ph.D in Version Control Theory

2018

GitHub University
M.S. in Jekyll

2014

GitHub University
B.S. in GitHub

2012

GitHub University

Publications

Paper Title Number 1

2009

Journal 1

This paper is about the number 1. The number 2 is left for future work.

View Publication
Paper Title Number 2

2010

Journal 1

This paper is about the number 2. The number 3 is left for future work.

View Publication
Paper Title Number 3

2015

Journal 1

This paper is about the number 3. The number 4 is left for future work.

View Publication
Paper Title Number 4

2024

GitHub Journal of Bugs

This paper is about fixing template issue #693.

View Publication

Presentations

Talk 1 on Relevant Topic in Your Field

2012

UC San Francisco, Department of Testing

San Francisco, CA, USA
Tutorial 1 on Relevant Topic in Your Field

2013

UC-Berkeley Institute for Testing Science

Berkeley, CA, USA
Talk 2 on Relevant Topic in Your Field

2014

London School of Testing

London, UK
Conference Proceeding talk 3 on Relevant Topic in Your Field

2014

Testing Institute of America 2014 Annual Conference

Los Angeles, CA, USA

Teaching

Teaching experience 1

2014

University 1, Department

Role: Undergraduate course
Teaching experience 2

2015

University 1, Department

Role: Workshop

Portfolio

Portfolio item number 1

Portfolio

Short description of portfolio item number 1

View Project

Download CV as PDF View Markdown CV

CV

Samuel Stocksieker

Parcours universitaire

Doctorat — Institut des Sciences Financières et d’Assurances (ISFA), Université Lyon 1 (2024)
Laboratoire de Sciences Actuarielle et Financière
- Contribution de l’apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance
- Directeurs : Frédéric Planchet, Denys Pommeret et Arthur Charpentier
Master 2 — ISFA, Université Lyon 1 (2013)
Sciences Actuarielles et Financières
Master 2 — Aix-Marseille Université (2012)
Ingénierie Statistique et Mathématiques Actuarielles
Licence — Université Lyon 2 (2010)
Informatique Décisionnelle et Statistiques
Licence — Université de Picardie (2009)
Mathématiques

Expériences professionnelles

Professeur des Universités Associé à mi-temps (PAST) — Aix-Marseille Université (depuis 2019)
Équipe Statistiques du groupe ALEA (I2M)
- Co-responsable du master IMSA (actuariat)
- Encadrement de projets d’étudiants
Enseignant Vacataire — Université de Rouen (depuis 2023)
Master Actuariat et Ingénierie Mathématique pour l’Assurance et la Finance
Enseignant Vacataire — Université de Nîmes (depuis 2020)
Licence pro Chargé.e de Clientèle en Assurance
Enseignant Vacataire — Université de Montpellier (depuis 2018)
DU Big Data, Data Science et Analyse des Risques sous Python
Enseignant Vacataire — Université de Montpellier (depuis 2021)
Master Monnaie, Banque, Finance, Assurance - parcours Actuariat
Enseignant Vacataire — ESILV, Paris (2018–2023)
Cursus ingénieur Actuariat
Actuaire — Milliman, Paris (2014–2019)
- ~30 missions chez ~20 clients
- Travaux d’inventaire, mise en place de chocs ORSA, calculs Solvabilité II et IFRS 17
- Développement de modèles de projection de flux (Prophet, SAS, Excel)
- Revue de modèles, fusions/acquisitions, allocation stratégique d’actifs
Actuaire — Optimind-Winter, Paris (2013–2014)
- Provisionnement, calculs EV, modélisation ALM
Actuaire (alternant) — EOVI Mutuelle, Saint-Étienne (2012–2013)
- Tarification & études de risques
- Calcul du SCR & MCR et remplissage des QRT
Actuaire (alternant) — AXA, Marseille (2011–2012)
- Modélisation stochastique du S/C santé & prévoyance
- Inventaire et provisionnement, suivi du portefeuille
Actuaire (stage) — Direct Assurance, Paris (2011)
- Définition d’indicateurs de suivi du risque
- Modélisation de la charge de sinistre (GAM, Emblem)
- Scoring et modélisation de taux de transformation
Stage de recherche — INRETS, Lyon (2010)
- Sujet : Multi-objective Shortest Paths in Multimodal Stochastic Networks

Compétences

Informatique : Python, R, SAS (Base, Guide, IML), Excel, VBA, SQL, Access, Matlab, Prophet, Moses, Emblem, Cognos, Java, Delphi, C/C++, LaTeX
Langues : Anglais
Enseignements dispensés :
- Actuariat Non-Vie (tarification & provisionnement)
- Actuariat Vie (tarification & provisionnement)
- Excel-VBA pour l’actuariat
- R pour l’actuariat
- Traitement de données (Python)
- Économétrie (Python)
- Machine Learning appliqué à l’actuariat
- Modélisation et valorisation des produits d’assurance

Expérience professionnelle

Actuaire consultant — Milliman

juillet 2014 → avril 2019

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

Actuaire consultant — Optimind Winter

octobre 2013 → juin 2014

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Actuaire alternant — Eovi Mcd Mutuelle

août 2012 → septembre 2013

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Actuaire alternant — AXA France

août 2011 → août 2012

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Actuaire stagiaire — Direct Assurance

avril 2011 → août 2011

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Stagiaire recherche — INRETS

avril 2010 → août 2010

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

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Markdown

Locations of key files/directories

Basic config options: _config.yml
Top navigation bar config: _data/navigation.yml
Single pages: _pages/
Collections of pages are .md or .html files in:
- _publications/
- _portfolio/
- _posts/
- _teaching/
- _talks/
Footer: _includes/footer.html
Static files (like PDFs): /files/
Profile image (can set in _config.yml): images/profile.png

Tips and hints

Name a file “.md” to have it render in markdown, name it “.html” to render in HTML.
Go to the commit list (on your repo) to find the last version GitHub built with Jekyll.
- Green check: successful build
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- No icon: not built
Academic Pages uses Jekyll Kramdown, GitHub Flavored Markdown (GFM) parser, which is similar to the version of Markdown used on GitHub, but may have some minor differences.
- Some of emoji supported on GitHub should be supposed via the Jemoji plugin .
- The best list of the supported emoji can be found in the Emojis for Jekyll via Jemoji blog post.
While GitHub Pages prevents server side code from running, client-side scripts are supported.
- This means that Google Analytics is supported, and the wiki should contain the most up-to-date information on getting it working.
Your CV can be written using either Markdown (preview) or generated via JSON (preview) and the layouts are slightly different. You can update the path to the one being used in _data/navigation.yml with the JSON formatted CV being hidden by default.
The Liquid syntax guide is a useful guide for those that want to add functionality to the template or to become contributors to the template on GitHub.

MathJax

Support for MathJax (version 3.* via jsDelivr, documentation) is included in the template:

\[\displaylines{ \nabla \cdot E= \frac{\rho}{\epsilon_0} \\\ \nabla \cdot B=0 \\\ \nabla \times E= -\partial_tB \\\ \nabla \times B = \mu_0 \left(J + \varepsilon_0 \partial_t E \right) }\]

The default delimiters of $$...$$ and \\[...\\] are supported for displayed mathematics, while \$...\$ should be used for in-line mathematics (ex., $a^2 + b^2 = c^2$)

Note that since Academic Pages uses Markdown which cases some interference with MathJax and LaTeX for escaping characters and new lines, although some workarounds exist. In some cases, such as when you are including MathJax in a citation field for publications, it may be necessary to use $...$ for inline delineation.

Mermaid diagrams

Academic Pages includes support for Mermaid diagrams (version 11.* via jsDelivr) and in addition to their tutorials and GitHub documentation the basic syntax is as follows:

    ```mermaid
    graph LR
    A-->B
    ```

Which produces the following plot with the default theme applied:

graph LR
A-->B

While a more advanced plot with the forest theme applied looks like the following:

---
config:
  theme: 'forest'
---
graph TD;
    A-->B;
    A-->C;
    B-->D;
    C-->D;

Plotly

Academic Pages includes support for Plotly diagrams via a hook in the Markdown code elements, although those that are comfortable with HTML and JavaScript can also access it via those routes.

In order to render a Plotly plot via Markdown the relevant plot data need to be added as follows:

    ```plotly
    {
      "data": [
        {
          "x": [1, 2, 3, 4],
          "y": [10, 15, 13, 17],
          "type": "scatter"
        },
        {
          "x": [1, 2, 3, 4],
          "y": [16, 5, 11, 9],
          "type": "scatter"
        }
      ]
    }
    ```

Important! Since the data is parsed as JSON all of the keys will need to be quoted for the plot to render. The use of a tool like JSONLint to check syntax is highly recommended.

Which produces the following:

{
  "data": [
    {
      "x": [1, 2, 3, 4],
      "y": [10, 15, 13, 17],
      "type": "scatter"
    },
    {
      "x": [1, 2, 3, 4],
      "y": [16, 5, 11, 9],
      "type": "scatter"
    }
  ]
}

Essentially what is taking place is that the Plotly attributes are being taken from the code block as JSON data, parsed, and passed to Plotly along with a theme that matches the current site theme (i.e., a light theme, or a dark theme). This allows all plots that can be described via the data attribute to rendered with some limitations for the theme of the plot.

{
  "data": [
    {
      "x": [1, 2, 3, 4, 5],
      "y": [1, 6, 3, 6, 1],
      "mode": "markers",
      "type": "scatter",
      "name": "Team A",
      "text": ["A-1", "A-2", "A-3", "A-4", "A-5"],
      "marker": { "size": 12 }
    },
    {
      "x": [1.5, 2.5, 3.5, 4.5, 5.5],
      "y": [4, 1, 7, 1, 4],
      "mode": "markers",
      "type": "scatter",
      "name": "Team B",
      "text": ["B-a", "B-b", "B-c", "B-d", "B-e"],
      "marker": { "size": 12 }
    }    
  ],
  "layout": {
    "xaxis": {
      "range": [ 0.75, 5.25 ]
    },
    "yaxis": {
      "range": [0, 8]
    },
    "title": {"text": "Data Labels Hover"}
  }
}

{
  "data": [{
      "x": [1, 2, 3],
      "y": [4, 5, 6],
      "type": "scatter"
    },
    {
      "x": [20, 30, 40],
      "y": [50, 60, 70],
      "xaxis": "x2",
      "yaxis": "y2",
      "type": "scatter"
  }],
  "layout": {
    "grid": {
      "rows": 1,
      "columns": 2,
      "pattern": "independent"
    },
    "title": {
      "text": "Simple Subplot"
    }    
  }
}

{
  "data": [{
		"z": [[10, 10.625, 12.5, 15.625, 20],
          [5.625, 6.25, 8.125, 11.25, 15.625],
          [2.5, 3.125, 5.0, 8.125, 12.5],
          [0.625, 1.25, 3.125, 6.25, 10.625],
          [0, 0.625, 2.5, 5.625, 10]],
		"type": "contour"
	}],
  "layout": {
    "title": {
      "text": "Basic Contour Plot"
    }
  }
}

Markdown guide

Academic Pages uses kramdown for Markdown rendering, which has some differences from other Markdown implementations such as GitHub’s. In addition to this guide, please see the kramdown Syntax page for full documentation.

Header three

Header four

Header five

Header six

Blockquotes

Single line blockquote:

Quotes are cool.

Tables

Table 1

Entry	Item
John Doe	2016	Description of the item in the list
Jane Doe	2019	Description of the item in the list
Doe Doe	2022	Description of the item in the list

Table 2

Header1	Header2	Header3
cell1	cell2	cell3
cell4	ce
ll5	cell6
cell1	cell2	cell3
cell4	cell5	cell6
Foot1	Foot2	Foot3

Definition Lists

Definition List Title: Definition list division.
Startup: A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model.
#dowork: Coined by Rob Dyrdek and his personal body guard Christopher “Big Black” Boykins, “Do Work” works as a self motivator, to motivating your friends.
Do It Live: I’ll let Bill O’Reilly explain this one.

Unordered Lists (Nested)

List item one
- List item one
  - List item one
  - List item two
  - List item three
  - List item four
- List item two
- List item three
- List item four
List item two
List item three
List item four

Ordered List (Nested)

List item one
1. List item one
  1. List item one
  2. List item two
  3. List item three
  4. List item four
2. List item two
3. List item three
4. List item four
List item two
List item three
List item four

Buttons

Make any link standout more when applying the .btn class.

Notices

Basic notices or call-outs are supported using the following syntax:

**Watch out!** You can also add notices by appending `{: .notice}` to the line following paragraph.
{: .notice}

which wil render as:

Watch out! You can also add notices by appending {: .notice} to the line following paragraph.

Footnotes

Footnotes can be useful for clarifying points in the text, or citing information.¹ Markdown support numeric footnotes, as well as text as long as the values are unique.²

This is the regular text.[^1] This is more regular text.[^note]

[^1]: This is the footnote itself.
[^note]: This is another footnote.

HTML Tags

Address Tag

1 Infinite Loop
Cupertino, CA 95014
United States

Anchor Tag (aka. Link)

This is an example of a link.

Abbreviation Tag

The abbreviation CSS stands for “Cascading Style Sheets”.

Cite Tag

“Code is poetry.” —Automattic

Code Tag

You will learn later on in these tests that word-wrap: break-word; will be your best friend.

You can also write larger blocks of code with syntax highlighting supported for some languages, such as Python:

print('Hello World!')

or R:

print("Hello World!", quote = FALSE)

Details Tag (collapsible sections)

The HTML <details> tag works well with Markdown and allows you to include collapsible sections, see W3Schools for more information on how to use the tag.

Collapsed by default

This section was collapsed by default!

The source code:

<details>
  <summary>Collapsed by default</summary>
  This section was collapsed by default!
</details>

Or, you can leave a section open by default by including the open attribute in the tag:

Open by default

This section is open by default thanks to open in the <details open> tag!

Emphasize Tag

The emphasize tag should italicize text.

Insert Tag

This tag should denote inserted text.

Keyboard Tag

This scarcely known tag emulates keyboard text, which is usually styled like the <code> tag.

Preformatted Tag

This tag styles large blocks of code.

.post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}

Quote Tag

Developers, developers, developers… –Steve Ballmer

Strike Tag

This tag will let you ~~strikeout text~~.

Strong Tag

This tag shows bold text.

Subscript Tag

Getting our science styling on with H₂O, which should push the “2” down.

Superscript Tag

Still sticking with science and Isaac Newton’s E = MC², which should lift the 2 up.

Variable Tag

This allows you to denote variables.

Footnotes

The footnotes in the page will be returned following this line, return to the section on Markdown Footnotes.

Such as this footnote. ↩
When using text for footnotes markers, no spaces are permitted in the name. ↩

Page not in menu

This is a page not in the menu. You can use markdown in this page.

Heading 1

Heading 2

Page Archive

Page Not Found

Sorry, but the page you were trying to view does not exist.

Site personnel

Actuaire de formation, je suis actuellement enseignant-chercheur et consultant indépendant.
Mon parcours se situe à la croisée de l’actuariat, de la data science et de la recherche appliquée.

Consultant

Depuis 2013, j’ai réalisé plus de 30 missions pour une vingtaine de clients, autour de thématiques variées :

provisionnement et modélisation des risques,
développement de modèles de projection (Solvabilité II, IFRS 17),
tarification,
suivi de portefeuilles d’assurance,
projets de R&D actuarielle.

Ces missions ont majoritairement concerné la prévoyance/santé mais également l’assurance vie et non-vie.

Enseignant

Professeur des universités associé à Aix-Marseille Université depuis 2019, je co-dirige le Master IMSA (Ingénierie Mathématiques et Statistiques Actuarielles), dont j’ai été responsable du Master 1 pendant 5 ans.

Mes enseignements couvrent :

actuariat et data science,
outils actuariels appliqués,
accompagnement à la professionnalisation des étudiants.

J’interviens également dans plusieurs formations :

DU Big Data & Data Science à l’Université de Montpellier,
Master d’actuariat MBFA de l’Université de Montpellier,
Master d’actuariat AIMAF de l’Université de Rouen.

Chaque année, j’encadre de nombreux projets étudiants en lien avec le monde professionnel.

Chercheur

Mes recherches se situent à l’interface entre actuariat et machine learning, avec un intérêt particulier pour :

l’apprentissage sur données déséquilibrées,
la modélisation des valeurs rares en assurance,
l’analyse de corrélation non linéaire,
les autoencoders (Deep Learning),
l’estimation non paramétrique de densité,
la génération de données synthétiques.

J’ai soutenu ma thèse à l’ISFA en juin 2024 :
“Contribution de l’apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance”.

Engagements et responsabilités

Reviewer: TMLR, CIKM, IJCNN
Actuaire certifié
Membre du jury de l’Institut des actuaires
Membre animateur de l’Amicale des Actuaires du Sud
Pilote de la chaire DIALog (Digital Insurance And Long-term risks)
Président de l’association des masters en actuariat
Vice-président de l’Association des Mathématiques Actuarielles de Marseille
Membre du comité d’organisation du réseau thématique MATRISK
Encadrant de mémoires (Université Paris-Dauphine)

Archive Layout with Content

A variety of common markup showing how the theme styles them.

Header one

Header two

Header three

Header four

Header five

Header six

Blockquotes

Single line blockquote:

Quotes are cool.

Tables

Entry	Item
John Doe	2016	Description of the item in the list
Jane Doe	2019	Description of the item in the list
Doe Doe	2022	Description of the item in the list

Header1	Header2	Header3
cell1	cell2	cell3
cell4	cell5	cell6
cell1	cell2	cell3
cell4	cell5	cell6
Foot1	Foot2	Foot3

Definition Lists

Definition List Title: Definition list division.
Startup: A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model.
#dowork: Coined by Rob Dyrdek and his personal body guard Christopher “Big Black” Boykins, “Do Work” works as a self motivator, to motivating your friends.
Do It Live: I’ll let Bill O’Reilly explain this one.

Unordered Lists (Nested)

List item one
- List item one
  - List item one
  - List item two
  - List item three
  - List item four
- List item two
- List item three
- List item four
List item two
List item three
List item four

Ordered List (Nested)

List item one
1. List item one
  1. List item one
  2. List item two
  3. List item three
  4. List item four
2. List item two
3. List item three
4. List item four
List item two
List item three
List item four

Buttons

Make any link standout more when applying the .btn class.

Notices

Watch out! You can also add notices by appending {: .notice} to a paragraph.

HTML Tags

Address Tag

1 Infinite Loop
Cupertino, CA 95014
United States

Anchor Tag (aka. Link)

This is an example of a link.

Abbreviation Tag

The abbreviation CSS stands for “Cascading Style Sheets”.

Cite Tag

“Code is poetry.” —Automattic

Code Tag

You will learn later on in these tests that word-wrap: break-word; will be your best friend.

Strike Tag

This tag will let you ~~strikeout text~~.

Emphasize Tag

The emphasize tag should italicize text.

Insert Tag

This tag should denote inserted text.

Keyboard Tag

This scarcely known tag emulates keyboard text, which is usually styled like the <code> tag.

Preformatted Tag

This tag styles large blocks of code.

.post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}

Quote Tag

Developers, developers, developers… –Steve Ballmer

Strong Tag

This tag shows bold text.

Subscript Tag

Getting our science styling on with H₂O, which should push the “2” down.

Superscript Tag

Still sticking with science and Isaac Newton’s E = MC², which should lift the 2 up.

Variable Tag

This allows you to denote variables.

Page Not Found

Sorry, but the page you were trying to view does not exist.

Site personnel

Actuaire de formation, je suis actuellement enseignant-chercheur et consultant indépendant.
Mon parcours se situe à la croisée de l’actuariat, de la data science et de la recherche appliquée.

Consultant

Depuis 2013, j’ai réalisé plus de 30 missions pour une vingtaine de clients, autour de thématiques variées :

provisionnement et modélisation des risques,
développement de modèles de projection (Solvabilité II, IFRS 17),
tarification,
suivi de portefeuilles d’assurance,
projets de R&D actuarielle.

Ces missions ont majoritairement concerné la prévoyance/santé mais également l’assurance vie et non-vie.

Enseignant

Professeur des universités associé à Aix-Marseille Université depuis 2019, je co-dirige le Master IMSA (Ingénierie Mathématiques et Statistiques Actuarielles), dont j’ai été responsable du Master 1 pendant 5 ans.

Mes enseignements couvrent :

actuariat et data science,
outils actuariels appliqués,
accompagnement à la professionnalisation des étudiants.

J’interviens également dans plusieurs formations :

DU Big Data & Data Science à l’Université de Montpellier,
Master d’actuariat MBFA de l’Université de Montpellier,
Master d’actuariat AIMAF de l’Université de Rouen.

Chaque année, j’encadre de nombreux projets étudiants en lien avec le monde professionnel.

Chercheur

Mes recherches se situent à l’interface entre actuariat et machine learning, avec un intérêt particulier pour :

l’apprentissage sur données déséquilibrées,
la modélisation des valeurs rares en assurance,
l’analyse de corrélation non linéaire,
les autoencoders (Deep Learning),
l’estimation non paramétrique de densité,
la génération de données synthétiques.

J’ai soutenu ma thèse à l’ISFA en juin 2024 :
“Contribution de l’apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance”.

Engagements et responsabilités

Reviewer: TMLR, CIKM, IJCNN
Actuaire certifié
Membre du jury de l’Institut des actuaires
Membre animateur de l’Amicale des Actuaires du Sud
Pilote de la chaire DIALog (Digital Insurance And Long-term risks)
Président de l’association des masters en actuariat
Vice-président de l’Association des Mathématiques Actuarielles de Marseille
Membre du comité d’organisation du réseau thématique MATRISK
Encadrant de mémoires (Université Paris-Dauphine)

Archive Layout with Content

A variety of common markup showing how the theme styles them. # Header one ## Header two ### Header three #### Header four ##### Header five ###### Header six ## Blockquotes Single line blockquote: > Quotes are cool. ## Tables | Entry | Item | | | -------- | ------ | ------------------------------------------------------------ | | [John Doe](#) | 2016 | Description of the item in the list | | [Jane Doe](#) | 2019 | Description of the item in the list | | [Doe Doe](#) | 2022 | Description of the item in the list | | Header1 | Header2 | Header3 | |:--------|:-------:|--------:| | cell1 | cell2 | cell3 | | cell4 | cell5 | cell6 | |-----------------------------| | cell1 | cell2 | cell3 | | cell4 | cell5 | cell6 | |=============================| | Foot1 | Foot2 | Foot3 | ## Definition Lists Definition List Title : Definition list division. Startup : A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model. #dowork : Coined by Rob Dyrdek and his personal body guard Christopher "Big Black" Boykins, "Do Work" works as a self motivator, to motivating your friends. Do It Live : I'll let Bill O'Reilly [explain](https://www.youtube.com/watch?v=O_HyZ5aW76c "We'll Do It Live") this one. ## Unordered Lists (Nested) * List item one * List item one * List item one * List item two * List item three * List item four * List item two * List item three * List item four * List item two * List item three * List item four ## Ordered List (Nested) 1. List item one 1. List item one 1. List item one 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four ## Buttons Make any link standout more when applying the `.btn` class. ## Notices **Watch out!** You can also add notices by appending `{: .notice}` to a paragraph. {: .notice} ## HTML Tags ### Address Tag

1 Infinite Loop
Cupertino, CA 95014
United States

### Anchor Tag (aka. Link) This is an example of a [link](http://github.com "GitHub"). ### Abbreviation Tag The abbreviation CSS stands for "Cascading Style Sheets". *[CSS]: Cascading Style Sheets ### Cite Tag "Code is poetry." ---Automattic ### Code Tag You will learn later on in these tests that `word-wrap: break-word;` will be your best friend. ### Strike Tag This tag will let you ~~strikeout text~~. ### Emphasize Tag The emphasize tag should _italicize_ text. ### Insert Tag This tag should denote inserted text. ### Keyboard Tag This scarcely known tag emulates keyboard text, which is usually styled like the `

` tag. ### Preformatted Tag This tag styles large blocks of code..post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}
### Quote Tag Developers, developers, developers… –Steve Ballmer ### Strong Tag This tag shows **bold text**. ### Subscript Tag Getting our science styling on with H₂O, which should push the "2" down. ### Superscript Tag Still sticking with science and Isaac Newton's E = MC², which should lift the 2 up. ### Variable Tag This allows you to denote variables. {% include base_path %} {% for post in site.pages %} {% include archive-single.html %} {% endfor %} </div> </article> </div> Posts by Category
 {% include base_path %} {% include group-by-array collection=site.posts field="categories" %} {% for category in group_names %} {% assign posts = group_items[forloop.index0] %}{{ category }}
{% for post in posts %} {% include archive-single.html %} {% endfor %} {% endfor %}
 Posts by Collection
 {% include base_path %} {% capture written_label %}'None'{% endcapture %} {% for collection in site.collections %} {% unless collection.output == false or collection.label == "posts" %} {% capture label %}{{ collection.label }}{% endcapture %} {% if label != written_label %}{{ label }}
{% capture written_label %}{{ label }}{% endcapture %} {% endif %} {% endunless %} {% for post in collection.docs %} {% unless collection.output == false or collection.label == "posts" %} {% include archive-single.html %} {% endunless %} {% endfor %} {% endfor %}
 CV
 {% include base_path %}

{% include cv-template.html %} Download CV as PDF View Markdown CV


 CV
 # Samuel Stocksieker --- ## Parcours universitaire - **Doctorat** — Institut des Sciences Financières et d’Assurances (ISFA), Université Lyon 1 (2024) *Laboratoire de Sciences Actuarielle et Financière* - Contribution de l'apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance - Directeurs : Frédéric Planchet, Denys Pommeret et Arthur Charpentier - **Master 2** — ISFA, Université Lyon 1 (2013) *Sciences Actuarielles et Financières* - **Master 2** — Aix-Marseille Université (2012) *Ingénierie Statistique et Mathématiques Actuarielles* - **Licence** — Université Lyon 2 (2010) *Informatique Décisionnelle et Statistiques* - **Licence** — Université de Picardie (2009) *Mathématiques* --- ## Expériences professionnelles - **Professeur des Universités Associé à mi-temps (PAST)** — Aix-Marseille Université (depuis 2019) *Équipe Statistiques du groupe ALEA (I2M)* - Co-responsable du master IMSA (actuariat) - Encadrement de projets d'étudiants - **Enseignant Vacataire** — Université de Rouen (depuis 2023) *Master Actuariat et Ingénierie Mathématique pour l'Assurance et la Finance* - **Enseignant Vacataire** — Université de Nîmes (depuis 2020) *Licence pro Chargé.e de Clientèle en Assurance* - **Enseignant Vacataire** — Université de Montpellier (depuis 2018) *DU Big Data, Data Science et Analyse des Risques sous Python* - **Enseignant Vacataire** — Université de Montpellier (depuis 2021) *Master Monnaie, Banque, Finance, Assurance - parcours Actuariat* - **Enseignant Vacataire** — ESILV, Paris (2018–2023) *Cursus ingénieur Actuariat* - **Actuaire** — Milliman, Paris (2014–2019) - ~30 missions chez ~20 clients - Travaux d’inventaire, mise en place de chocs ORSA, calculs Solvabilité II et IFRS 17 - Développement de modèles de projection de flux (Prophet, SAS, Excel) - Revue de modèles, fusions/acquisitions, allocation stratégique d’actifs - **Actuaire** — Optimind-Winter, Paris (2013–2014) - Provisionnement, calculs EV, modélisation ALM - **Actuaire (alternant)** — EOVI Mutuelle, Saint-Étienne (2012–2013) - Tarification & études de risques - Calcul du SCR & MCR et remplissage des QRT - **Actuaire (alternant)** — AXA, Marseille (2011–2012) - Modélisation stochastique du S/C santé & prévoyance - Inventaire et provisionnement, suivi du portefeuille - **Actuaire (stage)** — Direct Assurance, Paris (2011) - Définition d’indicateurs de suivi du risque - Modélisation de la charge de sinistre (GAM, Emblem) - Scoring et modélisation de taux de transformation - **Stage de recherche** — INRETS, Lyon (2010) - Sujet : *Multi-objective Shortest Paths in Multimodal Stochastic Networks* --- ## Compétences - **Informatique :** Python, R, SAS (Base, Guide, IML), Excel, VBA, SQL, Access, Matlab, Prophet, Moses, Emblem, Cognos, Java, Delphi, C/C++, LaTeX - **Langues :** Anglais - **Enseignements dispensés :** - Actuariat Non-Vie (tarification & provisionnement) - Actuariat Vie (tarification & provisionnement) - Excel-VBA pour l’actuariat - R pour l’actuariat - Traitement de données (Python) - Économétrie (Python) - Machine Learning appliqué à l’actuariat - Modélisation et valorisation des produits d’assurance ---
 Expérience professionnelle
 {% include base_path %} {% for post in site.experience reversed %} {% include archive-single-experience.html %} {% endfor %}

 /* * This file controls what is imported from /_sass * * Note that the files are processed in the order they are imported, so they are partly sorted by the dependencies. Also, the first two lines of the file are required by Jekyll. */ @import "vendor/breakpoint/breakpoint", "themes", "theme/default", "theme/dark", "include/mixins", "vendor/susy/susy", "layout/reset", "layout/base", "include/utilities", "layout/tables", "layout/buttons", "layout/notices", "layout/masthead", "layout/navigation", "layout/footer", "syntax", "layout/forms", "layout/page", "layout/archive", "layout/sidebar", "vendor/font-awesome/fontawesome", "vendor/font-awesome/solid", "vendor/font-awesome/brands" ;
 Markdown
 {% include toc %} ## Locations of key files/directories * Basic config options: _config.yml * Top navigation bar config: _data/navigation.yml * Single pages: _pages/ * Collections of pages are .md or .html files in: * _publications/ * _portfolio/ * _posts/ * _teaching/ * _talks/ * Footer: _includes/footer.html * Static files (like PDFs): /files/ * Profile image (can set in _config.yml): images/profile.png ## Tips and hints * Name a file ".md" to have it render in markdown, name it ".html" to render in HTML. * Go to the [commit list](https://github.com/academicpages/academicpages.github.io/commits/master) (on your repo) to find the last version GitHub built with Jekyll. * Green check: successful build * Orange circle: building * Red X: error * No icon: not built * Academic Pages uses [Jekyll Kramdown](https://jekyllrb.com/docs/configuration/markdown/), GitHub Flavored Markdown (GFM) parser, which is similar to the version of Markdown used on GitHub, but may have some minor differences. * Some of emoji supported on GitHub should be supposed via the [Jemoji](https://github.com/jekyll/jemoji) plugin :computer:. * The best list of the supported emoji can be found in the [Emojis for Jekyll via Jemoji](https://www.fabriziomusacchio.com/blog/2021-08-16-emojis_for_Jekyll/#computer) blog post. * While GitHub Pages prevents server side code from running, client-side scripts are supported. * This means that Google Analytics is supported, and [the wiki](https://github.com/academicpages/academicpages.github.io/wiki/Adding-Google-Analytics) should contain the most up-to-date information on getting it working. * Your CV can be written using either Markdown ([preview](https://academicpages.github.io/cv/)) or generated via JSON ([preview](https://academicpages.github.io/cv-json/)) and the layouts are slightly different. You can update the path to the one being used in `_data/navigation.yml` with the JSON formatted CV being hidden by default. * The [Liquid syntax guide](https://shopify.github.io/liquid/tags/control-flow/) is a useful guide for those that want to add functionality to the template or to become contributors to the [template on GitHub](https://github.com/academicpages/academicpages.github.io). ## MathJax Support for MathJax (version 3.* via [jsDelivr](https://www.jsdelivr.com/), [documentation](https://docs.mathjax.org/en/latest/)) is included in the template: $$ \displaylines{ \nabla \cdot E= \frac{\rho}{\epsilon_0} \\\ \nabla \cdot B=0 \\\ \nabla \times E= -\partial_tB \\\ \nabla \times B = \mu_0 \left(J + \varepsilon_0 \partial_t E \right) } $$ The default delimiters of `$$...$$` and `\\[...\\]` are supported for displayed mathematics, while `\\(...\\)` should be used for in-line mathematics (ex., \\(a^2 + b^2 = c^2\\)) **Note** that since Academic Pages uses Markdown which cases some interference with MathJax and LaTeX for escaping characters and new lines, although [some workarounds exist](https://math.codidact.com/posts/278763/278772#answer-278772). In some cases, such as when you are including MathJax in a `citation` field for publications, it may be necessary to use `\(...\)` for inline delineation. ## Mermaid diagrams Academic Pages includes support for [Mermaid diagrams](https://mermaid.js.org/) (version 11.* via [jsDelivr](https://www.jsdelivr.com/)) and in addition to their [tutorials](https://mermaid.js.org/ecosystem/tutorials.html) and [GitHub documentation](https://github.com/mermaid-js/mermaid) the basic syntax is as follows: ```markdown ```mermaid graph LR A-->B ``` ``` Which produces the following plot with the [default theme](https://mermaid.js.org/config/theming.html) applied: ```mermaid graph LR A-->B ``` While a more advanced plot with the `forest` theme applied looks like the following: ```mermaid --- config: theme: 'forest' --- graph TD; A-->B; A-->C; B-->D; C-->D; ``` ## Plotly Academic Pages includes support for Plotly diagrams via a hook in the Markdown code elements, although those that are comfortable with HTML and JavaScript can also access it [via those routes](https://plotly.com/javascript/getting-started/). In order to render a Plotly plot via Markdown the relevant plot data need to be added as follows: ```markdown ```plotly { "data": [ { "x": [1, 2, 3, 4], "y": [10, 15, 13, 17], "type": "scatter" }, { "x": [1, 2, 3, 4], "y": [16, 5, 11, 9], "type": "scatter" } ] } ``` ``` **Important!** Since the data is parsed as JSON *all* of the keys will need to be quoted for the plot to render. The use of a tool like [JSONLint](https://jsonlint.com/) to check syntax is highly recommended. {: .notice} Which produces the following: ```plotly { "data": [ { "x": [1, 2, 3, 4], "y": [10, 15, 13, 17], "type": "scatter" }, { "x": [1, 2, 3, 4], "y": [16, 5, 11, 9], "type": "scatter" } ] } ``` Essentially what is taking place is that the [Plotly attributes](https://plotly.com/javascript/reference/index/) are being taken from the code block as JSON data, parsed, and passed to Plotly along with a theme that matches the current site theme (i.e., a light theme, or a dark theme). This allows all plots that can be described via the `data` attribute to rendered with some limitations for the theme of the plot. ```plotly { "data": [ { "x": [1, 2, 3, 4, 5], "y": [1, 6, 3, 6, 1], "mode": "markers", "type": "scatter", "name": "Team A", "text": ["A-1", "A-2", "A-3", "A-4", "A-5"], "marker": { "size": 12 } }, { "x": [1.5, 2.5, 3.5, 4.5, 5.5], "y": [4, 1, 7, 1, 4], "mode": "markers", "type": "scatter", "name": "Team B", "text": ["B-a", "B-b", "B-c", "B-d", "B-e"], "marker": { "size": 12 } } ], "layout": { "xaxis": { "range": [ 0.75, 5.25 ] }, "yaxis": { "range": [0, 8] }, "title": {"text": "Data Labels Hover"} } } ``` ```plotly { "data": [{ "x": [1, 2, 3], "y": [4, 5, 6], "type": "scatter" }, { "x": [20, 30, 40], "y": [50, 60, 70], "xaxis": "x2", "yaxis": "y2", "type": "scatter" }], "layout": { "grid": { "rows": 1, "columns": 2, "pattern": "independent" }, "title": { "text": "Simple Subplot" } } } ``` ```plotly { "data": [{ "z": [[10, 10.625, 12.5, 15.625, 20], [5.625, 6.25, 8.125, 11.25, 15.625], [2.5, 3.125, 5.0, 8.125, 12.5], [0.625, 1.25, 3.125, 6.25, 10.625], [0, 0.625, 2.5, 5.625, 10]], "type": "contour" }], "layout": { "title": { "text": "Basic Contour Plot" } } } ``` ## Markdown guide Academic Pages uses [kramdown](https://kramdown.gettalong.org/index.html) for Markdown rendering, which has some differences from other Markdown implementations such as GitHub's. In addition to this guide, please see the [kramdown Syntax page](https://kramdown.gettalong.org/syntax.html) for full documentation. ### Header three #### Header four ##### Header five ###### Header six ## Blockquotes Single line blockquote: > Quotes are cool. ## Tables ### Table 1 | Entry | Item | | | -------- | ------ | ------------------------------------------------------------ | | [John Doe](#) | 2016 | Description of the item in the list | | [Jane Doe](#) | 2019 | Description of the item in the list | | [Doe Doe](#) | 2022 | Description of the item in the list | ### Table 2 | Header1 | Header2 | Header3 | |:--------|:-------:|--------:| | cell1 | cell2 | cell3 | | cell4 | ce ll5 | cell6 | |-----------------------------| | cell1 | cell2 | cell3 | | cell4 | cell5 | cell6 | |=============================| | Foot1 | Foot2 | Foot3 | ## Definition Lists Definition List Title : Definition list division. Startup : A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model. #dowork : Coined by Rob Dyrdek and his personal body guard Christopher "Big Black" Boykins, "Do Work" works as a self motivator, to motivating your friends. Do It Live : I'll let Bill O'Reilly [explain](https://www.youtube.com/watch?v=O_HyZ5aW76c "We'll Do It Live") this one. ## Unordered Lists (Nested) * List item one * List item one * List item one * List item two * List item three * List item four * List item two * List item three * List item four * List item two * List item three * List item four ## Ordered List (Nested) 1. List item one 1. List item one 1. List item one 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four 2. List item two 3. List item three 4. List item four ## Buttons Make any link standout more when applying the `.btn` class. ## Notices Basic notices or call-outs are supported using the following syntax: ```markdown **Watch out!** You can also add notices by appending `{: .notice}` to the line following paragraph. {: .notice} ``` which wil render as: **Watch out!** You can also add notices by appending `{: .notice}` to the line following paragraph. {: .notice} ### Footnotes Footnotes can be useful for clarifying points in the text, or citing information.[^1] Markdown support numeric footnotes, as well as text as long as the values are unique.[^note] ```markdown This is the regular text.[^1] This is more regular text.[^note] [^1]: This is the footnote itself. [^note]: This is another footnote. ``` [^1]: Such as this footnote. [^note]: When using text for footnotes markers, no spaces are permitted in the name. ## HTML Tags ### Address Tag 1 Infinite Loop
 Cupertino, CA 95014
 United States
### Anchor Tag (aka. Link) This is an example of a [link](http://github.com "GitHub"). ### Abbreviation Tag The abbreviation CSS stands for "Cascading Style Sheets". *[CSS]: Cascading Style Sheets ### Cite Tag "Code is poetry." ---Automattic ### Code Tag You will learn later on in these tests that `word-wrap: break-word;` will be your best friend. You can also write larger blocks of code with syntax highlighting supported for some languages, such as Python: ```python print('Hello World!') ``` or R: ```R print("Hello World!", quote = FALSE) ``` ### Details Tag (collapsible sections) The HTML `` tag works well with Markdown and allows you to include collapsible sections, see [W3Schools](https://www.w3schools.com/tags/tag_details.asp) for more information on how to use the tag.  Collapsed by default
 This section was collapsed by default! 
 The source code: ```HTML  Collapsed by default
 This section was collapsed by default! 
 ``` Or, you can leave a section open by default by including the `open` attribute in the tag:  Open by default
 This section is open by default thanks to open in the <details open> tag! 
 ### Emphasize Tag The emphasize tag should _italicize_ text. ### Insert Tag This tag should denote inserted text. ### Keyboard Tag This scarcely known tag emulates keyboard text, which is usually styled like the `` tag. ### Preformatted Tag This tag styles large blocks of code..post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}
### Quote Tag Developers, developers, developers… –Steve Ballmer ### Strike Tag This tag will let you strikeout text. ### Strong Tag This tag shows **bold text**. ### Subscript Tag Getting our science styling on with H₂O, which should push the "2" down. ### Superscript Tag Still sticking with science and Isaac Newton's E = MC², which should lift the 2 up. ### Variable Tag This allows you to denote variables. *** **Footnotes** The footnotes in the page will be returned following this line, return to the section on Markdown Footnotes. </div> </article> </div> Page not in menu
 This is a page not in the menu. You can use markdown in this page. Heading 1 ====== Heading 2 ======
 Page Archive
 {% include base_path %} {% for post in site.pages %} {% include archive-single.html %} {% endfor %}
 Portfolio
 {% include base_path %} {% for post in site.portfolio %} {% include archive-single.html %} {% endfor %}
 Publications
 ## Publications principales - **[SHGR: A Generalized Maximal Correlation Coefficient](https://openreview.net/pdf/58cf19b2b73bcb55d28fed96ccbffc7531445046.pdf)** *S. Stocksieker, D. Pommeret* In *Conference on Neural Information Processing Systems (Neurips)*, 2025 - **[A Comprehensive Survey on Imbalanced Regression: Definitions, Solutions, and Future Directions](https://hal.science/hal-05213741)** *S. Stocksieker, D. Pommeret* - **[KurtHGR: A Neural Maximal Correlation for Tabular Datasets](https://www.sciencedirect.com/science/article/pii/S187705092503011X)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES)*, 2025 - **[Disentangled Deep Smoothed Bootstrap for Fair Imbalanced Regression](https://www.sciencedirect.com/science/article/pii/S1877050925031928)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES)*, 2025 - **Delving into Deep Smoothed Bootstrap: Application in Imbalanced Regression**  *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *Special Track on Emerging Data Science Advances, International Conference on Data Science and Advanced Analytics (DSAA)*, 2025 - **[Data Augmentation with Variational Autoencoder for Imbalanced Dataset](https://arxiv.org/pdf/2412.07039)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Neural Information Processing (ICONIP)*, (pp. 354-370), Springer Nature Singapore, 2024 - **[Generalized Oversampling for Learning from Imbalanced Datasets and Associated Theory: Application in Regression](https://openreview.net/pdf?id=DLqPhQxgYu)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *Transactions on Machine Learning Research (TMLR)*, 2024 - **[Boarding for ISS: Imbalanced Self-Supervised – Discovery of a Scaled Autoencoder for Mixed Tabular Datasets](https://arxiv.org/pdf/2403.15790)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Joint Conference on Neural Networks (IJCNN)*, pp. 1-10, IEEE, 2024 - **[Data Augmentation for Imbalanced Regression](https://proceedings.mlr.press/v206/stocksieker23a/stocksieker23a.pdf)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Artificial Intelligence and Statistics (AISTATS)*, pp. 7774–7799, PMLR, 2023 Version publiée: ## Publications connexes (collaborations) - **MIAMI : MIxed Data Augmentation MIxture** *R. Fuchs, D. Pommeret, S. Stocksieker* In *International Conference on Computational Science and Its Applications (ICCSA)*, pp. 113–129, Springer, 2022. - **MI2AMI : Missing Data Imputation Using Mixed Deep Gaussian Mixture Models** *R. Fuchs, D. Pommeret, S. Stocksieker* In *International Conference on Machine Learning, Optimization, and Data Science (LOD)*, pp. 211–222, Springer, 2022. ## Reviewer - **TMLR**: 2024, 2025, 2026 - **IJCNN**: 2025, 2026 ---
 Sitemap
 {% include base_path %} A list of all the posts and pages found on the site. For you robots out there, there is an [XML version]({{ base_path }}/sitemap.xml) available for digesting as well.Pages
{% for post in site.pages %} {% include archive-single.html %} {% endfor %}Posts
{% for post in site.posts %} {% include archive-single.html %} {% endfor %} {% capture written_label %}'None'{% endcapture %} {% for collection in site.collections %} {% unless collection.output == false or collection.label == "posts" %} {% capture label %}{{ collection.label }}{% endcapture %} {% if label != written_label %}{{ label }}
{% capture written_label %}{{ label }}{% endcapture %} {% endif %} {% endunless %} {% for post in collection.docs %} {% unless collection.output == false or collection.label == "posts" %} {% include archive-single.html %} {% endunless %} {% endfor %} {% endfor %}
 Encadrement, responsabilités et jurys
 ## Responsabilités académiques et associatives - **Responsable du Master 1 IMSA** (2019–2024) et **co-responsable du Master 2 IMSA** (2019–2024) - **Co-pilote de la [chaire d'excellence DIALog](https://chaire-dialog.fr/)** (2024 - 2025) - **Co-fondateur et président** de l'[Association des Masters en Actuariat (AMA)](https://amactuariat.fr/) - Membre du comité d'organisation du Réseau Thématique de l'INSMI [MATRISK](https://ama-matrisk-2024.sciencesconf.org/) - **Co-fondateur et président** de l'[Association des Mathématiques Actuarielles de Marseille (AM²)](https://www.helloasso.com/associations/association-des-mathematiques-actuarielles-de-marseille) - **Membre animateur** de l'[Amicale des Actuaires du Sud (AAS)](https://www.linkedin.com/company/amicale-des-actuaires-du-sud-aas?trk=public_post_feed-actor-name) --- ## Encadrement de travaux académiques ### Travaux encadrés de recherche (Master IMSA) - **2024–2025** : 6 étudiants (M1 IMSA) - **2023–2024** : 12 étudiants (M1+M2 IMSA) - **2022–2023** : 14 étudiants (M1+M2 IMSA) - **2021–2022** : 21 étudiants (M1+M2 IMSA) - **2020–2021** : 18 étudiants (M1+M2 IMSA) - **2019–2020** : 23 étudiants (M1+M2 IMSA) - **2018–2019** : 9 étudiants (M1+M2 IMSA) - **2017–2018** : 10 étudiants (M2 IMSA) - **2016–2017** : 1 étudiant (M2 IMSA) **Principaux sujets supervisés :** tarification santé, calculs BE/SCR/ORSA, pilotage de portefeuille, IFRS 17, révision de Solvabilité II, provisionnement non-vie, modélisation du risque de longévité, résiliation, ALM, taux de transformation, tarification marché, machine learning en assurance, open data, migration d’outil, impact climatique, tableau de bord, analyse de données DAMIR, modèles stochastiques, deep learning en actuariat. **Projets tutorés en Python (Université de Montpellier)** - Encadrement de plusieurs projets tutorés chaque année (depuis 2018) ## Encadrement d'alternants - **2024–2025** : 4 M1 IMSA + 8 M2 IMSA - **2023–2024** : 6 M2 IMSA - **2022–2023** : 8 M2 IMSA - **2021–2022** : 7 M2 IMSA ## Encadrement de stages - **2023–2024** : 23 M1 IMSA - **2022–2023** : 15 M1 IMSA - **2021–2022** : 19 M1 IMSA ; 8 M2 ESILV - **2020–2021** : 15 M1 IMSA ; 10 M2 ESILV - **2019–2020** : 16 M1 IMSA ## Jurys - **Mémoires d'actuaire** : - 2024 : 22 mémoires (Université de Brest, Strasbourg) - 2023 : 13 mémoires (Université de Brest, Strasbourg, Lyon) - **Hackathons de l'IRIAF-ENSAR** : jury (2023, 2024, 2025) - **Jurys académiques** : Président ou membre de jury (master IMSA, 2018–2025) ## Organisation d'événements ### Forum école-entreprise (Master IMSA) - 2024: 17 stands - 2023: 15 stands - 2022: 13 stands - 2021: 12 stands - 2020: 8 stands ### Journées de professionnalisation et d’intégration (Master IMSA) - 2021–2025 : Présentations d’anciens (10 - 15) + chasse au trésor marseillaise - 2020 : Séminaire candidature, simulations d’entretien - 2018–2019 : Séminaire métier, séminaire candidature, simulations d’entretien, concours / mini-jeu ### Séminaires métiers (Master IMSA) - 2024 : 5 intervenants professionnels - 2023 : 6 intervenants professionnels - 2022 : 6 intervenants professionnels - 2021 : 6 intervenants professionnels ## Divers - **Membre de groupes de travail** de l’Institut des Actuaires - **Lauréat** du concours de Pédagogie Actuarielle (Caritat, 2019) - **Auteur** de l’ouvrage *[Impact économique d’une catastrophe industrielle pour une mutuelle](https://www.fnac.com/a13165455/Samuel-Stocksieker-Impact-economique-d-une-catastrophe-industrielle-pour-une-mutuelle)* (Editions Universitaires Européennes)
 Posts by Tags
 {% include base_path %} {% include group-by-array collection=site.posts field="tags" %} {% for tag in group_names %} {% assign posts = group_items[forloop.index0] %}{{ tag }}
{% for post in posts %} {% include archive-single.html %} {% endfor %} {% endfor %}
 Talk map

This map is generated from a Jupyter Notebook file in talkmap.ipynb, which mines the location fields in the .md files in _talks/.


 Présentations
 - **Données déséquilibrées en assurance: phénomène, défis et solutions** *Congrès des actuaires*, 2025 - **KurtHGR: A Neural Maximal Correlation for Tabular Data** *Journée d'Econométrie Michel Terraza*, 2025 - **Data Augmentation with Variational Autoencoder for Imbalanced Dataset** *Journées de Statistiques (JDS)* 2025 - **Imbalanced Regression** *Journée d'Econométrie Michel Terraza*, 2024 - **Imbalanced Data : Comment le déséquilibre de données peut impacter les performances des modèles ?** *Chaire DIALog*, 2024 - **Smoothed Bootstrap et génération de données synthétiques pour la modélisation des extrêmes** *Journées de Statistiques (JDS)* 2024 *Rencontres des Jeunes Statisticiens (RJS)* 2024
 Enseignement

  ## Statuts et établissements - **Professeur des Universités Associé à mi-temps (PAST)** — Aix-Marseille Université (AMU)  2019 → Aujourd'hui Équipe Statistiques du groupe ALEA de l'Institut de Mathématiques de Marseille (I2M) Master Ingénierie Mathématiques et Statistiques Actuarielles (IMSA) - **Enseignant Vacataire** — Université de Montpellier (UM)  2018 → Aujourd'hui Diplôme d'Université Big Data, Data Science et Analyse des Risques sous Python (DU Python) - **Enseignant Vacataire** — Université de Montpellier (UM)  2021 → Aujourd'hui Master Mention Monnaie, Banque, Finance, Assurance - parcours Actuariat (MBFA) - **Enseignant Vacataire** — Université de Rouen (UR)  2023 → Aujourd'hui Master Actuariat et Ingénierie Mathématique pour l'Assurance et la Finance (AIMAF) - **Enseignant Vacataire** — École supérieure d'ingénieurs Léonard-de-Vinci (ESILV), Paris  2018 → 2023 Cursus ingénieur Actuariat (atuariat) - **Enseignant Vacataire** — Université de Nîmes (UN)  2020 → 2025 Licence professionnelle Chargé.e de Clientèle en Assurance (LP CCA) — 2020 à 2025 --- ## Cours et interventions par année ### 2024-2025 - **AMU — M1 IMSA** : Outils Informatiques pour l'Actuariat (étude de cas actuarielle sur Excel-VBA), Introduction à l'Actuariat (fondamentaux, tarification non-vie), Actuariat Vie (notations actuarielles, tarification, provisionnement), Données : manipulation (traitement de données, analyse et visualisation de données sous python), Professionnalisation (préparation candidature, découverte des métiers de l'actuariat) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat (étude de cas actuarielle), Apprentissage Statistique (Data science et Machine Learning sous Python), Modélisation et Valorisation de Produits d'Assurance (calculs de BE, SCR, PVFP sous Excel-VBA) - **UM — DU Python** : Traitement de Données (Qualité des données, analyse et visualisation de données sous Python), Économétrie (apprentissage supervisé et non supervisé sous Python) - **UM — M2 MBFA** : Actuariat Vie - **UR — M2 AIMAF** : Actuariat Non-Vie (tarification, provisionnement, applications sous R), Simulations (Etude de cas actuarielle sous Python) - **UN — LP CCA** : Mathématiques Financières (intérêts composés, actualisation, tableau d'amortissement) ### 2023-2024 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie, Modélisation actuarielle (Excel) - **UR — M2 AIMAF** : Actuariat non-vie (R), Simulations (Python) - **UN — LP CCA** : Mathématiques financières ### 2022-2023 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel), Modélisation actuarielle (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, R pour l'actuariat ### 2021-2022 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat ### 2020-2021 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, Actuariat vie (Excel) ### 2019-2020 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2018-2019 - **AMU — M1 IMSA** : Actuariat vie - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2017-2018 - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) Tous les enseignements sont de type **CM/TD/TP** avec **responsabilité complète** : création des cours, TD/TP, projets et examens. --- ## Logiciels et outils utilisés - **Bureautique** : Excel - **Programmation** : Python, R, VBA
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 Blog posts
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 Jupyter notebook markdown generator
 # Jupyter notebook markdown generator These .ipynb files are Jupyter notebook files that convert a TSV containing structured data about talks (`talks.tsv`) or presentations (`presentations.tsv`) into individual markdown files that will be properly formatted for the academicpages template. The notebooks contain a lot of documentation about the process. The .py files are pure python that do the same things if they are executed in a terminal, they just don't have pretty documentation.

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Posts by Category

Posts by Collection

experience

Stagiaire recherche — INRETS

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

Mis à jour : April 01, 2010

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

Actuaire stagiaire — Direct Assurance

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Mis à jour : April 01, 2011

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Actuaire alternant — AXA France

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Sujet de mémoire: Modélisation stochastique du loss ratio

Mis à jour : August 01, 2011

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Actuaire alternant — Eovi Mcd Mutuelle

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Mémoire d’atuariat

Modélisation du risque de catastrophe industrielle pour nue mutuelle santé

Mis à jour : August 01, 2012

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Actuaire consultant — Optimind Winter

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Mis à jour : October 01, 2013

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Actuaire consultant — Milliman

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

Mis à jour : July 01, 2014

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

portfolio

Portfolio item number 1

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 1

Portfolio item number 2

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 2

publications

Paper Title Number 1

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2009

This paper is about the number 1. The number 2 is left for future work.

Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1).
Download Paper | Download Slides | Download Bibtex

Paper Title Number 2

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2010

This paper is about the number 2. The number 3 is left for future work.

Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2).
Download Paper | Download Slides

Paper Title Number 3

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2015

This paper is about the number 3. The number 4 is left for future work.

Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3).
Download Paper | Download Slides

Paper Title Number 4

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in GitHub Journal of Bugs, 2024

This paper is about fixing template issue #693.

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
Download Paper

Paper Title Number 5, with math $E=mc^2$

Using MathJax in the description is supported - $E=mc^2$ - however, the use must be mindful that the default delimiters are $$...$$ and \\[...\\] which differs from the $...$ that is typically expected.

Published in GitHub Journal of Bugs, 2024

This paper is about a famous math equation, $E=mc^2$

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
Download Paper

talks

Talk 1 on Relevant Topic in Your Field

This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : March 01, 2012

This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!

Tutorial 1 on Relevant Topic in Your Field

More information here

This is a description of your tutorial, note the different field in type. This is a markdown files that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : March 01, 2013

More information here

Talk 2 on Relevant Topic in Your Field

More information here

This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : February 01, 2014

More information here

Conference Proceeding talk 3 on Relevant Topic in Your Field

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

Mis à jour : March 01, 2014

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

teaching

Lecturer — ESILV, École Supérieure d’Ingénieurs Léonard de Vinci

- **Life Insurance Actuarial Science**: Overview of life insurance guarantees, technical tools, pricing, and reserving. - **Excel-VBA for Actuarial Science**. - **R for Actuarial Science**.

Graduate Teaching, ESILV, Paris, France, 2019

Life Insurance Actuarial Science: Overview of life insurance guarantees, technical tools, pricing, and reserving.
Excel-VBA for Actuarial Science.
R for Actuarial Science.

Lecturer — University of Montpellier

- **Data processing in Python**: data quality, exploratory data analysis, and statistics. - **Econometrics in Python**: multivariate exploratory analysis, data visualization, GLM, time series, Python interfacing.

Graduate Teaching, University of Montpellier, Montpellier, France, 2019

Data processing in Python: data quality, exploratory data analysis, and statistics.
Econometrics in Python: multivariate exploratory analysis, data visualization, GLM, time series, Python interfacing.

Associate Professor — Aix-Marseille University

- **Part-time Associate Professor** - **Program Co-director for Master IMSA** (*Ingénierie Mathématiques et Statistiques Actuarielles*) - **Master 2 IMSA Courses**: - *Modelling and Valuation of Insurance Products*: theoretical lectures and practical work on building models (BE & PVFP) in Non-Life — Health, Disability, and Life insurance (30h) - Excel & VBA: functionalities, functions, and programming (20h) - Python for actuarial science - Data Science for actuarial science: data processing, exploratory analysis, machine learning, data visualization - **Master 1 IMSA Courses**: - Life Insurance Actuarial Science: guarantees, technical tools, pricing, and reserving (15h) - Actuarial Statistics: technical introduction to actuarial science (20h), non-life pricing - Introduction to Python for data processing - Professionalization module: actuarial career presentations, CV and cover letter preparation, mock interviews, seminar organization

Academic Position, Aix-Marseille University, Marseille, France, 2019

Part-time Associate Professor
Program Co-director for Master IMSA (Ingénierie Mathématiques et Statistiques Actuarielles)
Master 2 IMSA Courses:
- Modelling and Valuation of Insurance Products: theoretical lectures and practical work on building models (BE & PVFP) in Non-Life — Health, Disability, and Life insurance (30h)
- Excel & VBA: functionalities, functions, and programming (20h)
- Python for actuarial science
- Data Science for actuarial science: data processing, exploratory analysis, machine learning, data visualization
Master 1 IMSA Courses:
- Life Insurance Actuarial Science: guarantees, technical tools, pricing, and reserving (15h)
- Actuarial Statistics: technical introduction to actuarial science (20h), non-life pricing
- Introduction to Python for data processing
- Professionalization module: actuarial career presentations, CV and cover letter preparation, mock interviews, seminar organization

CV

Your Sidebar Name

none@example.org

https://academicpages.github.io

Earth, , US

Google Scholar ORCID GitHub

Summary

Currently employed at Red Brick University. Short biography for the left-hand sidebar

Education

Ph.D in Version Control Theory

2018

GitHub University
M.S. in Jekyll

2014

GitHub University
B.S. in GitHub

2012

GitHub University

Publications

Paper Title Number 1

2009

Journal 1

This paper is about the number 1. The number 2 is left for future work.

View Publication
Paper Title Number 2

2010

Journal 1

This paper is about the number 2. The number 3 is left for future work.

View Publication
Paper Title Number 3

2015

Journal 1

This paper is about the number 3. The number 4 is left for future work.

View Publication
Paper Title Number 4

2024

GitHub Journal of Bugs

This paper is about fixing template issue #693.

View Publication

Presentations

Talk 1 on Relevant Topic in Your Field

2012

UC San Francisco, Department of Testing

San Francisco, CA, USA
Tutorial 1 on Relevant Topic in Your Field

2013

UC-Berkeley Institute for Testing Science

Berkeley, CA, USA
Talk 2 on Relevant Topic in Your Field

2014

London School of Testing

London, UK
Conference Proceeding talk 3 on Relevant Topic in Your Field

2014

Testing Institute of America 2014 Annual Conference

Los Angeles, CA, USA

Teaching

Teaching experience 1

2014

University 1, Department

Role: Undergraduate course
Teaching experience 2

2015

University 1, Department

Role: Workshop

Portfolio

Portfolio item number 1

Portfolio

Short description of portfolio item number 1

View Project

Download CV as PDF View Markdown CV

CV

Samuel Stocksieker

Parcours universitaire

Doctorat — Institut des Sciences Financières et d’Assurances (ISFA), Université Lyon 1 (2024)
Laboratoire de Sciences Actuarielle et Financière
- Contribution de l’apprentissage automatique à la modélisation des valeurs rares et des données déséquilibrées : applications en assurance
- Directeurs : Frédéric Planchet, Denys Pommeret et Arthur Charpentier
Master 2 — ISFA, Université Lyon 1 (2013)
Sciences Actuarielles et Financières
Master 2 — Aix-Marseille Université (2012)
Ingénierie Statistique et Mathématiques Actuarielles
Licence — Université Lyon 2 (2010)
Informatique Décisionnelle et Statistiques
Licence — Université de Picardie (2009)
Mathématiques

Expériences professionnelles

Professeur des Universités Associé à mi-temps (PAST) — Aix-Marseille Université (depuis 2019)
Équipe Statistiques du groupe ALEA (I2M)
- Co-responsable du master IMSA (actuariat)
- Encadrement de projets d’étudiants
Enseignant Vacataire — Université de Rouen (depuis 2023)
Master Actuariat et Ingénierie Mathématique pour l’Assurance et la Finance
Enseignant Vacataire — Université de Nîmes (depuis 2020)
Licence pro Chargé.e de Clientèle en Assurance
Enseignant Vacataire — Université de Montpellier (depuis 2018)
DU Big Data, Data Science et Analyse des Risques sous Python
Enseignant Vacataire — Université de Montpellier (depuis 2021)
Master Monnaie, Banque, Finance, Assurance - parcours Actuariat
Enseignant Vacataire — ESILV, Paris (2018–2023)
Cursus ingénieur Actuariat
Actuaire — Milliman, Paris (2014–2019)
- ~30 missions chez ~20 clients
- Travaux d’inventaire, mise en place de chocs ORSA, calculs Solvabilité II et IFRS 17
- Développement de modèles de projection de flux (Prophet, SAS, Excel)
- Revue de modèles, fusions/acquisitions, allocation stratégique d’actifs
Actuaire — Optimind-Winter, Paris (2013–2014)
- Provisionnement, calculs EV, modélisation ALM
Actuaire (alternant) — EOVI Mutuelle, Saint-Étienne (2012–2013)
- Tarification & études de risques
- Calcul du SCR & MCR et remplissage des QRT
Actuaire (alternant) — AXA, Marseille (2011–2012)
- Modélisation stochastique du S/C santé & prévoyance
- Inventaire et provisionnement, suivi du portefeuille
Actuaire (stage) — Direct Assurance, Paris (2011)
- Définition d’indicateurs de suivi du risque
- Modélisation de la charge de sinistre (GAM, Emblem)
- Scoring et modélisation de taux de transformation
Stage de recherche — INRETS, Lyon (2010)
- Sujet : Multi-objective Shortest Paths in Multimodal Stochastic Networks

Compétences

Informatique : Python, R, SAS (Base, Guide, IML), Excel, VBA, SQL, Access, Matlab, Prophet, Moses, Emblem, Cognos, Java, Delphi, C/C++, LaTeX
Langues : Anglais
Enseignements dispensés :
- Actuariat Non-Vie (tarification & provisionnement)
- Actuariat Vie (tarification & provisionnement)
- Excel-VBA pour l’actuariat
- R pour l’actuariat
- Traitement de données (Python)
- Économétrie (Python)
- Machine Learning appliqué à l’actuariat
- Modélisation et valorisation des produits d’assurance

Expérience professionnelle

Actuaire consultant — Milliman

juillet 2014 → avril 2019

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

Actuaire consultant — Optimind Winter

octobre 2013 → juin 2014

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Actuaire alternant — Eovi Mcd Mutuelle

août 2012 → septembre 2013

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Actuaire alternant — AXA France

août 2011 → août 2012

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Actuaire stagiaire — Direct Assurance

avril 2011 → août 2011

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Stagiaire recherche — INRETS

avril 2010 → août 2010

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

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Markdown

Locations of key files/directories

Basic config options: _config.yml
Top navigation bar config: _data/navigation.yml
Single pages: _pages/
Collections of pages are .md or .html files in:
- _publications/
- _portfolio/
- _posts/
- _teaching/
- _talks/
Footer: _includes/footer.html
Static files (like PDFs): /files/
Profile image (can set in _config.yml): images/profile.png

Tips and hints

Name a file “.md” to have it render in markdown, name it “.html” to render in HTML.
Go to the commit list (on your repo) to find the last version GitHub built with Jekyll.
- Green check: successful build
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- No icon: not built
Academic Pages uses Jekyll Kramdown, GitHub Flavored Markdown (GFM) parser, which is similar to the version of Markdown used on GitHub, but may have some minor differences.
- Some of emoji supported on GitHub should be supposed via the Jemoji plugin .
- The best list of the supported emoji can be found in the Emojis for Jekyll via Jemoji blog post.
While GitHub Pages prevents server side code from running, client-side scripts are supported.
- This means that Google Analytics is supported, and the wiki should contain the most up-to-date information on getting it working.
Your CV can be written using either Markdown (preview) or generated via JSON (preview) and the layouts are slightly different. You can update the path to the one being used in _data/navigation.yml with the JSON formatted CV being hidden by default.
The Liquid syntax guide is a useful guide for those that want to add functionality to the template or to become contributors to the template on GitHub.

MathJax

Support for MathJax (version 3.* via jsDelivr, documentation) is included in the template:

\[\displaylines{ \nabla \cdot E= \frac{\rho}{\epsilon_0} \\\ \nabla \cdot B=0 \\\ \nabla \times E= -\partial_tB \\\ \nabla \times B = \mu_0 \left(J + \varepsilon_0 \partial_t E \right) }\]

The default delimiters of $$...$$ and \\[...\\] are supported for displayed mathematics, while \$...\$ should be used for in-line mathematics (ex., $a^2 + b^2 = c^2$)

Note that since Academic Pages uses Markdown which cases some interference with MathJax and LaTeX for escaping characters and new lines, although some workarounds exist. In some cases, such as when you are including MathJax in a citation field for publications, it may be necessary to use $...$ for inline delineation.

Mermaid diagrams

Academic Pages includes support for Mermaid diagrams (version 11.* via jsDelivr) and in addition to their tutorials and GitHub documentation the basic syntax is as follows:

    ```mermaid
    graph LR
    A-->B
    ```

Which produces the following plot with the default theme applied:

graph LR
A-->B

While a more advanced plot with the forest theme applied looks like the following:

---
config:
  theme: 'forest'
---
graph TD;
    A-->B;
    A-->C;
    B-->D;
    C-->D;

Plotly

Academic Pages includes support for Plotly diagrams via a hook in the Markdown code elements, although those that are comfortable with HTML and JavaScript can also access it via those routes.

In order to render a Plotly plot via Markdown the relevant plot data need to be added as follows:

    ```plotly
    {
      "data": [
        {
          "x": [1, 2, 3, 4],
          "y": [10, 15, 13, 17],
          "type": "scatter"
        },
        {
          "x": [1, 2, 3, 4],
          "y": [16, 5, 11, 9],
          "type": "scatter"
        }
      ]
    }
    ```

Important! Since the data is parsed as JSON all of the keys will need to be quoted for the plot to render. The use of a tool like JSONLint to check syntax is highly recommended.

Which produces the following:

{
  "data": [
    {
      "x": [1, 2, 3, 4],
      "y": [10, 15, 13, 17],
      "type": "scatter"
    },
    {
      "x": [1, 2, 3, 4],
      "y": [16, 5, 11, 9],
      "type": "scatter"
    }
  ]
}

Essentially what is taking place is that the Plotly attributes are being taken from the code block as JSON data, parsed, and passed to Plotly along with a theme that matches the current site theme (i.e., a light theme, or a dark theme). This allows all plots that can be described via the data attribute to rendered with some limitations for the theme of the plot.

{
  "data": [
    {
      "x": [1, 2, 3, 4, 5],
      "y": [1, 6, 3, 6, 1],
      "mode": "markers",
      "type": "scatter",
      "name": "Team A",
      "text": ["A-1", "A-2", "A-3", "A-4", "A-5"],
      "marker": { "size": 12 }
    },
    {
      "x": [1.5, 2.5, 3.5, 4.5, 5.5],
      "y": [4, 1, 7, 1, 4],
      "mode": "markers",
      "type": "scatter",
      "name": "Team B",
      "text": ["B-a", "B-b", "B-c", "B-d", "B-e"],
      "marker": { "size": 12 }
    }    
  ],
  "layout": {
    "xaxis": {
      "range": [ 0.75, 5.25 ]
    },
    "yaxis": {
      "range": [0, 8]
    },
    "title": {"text": "Data Labels Hover"}
  }
}

{
  "data": [{
      "x": [1, 2, 3],
      "y": [4, 5, 6],
      "type": "scatter"
    },
    {
      "x": [20, 30, 40],
      "y": [50, 60, 70],
      "xaxis": "x2",
      "yaxis": "y2",
      "type": "scatter"
  }],
  "layout": {
    "grid": {
      "rows": 1,
      "columns": 2,
      "pattern": "independent"
    },
    "title": {
      "text": "Simple Subplot"
    }    
  }
}

{
  "data": [{
		"z": [[10, 10.625, 12.5, 15.625, 20],
          [5.625, 6.25, 8.125, 11.25, 15.625],
          [2.5, 3.125, 5.0, 8.125, 12.5],
          [0.625, 1.25, 3.125, 6.25, 10.625],
          [0, 0.625, 2.5, 5.625, 10]],
		"type": "contour"
	}],
  "layout": {
    "title": {
      "text": "Basic Contour Plot"
    }
  }
}

Markdown guide

Academic Pages uses kramdown for Markdown rendering, which has some differences from other Markdown implementations such as GitHub’s. In addition to this guide, please see the kramdown Syntax page for full documentation.

Header three

Header four

Header five

Header six

Blockquotes

Single line blockquote:

Quotes are cool.

Tables

Table 1

Entry	Item
John Doe	2016	Description of the item in the list
Jane Doe	2019	Description of the item in the list
Doe Doe	2022	Description of the item in the list

Table 2

Header1	Header2	Header3
cell1	cell2	cell3
cell4	ce
ll5	cell6
cell1	cell2	cell3
cell4	cell5	cell6
Foot1	Foot2	Foot3

Definition Lists

Definition List Title: Definition list division.
Startup: A startup company or startup is a company or temporary organization designed to search for a repeatable and scalable business model.
#dowork: Coined by Rob Dyrdek and his personal body guard Christopher “Big Black” Boykins, “Do Work” works as a self motivator, to motivating your friends.
Do It Live: I’ll let Bill O’Reilly explain this one.

Unordered Lists (Nested)

List item one
- List item one
  - List item one
  - List item two
  - List item three
  - List item four
- List item two
- List item three
- List item four
List item two
List item three
List item four

Ordered List (Nested)

List item one
1. List item one
  1. List item one
  2. List item two
  3. List item three
  4. List item four
2. List item two
3. List item three
4. List item four
List item two
List item three
List item four

Buttons

Make any link standout more when applying the .btn class.

Notices

Basic notices or call-outs are supported using the following syntax:

**Watch out!** You can also add notices by appending `{: .notice}` to the line following paragraph.
{: .notice}

which wil render as:

Watch out! You can also add notices by appending {: .notice} to the line following paragraph.

Footnotes

Footnotes can be useful for clarifying points in the text, or citing information.¹ Markdown support numeric footnotes, as well as text as long as the values are unique.²

This is the regular text.[^1] This is more regular text.[^note]

[^1]: This is the footnote itself.
[^note]: This is another footnote.

HTML Tags

Address Tag

1 Infinite Loop
Cupertino, CA 95014
United States

Anchor Tag (aka. Link)

This is an example of a link.

Abbreviation Tag

The abbreviation CSS stands for “Cascading Style Sheets”.

Cite Tag

“Code is poetry.” —Automattic

Code Tag

You will learn later on in these tests that word-wrap: break-word; will be your best friend.

You can also write larger blocks of code with syntax highlighting supported for some languages, such as Python:

print('Hello World!')

or R:

print("Hello World!", quote = FALSE)

Details Tag (collapsible sections)

The HTML <details> tag works well with Markdown and allows you to include collapsible sections, see W3Schools for more information on how to use the tag.

Collapsed by default

This section was collapsed by default!

The source code:

<details>
  <summary>Collapsed by default</summary>
  This section was collapsed by default!
</details>

Or, you can leave a section open by default by including the open attribute in the tag:

Open by default

This section is open by default thanks to open in the <details open> tag!

Emphasize Tag

The emphasize tag should italicize text.

Insert Tag

This tag should denote inserted text.

Keyboard Tag

This scarcely known tag emulates keyboard text, which is usually styled like the <code> tag.

Preformatted Tag

This tag styles large blocks of code.

.post-title {
  margin: 0 0 5px;
  font-weight: bold;
  font-size: 38px;
  line-height: 1.2;
  and here's a line of some really, really, really, really long text, just to see how the PRE tag handles it and to find out how it overflows;
}

Quote Tag

Developers, developers, developers… –Steve Ballmer

Strike Tag

This tag will let you ~~strikeout text~~.

Strong Tag

This tag shows bold text.

Subscript Tag

Getting our science styling on with H₂O, which should push the “2” down.

Superscript Tag

Still sticking with science and Isaac Newton’s E = MC², which should lift the 2 up.

Variable Tag

This allows you to denote variables.

Footnotes

The footnotes in the page will be returned following this line, return to the section on Markdown Footnotes.

Such as this footnote. ↩
When using text for footnotes markers, no spaces are permitted in the name. ↩

Page not in menu

This is a page not in the menu. You can use markdown in this page.

Heading 1

Heading 2

Page Archive

{% include base_path %} {% for post in site.pages %} {% include archive-single.html %} {% endfor %}

Portfolio

{% include base_path %} {% for post in site.portfolio %} {% include archive-single.html %} {% endfor %}

Publications

## Publications principales - **[SHGR: A Generalized Maximal Correlation Coefficient](https://openreview.net/pdf/58cf19b2b73bcb55d28fed96ccbffc7531445046.pdf)** *S. Stocksieker, D. Pommeret* In *Conference on Neural Information Processing Systems (Neurips)*, 2025 - **[A Comprehensive Survey on Imbalanced Regression: Definitions, Solutions, and Future Directions](https://hal.science/hal-05213741)** *S. Stocksieker, D. Pommeret* - **[KurtHGR: A Neural Maximal Correlation for Tabular Datasets](https://www.sciencedirect.com/science/article/pii/S187705092503011X)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES)*, 2025 - **[Disentangled Deep Smoothed Bootstrap for Fair Imbalanced Regression](https://www.sciencedirect.com/science/article/pii/S1877050925031928)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES)*, 2025 - **Delving into Deep Smoothed Bootstrap: Application in Imbalanced Regression** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *Special Track on Emerging Data Science Advances, International Conference on Data Science and Advanced Analytics (DSAA)*, 2025 - **[Data Augmentation with Variational Autoencoder for Imbalanced Dataset](https://arxiv.org/pdf/2412.07039)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Neural Information Processing (ICONIP)*, (pp. 354-370), Springer Nature Singapore, 2024 - **[Generalized Oversampling for Learning from Imbalanced Datasets and Associated Theory: Application in Regression](https://openreview.net/pdf?id=DLqPhQxgYu)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *Transactions on Machine Learning Research (TMLR)*, 2024 - **[Boarding for ISS: Imbalanced Self-Supervised – Discovery of a Scaled Autoencoder for Mixed Tabular Datasets](https://arxiv.org/pdf/2403.15790)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Joint Conference on Neural Networks (IJCNN)*, pp. 1-10, IEEE, 2024 - **[Data Augmentation for Imbalanced Regression](https://proceedings.mlr.press/v206/stocksieker23a/stocksieker23a.pdf)** *Stocksieker, S., Pommeret, D., & Charpentier, A.* In *International Conference on Artificial Intelligence and Statistics (AISTATS)*, pp. 7774–7799, PMLR, 2023 Version publiée: ## Publications connexes (collaborations) - **MIAMI : MIxed Data Augmentation MIxture** *R. Fuchs, D. Pommeret, S. Stocksieker* In *International Conference on Computational Science and Its Applications (ICCSA)*, pp. 113–129, Springer, 2022. - **MI2AMI : Missing Data Imputation Using Mixed Deep Gaussian Mixture Models** *R. Fuchs, D. Pommeret, S. Stocksieker* In *International Conference on Machine Learning, Optimization, and Data Science (LOD)*, pp. 211–222, Springer, 2022. ## Reviewer - **TMLR**: 2024, 2025, 2026 - **IJCNN**: 2025, 2026 ---

Sitemap

{% include base_path %} A list of all the posts and pages found on the site. For you robots out there, there is an [XML version]({{ base_path }}/sitemap.xml) available for digesting as well.

Pages

{% for post in site.pages %} {% include archive-single.html %} {% endfor %}

Posts

{% for post in site.posts %} {% include archive-single.html %} {% endfor %} {% capture written_label %}'None'{% endcapture %} {% for collection in site.collections %} {% unless collection.output == false or collection.label == "posts" %} {% capture label %}{{ collection.label }}{% endcapture %} {% if label != written_label %}

{% capture written_label %}{{ label }}{% endcapture %} {% endif %} {% endunless %} {% for post in collection.docs %} {% unless collection.output == false or collection.label == "posts" %} {% include archive-single.html %} {% endunless %} {% endfor %} {% endfor %}

Encadrement, responsabilités et jurys

## Responsabilités académiques et associatives - **Responsable du Master 1 IMSA** (2019–2024) et **co-responsable du Master 2 IMSA** (2019–2024) - **Co-pilote de la [chaire d'excellence DIALog](https://chaire-dialog.fr/)** (2024 - 2025) - **Co-fondateur et président** de l'[Association des Masters en Actuariat (AMA)](https://amactuariat.fr/) - Membre du comité d'organisation du Réseau Thématique de l'INSMI [MATRISK](https://ama-matrisk-2024.sciencesconf.org/) - **Co-fondateur et président** de l'[Association des Mathématiques Actuarielles de Marseille (AM²)](https://www.helloasso.com/associations/association-des-mathematiques-actuarielles-de-marseille) - **Membre animateur** de l'[Amicale des Actuaires du Sud (AAS)](https://www.linkedin.com/company/amicale-des-actuaires-du-sud-aas?trk=public_post_feed-actor-name) --- ## Encadrement de travaux académiques ### Travaux encadrés de recherche (Master IMSA) - **2024–2025** : 6 étudiants (M1 IMSA) - **2023–2024** : 12 étudiants (M1+M2 IMSA) - **2022–2023** : 14 étudiants (M1+M2 IMSA) - **2021–2022** : 21 étudiants (M1+M2 IMSA) - **2020–2021** : 18 étudiants (M1+M2 IMSA) - **2019–2020** : 23 étudiants (M1+M2 IMSA) - **2018–2019** : 9 étudiants (M1+M2 IMSA) - **2017–2018** : 10 étudiants (M2 IMSA) - **2016–2017** : 1 étudiant (M2 IMSA) **Principaux sujets supervisés :** tarification santé, calculs BE/SCR/ORSA, pilotage de portefeuille, IFRS 17, révision de Solvabilité II, provisionnement non-vie, modélisation du risque de longévité, résiliation, ALM, taux de transformation, tarification marché, machine learning en assurance, open data, migration d’outil, impact climatique, tableau de bord, analyse de données DAMIR, modèles stochastiques, deep learning en actuariat. **Projets tutorés en Python (Université de Montpellier)** - Encadrement de plusieurs projets tutorés chaque année (depuis 2018) ## Encadrement d'alternants - **2024–2025** : 4 M1 IMSA + 8 M2 IMSA - **2023–2024** : 6 M2 IMSA - **2022–2023** : 8 M2 IMSA - **2021–2022** : 7 M2 IMSA ## Encadrement de stages - **2023–2024** : 23 M1 IMSA - **2022–2023** : 15 M1 IMSA - **2021–2022** : 19 M1 IMSA ; 8 M2 ESILV - **2020–2021** : 15 M1 IMSA ; 10 M2 ESILV - **2019–2020** : 16 M1 IMSA ## Jurys - **Mémoires d'actuaire** : - 2024 : 22 mémoires (Université de Brest, Strasbourg) - 2023 : 13 mémoires (Université de Brest, Strasbourg, Lyon) - **Hackathons de l'IRIAF-ENSAR** : jury (2023, 2024, 2025) - **Jurys académiques** : Président ou membre de jury (master IMSA, 2018–2025) ## Organisation d'événements ### Forum école-entreprise (Master IMSA) - 2024: 17 stands - 2023: 15 stands - 2022: 13 stands - 2021: 12 stands - 2020: 8 stands ### Journées de professionnalisation et d’intégration (Master IMSA) - 2021–2025 : Présentations d’anciens (10 - 15) + chasse au trésor marseillaise - 2020 : Séminaire candidature, simulations d’entretien - 2018–2019 : Séminaire métier, séminaire candidature, simulations d’entretien, concours / mini-jeu ### Séminaires métiers (Master IMSA) - 2024 : 5 intervenants professionnels - 2023 : 6 intervenants professionnels - 2022 : 6 intervenants professionnels - 2021 : 6 intervenants professionnels ## Divers - **Membre de groupes de travail** de l’Institut des Actuaires - **Lauréat** du concours de Pédagogie Actuarielle (Caritat, 2019) - **Auteur** de l’ouvrage *[Impact économique d’une catastrophe industrielle pour une mutuelle](https://www.fnac.com/a13165455/Samuel-Stocksieker-Impact-economique-d-une-catastrophe-industrielle-pour-une-mutuelle)* (Editions Universitaires Européennes)

Posts by Tags

{% include base_path %} {% include group-by-array collection=site.posts field="tags" %} {% for tag in group_names %} {% assign posts = group_items[forloop.index0] %}

{% for post in posts %} {% include archive-single.html %} {% endfor %} {% endfor %}

Talk map

This map is generated from a Jupyter Notebook file in talkmap.ipynb, which mines the location fields in the .md files in _talks/.

Présentations

- **Données déséquilibrées en assurance: phénomène, défis et solutions** *Congrès des actuaires*, 2025 - **KurtHGR: A Neural Maximal Correlation for Tabular Data** *Journée d'Econométrie Michel Terraza*, 2025 - **Data Augmentation with Variational Autoencoder for Imbalanced Dataset** *Journées de Statistiques (JDS)* 2025 - **Imbalanced Regression** *Journée d'Econométrie Michel Terraza*, 2024 - **Imbalanced Data : Comment le déséquilibre de données peut impacter les performances des modèles ?** *Chaire DIALog*, 2024 - **Smoothed Bootstrap et génération de données synthétiques pour la modélisation des extrêmes** *Journées de Statistiques (JDS)* 2024 *Rencontres des Jeunes Statisticiens (RJS)* 2024

Enseignement

## Statuts et établissements - **Professeur des Universités Associé à mi-temps (PAST)** — Aix-Marseille Université (AMU) 2019 → Aujourd'hui Équipe Statistiques du groupe ALEA de l'Institut de Mathématiques de Marseille (I2M) Master Ingénierie Mathématiques et Statistiques Actuarielles (IMSA) - **Enseignant Vacataire** — Université de Montpellier (UM) 2018 → Aujourd'hui Diplôme d'Université Big Data, Data Science et Analyse des Risques sous Python (DU Python) - **Enseignant Vacataire** — Université de Montpellier (UM) 2021 → Aujourd'hui Master Mention Monnaie, Banque, Finance, Assurance - parcours Actuariat (MBFA) - **Enseignant Vacataire** — Université de Rouen (UR) 2023 → Aujourd'hui Master Actuariat et Ingénierie Mathématique pour l'Assurance et la Finance (AIMAF) - **Enseignant Vacataire** — École supérieure d'ingénieurs Léonard-de-Vinci (ESILV), Paris 2018 → 2023 Cursus ingénieur Actuariat (atuariat) - **Enseignant Vacataire** — Université de Nîmes (UN) 2020 → 2025 Licence professionnelle Chargé.e de Clientèle en Assurance (LP CCA) — 2020 à 2025 --- ## Cours et interventions par année ### 2024-2025 - **AMU — M1 IMSA** : Outils Informatiques pour l'Actuariat (étude de cas actuarielle sur Excel-VBA), Introduction à l'Actuariat (fondamentaux, tarification non-vie), Actuariat Vie (notations actuarielles, tarification, provisionnement), Données : manipulation (traitement de données, analyse et visualisation de données sous python), Professionnalisation (préparation candidature, découverte des métiers de l'actuariat) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat (étude de cas actuarielle), Apprentissage Statistique (Data science et Machine Learning sous Python), Modélisation et Valorisation de Produits d'Assurance (calculs de BE, SCR, PVFP sous Excel-VBA) - **UM — DU Python** : Traitement de Données (Qualité des données, analyse et visualisation de données sous Python), Économétrie (apprentissage supervisé et non supervisé sous Python) - **UM — M2 MBFA** : Actuariat Vie - **UR — M2 AIMAF** : Actuariat Non-Vie (tarification, provisionnement, applications sous R), Simulations (Etude de cas actuarielle sous Python) - **UN — LP CCA** : Mathématiques Financières (intérêts composés, actualisation, tableau d'amortissement) ### 2023-2024 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie, Modélisation actuarielle (Excel) - **UR — M2 AIMAF** : Actuariat non-vie (R), Simulations (Python) - **UN — LP CCA** : Mathématiques financières ### 2022-2023 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel), Modélisation actuarielle (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, R pour l'actuariat ### 2021-2022 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat ### 2020-2021 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, Actuariat vie (Excel) ### 2019-2020 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2018-2019 - **AMU — M1 IMSA** : Actuariat vie - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2017-2018 - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) Tous les enseignements sont de type **CM/TD/TP** avec **responsabilité complète** : création des cours, TD/TP, projets et examens. --- ## Logiciels et outils utilisés - **Bureautique** : Excel - **Programmation** : Python, R, VBA

Terms and Privacy Policy

{% include base_path %} {% include toc %} ## Privacy Policy The privacy of my visitors is extremely important. This Privacy Policy outlines the types of personal information that is received and collected and how it is used. First and foremost, I will never share your email address or any other personal information to anyone without your direct consent. ### Log Files Like many other websites, this site uses log files to help learn about when, from where, and how often traffic flows to this site. The information in these log files include: * Internet Protocol addresses (IP) * Types of browser * Internet Service Provider (ISP) * Date and time stamp * Referring and exit pages * Number of clicks All of this information is not linked to anything that is personally identifiable. ### Cookies and Web Beacons When you visit this site "convenience" cookies are stored on your computer when you submit a comment to help you log in faster to [Disqus](http://disqus.com) the next time you leave a comment. Third-party advertisers may also place and read cookies on your browser and/or use web beacons to collect information. This site has no access or control over these cookies. You should review the respective privacy policies on any and all third-party ad servers for more information regarding their practices and how to opt-out. If you wish to disable cookies, you may do so through your web browser options. Instructions for doing so can be found on the specific web browsers' websites. #### Google Analytics Google Analytics is a web analytics tool I use to help understand how visitors engage with this website. It reports website trends using cookies and web beacons without identifying individual visitors. You can read [Google Analytics Privacy Policy](http://www.google.com/analytics/learn/privacy.html).

Blog posts

{% include base_path %} {% capture written_year %}'None'{% endcapture %} {% for post in site.posts %} {% capture year %}{{ post.date | date: '%Y' }}{% endcapture %} {% if year != written_year %}

{% capture written_year %}{{ year }}{% endcapture %} {% endif %} {% include archive-single.html %} {% endfor %}

/* * This file controls what is imported from /_sass * * Note that the files are processed in the order they are imported, so they are partly sorted by the dependencies. Also, the first two lines of the file are required by Jekyll. */ @import "vendor/breakpoint/breakpoint", "themes", "theme/default", "theme/dark", "include/mixins", "vendor/susy/susy", "layout/reset", "layout/base", "include/utilities", "layout/tables", "layout/buttons", "layout/notices", "layout/masthead", "layout/navigation", "layout/footer", "syntax", "layout/forms", "layout/page", "layout/archive", "layout/sidebar", "vendor/font-awesome/fontawesome", "vendor/font-awesome/solid", "vendor/font-awesome/brands", "vendor/magnific-popup/magnific-popup" ;

{"/about/":"https://sstocksieker.github.io/","/about.html":"https://sstocksieker.github.io/","/resume-json":"https://sstocksieker.github.io/cv-json/","/resume":"https://sstocksieker.github.io/cv/","/md/":"https://sstocksieker.github.io/markdown/","/markdown.html":"https://sstocksieker.github.io/markdown/","/nmp/":"https://sstocksieker.github.io/non-menu-page/","/nmp.html":"https://sstocksieker.github.io/non-menu-page/","/wordpress/blog-posts/":"https://sstocksieker.github.io/year-archive/"}

Jupyter notebook markdown generator

# Jupyter notebook markdown generator These .ipynb files are Jupyter notebook files that convert a TSV containing structured data about talks (`talks.tsv`) or presentations (`presentations.tsv`) into individual markdown files that will be properly formatted for the academicpages template. The notebooks contain a lot of documentation about the process. The .py files are pure python that do the same things if they are executed in a terminal, they just don't have pretty documentation.

{% if page.xsl %} {% endif %} {% assign collections = site.collections | where_exp:'collection','collection.output != false' %}{% for collection in collections %}{% assign docs = collection.docs | where_exp:'doc','doc.sitemap != false' %}{% for doc in docs %} {{ doc.url | replace:'/index.html','/' | absolute_url | xml_escape }} {% if doc.last_modified_at or doc.date %}{{ doc.last_modified_at | default: doc.date | date_to_xmlschema }} {% endif %} {% endfor %}{% endfor %}{% assign pages = site.html_pages | where_exp:'doc','doc.sitemap != false' | where_exp:'doc','doc.url != "/404.html"' %}{% for page in pages %} {{ page.url | replace:'/index.html','/' | absolute_url | xml_escape }} {% if page.last_modified_at %}{{ page.last_modified_at | date_to_xmlschema }} {% endif %} {% endfor %}{% assign static_files = page.static_files | where_exp:'page','page.sitemap != false' | where_exp:'page','page.name != "404.html"' %}{% for file in static_files %} {{ file.path | replace:'/index.html','/' | absolute_url | xml_escape }} {{ file.modified_time | date_to_xmlschema }} {% endfor %}

{% if page.xsl %}{% endif %}<feed xmlns="http://www.w3.org/2005/Atom" {% if site.lang %}xml:lang="{{ site.lang }}"{% endif %}>Jekyll<link href="{{ '/' | absolute_url }}" rel="alternate" type="text/html" {% if site.lang %}hreflang="{{ site.lang }}" {% endif %}/>{{ site.time | date_to_xmlschema }}{{ page.url | absolute_url | xml_escape }}{% assign title = site.title | default: site.name %}{% if page.collection != "posts" %}{% assign collection = page.collection | capitalize %}{% assign title = title | append: " | " | append: collection %}{% endif %}{% if page.category %}{% assign category = page.category | capitalize %}{% assign title = title | append: " | " | append: category %}{% endif %}{% if title %}{{ title | smartify | xml_escape }}{% endif %}{% if site.description %}{{ site.description | xml_escape }}{% endif %}{% if site.author %}{{ site.author.name | default: site.author | xml_escape }}{% if site.author.email %}{{ site.author.email | xml_escape }}{% endif %}{% if site.author.uri %}{{ site.author.uri | xml_escape }}{% endif %}{% endif %}{% if page.tags %}{% assign posts = site.tags[page.tags] %}{% else %}{% assign posts = site[page.collection] %}{% endif %}{% if page.category %}{% assign posts = posts | where: "categories", page.category %}{% endif %}{% unless site.show_drafts %}{% assign posts = posts | where_exp: "post", "post.draft != true" %}{% endunless %}{% assign posts = posts | sort: "date" | reverse %}{% assign posts_limit = site.feed.posts_limit | default: 10 %}{% for post in posts limit: posts_limit %}<entry{% if post.lang %}{{" "}}xml:lang="{{ post.lang }}"{% endif %}>{% assign post_title = post.title | smartify | strip_html | normalize_whitespace | xml_escape %}{{ post_title }} {{ post.date | date_to_xmlschema }}{{ post.last_modified_at | default: post.date | date_to_xmlschema }}{{ post.id | absolute_url | xml_escape }}{% assign excerpt_only = post.feed.excerpt_only | default: site.feed.excerpt_only %}{% unless excerpt_only %}<![CDATA[{{ post.content | strip }}]]>{% endunless %}{% assign post_author = post.author | default: post.authors[0] | default: site.author %}{% assign post_author = site.data.authors[post_author] | default: post_author %}{% assign post_author_email = post_author.email | default: nil %}{% assign post_author_uri = post_author.uri | default: nil %}{% assign post_author_name = post_author.name | default: post_author %}{{ post_author_name | default: "" | xml_escape }}{% if post_author_email %}{{ post_author_email | xml_escape }}{% endif %}{% if post_author_uri %}{{ post_author_uri | xml_escape }}{% endif %}{% if post.category %}{% elsif post.categories %}{% for category in post.categories %}{% endfor %}{% endif %}{% for tag in post.tags %}{% endfor %}{% assign post_summary = post.description | default: post.excerpt %}{% if post_summary and post_summary != empty %}

<![CDATA[{{ post_summary | strip_html | normalize_whitespace }}]]>

{% endif %}{% assign post_image = post.image.path | default: post.image %}{% if post_image %}{% unless post_image contains "://" %}{% assign post_image = post_image | absolute_url %}{% endunless %}{% endif %}</entry>{% endfor %}</feed>

Portfolio

Portfolio item number 1

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 1

Portfolio item number 2

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 2

Publications

Publications principales

SHGR: A Generalized Maximal Correlation Coefficient
S. Stocksieker, D. Pommeret
In Conference on Neural Information Processing Systems (Neurips), 2025
A Comprehensive Survey on Imbalanced Regression: Definitions, Solutions, and Future Directions
S. Stocksieker, D. Pommeret
KurtHGR: A Neural Maximal Correlation for Tabular Datasets
Stocksieker, S., Pommeret, D., & Charpentier, A.
In International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES), 2025
Disentangled Deep Smoothed Bootstrap for Fair Imbalanced Regression
Stocksieker, S., Pommeret, D., & Charpentier, A.
In International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES), 2025
Delving into Deep Smoothed Bootstrap: Application in Imbalanced Regression
Stocksieker, S., Pommeret, D., & Charpentier, A.
In Special Track on Emerging Data Science Advances, International Conference on Data Science and Advanced Analytics (DSAA), 2025
Data Augmentation with Variational Autoencoder for Imbalanced Dataset
Stocksieker, S., Pommeret, D., & Charpentier, A.
In International Conference on Neural Information Processing (ICONIP), (pp. 354-370), Springer Nature Singapore, 2024
Generalized Oversampling for Learning from Imbalanced Datasets and Associated Theory: Application in Regression
Stocksieker, S., Pommeret, D., & Charpentier, A.
In Transactions on Machine Learning Research (TMLR), 2024
Boarding for ISS: Imbalanced Self-Supervised – Discovery of a Scaled Autoencoder for Mixed Tabular Datasets
Stocksieker, S., Pommeret, D., & Charpentier, A.
In International Joint Conference on Neural Networks (IJCNN), pp. 1-10, IEEE, 2024
Data Augmentation for Imbalanced Regression
Stocksieker, S., Pommeret, D., & Charpentier, A.
In International Conference on Artificial Intelligence and Statistics (AISTATS), pp. 7774–7799, PMLR, 2023
Version publiée:

Publications connexes (collaborations)

MIAMI : MIxed Data Augmentation MIxture
R. Fuchs, D. Pommeret, S. Stocksieker
In International Conference on Computational Science and Its Applications (ICCSA), pp. 113–129, Springer, 2022.
MI2AMI : Missing Data Imputation Using Mixed Deep Gaussian Mixture Models
R. Fuchs, D. Pommeret, S. Stocksieker
In International Conference on Machine Learning, Optimization, and Data Science (LOD), pp. 211–222, Springer, 2022.

Reviewer

TMLR: 2024, 2025, 2026
IJCNN: 2025, 2026

Sitemap

{% include base_path %} A list of all the posts and pages found on the site. For you robots out there, there is an [XML version]({{ base_path }}/sitemap.xml) available for digesting as well.

Pages

{% for post in site.pages %} {% include archive-single.html %} {% endfor %}

Posts

{% for post in site.posts %} {% include archive-single.html %} {% endfor %} {% capture written_label %}'None'{% endcapture %} {% for collection in site.collections %} {% unless collection.output == false or collection.label == "posts" %} {% capture label %}{{ collection.label }}{% endcapture %} {% if label != written_label %}

{% capture written_label %}{{ label }}{% endcapture %} {% endif %} {% endunless %} {% for post in collection.docs %} {% unless collection.output == false or collection.label == "posts" %} {% include archive-single.html %} {% endunless %} {% endfor %} {% endfor %}

Encadrement, responsabilités et jurys

## Responsabilités académiques et associatives - **Responsable du Master 1 IMSA** (2019–2024) et **co-responsable du Master 2 IMSA** (2019–2024) - **Co-pilote de la [chaire d'excellence DIALog](https://chaire-dialog.fr/)** (2024 - 2025) - **Co-fondateur et président** de l'[Association des Masters en Actuariat (AMA)](https://amactuariat.fr/) - Membre du comité d'organisation du Réseau Thématique de l'INSMI [MATRISK](https://ama-matrisk-2024.sciencesconf.org/) - **Co-fondateur et président** de l'[Association des Mathématiques Actuarielles de Marseille (AM²)](https://www.helloasso.com/associations/association-des-mathematiques-actuarielles-de-marseille) - **Membre animateur** de l'[Amicale des Actuaires du Sud (AAS)](https://www.linkedin.com/company/amicale-des-actuaires-du-sud-aas?trk=public_post_feed-actor-name) --- ## Encadrement de travaux académiques ### Travaux encadrés de recherche (Master IMSA) - **2024–2025** : 6 étudiants (M1 IMSA) - **2023–2024** : 12 étudiants (M1+M2 IMSA) - **2022–2023** : 14 étudiants (M1+M2 IMSA) - **2021–2022** : 21 étudiants (M1+M2 IMSA) - **2020–2021** : 18 étudiants (M1+M2 IMSA) - **2019–2020** : 23 étudiants (M1+M2 IMSA) - **2018–2019** : 9 étudiants (M1+M2 IMSA) - **2017–2018** : 10 étudiants (M2 IMSA) - **2016–2017** : 1 étudiant (M2 IMSA) **Principaux sujets supervisés :** tarification santé, calculs BE/SCR/ORSA, pilotage de portefeuille, IFRS 17, révision de Solvabilité II, provisionnement non-vie, modélisation du risque de longévité, résiliation, ALM, taux de transformation, tarification marché, machine learning en assurance, open data, migration d’outil, impact climatique, tableau de bord, analyse de données DAMIR, modèles stochastiques, deep learning en actuariat. **Projets tutorés en Python (Université de Montpellier)** - Encadrement de plusieurs projets tutorés chaque année (depuis 2018) ## Encadrement d'alternants - **2024–2025** : 4 M1 IMSA + 8 M2 IMSA - **2023–2024** : 6 M2 IMSA - **2022–2023** : 8 M2 IMSA - **2021–2022** : 7 M2 IMSA ## Encadrement de stages - **2023–2024** : 23 M1 IMSA - **2022–2023** : 15 M1 IMSA - **2021–2022** : 19 M1 IMSA ; 8 M2 ESILV - **2020–2021** : 15 M1 IMSA ; 10 M2 ESILV - **2019–2020** : 16 M1 IMSA ## Jurys - **Mémoires d'actuaire** : - 2024 : 22 mémoires (Université de Brest, Strasbourg) - 2023 : 13 mémoires (Université de Brest, Strasbourg, Lyon) - **Hackathons de l'IRIAF-ENSAR** : jury (2023, 2024, 2025) - **Jurys académiques** : Président ou membre de jury (master IMSA, 2018–2025) ## Organisation d'événements ### Forum école-entreprise (Master IMSA) - 2024: 17 stands - 2023: 15 stands - 2022: 13 stands - 2021: 12 stands - 2020: 8 stands ### Journées de professionnalisation et d’intégration (Master IMSA) - 2021–2025 : Présentations d’anciens (10 - 15) + chasse au trésor marseillaise - 2020 : Séminaire candidature, simulations d’entretien - 2018–2019 : Séminaire métier, séminaire candidature, simulations d’entretien, concours / mini-jeu ### Séminaires métiers (Master IMSA) - 2024 : 5 intervenants professionnels - 2023 : 6 intervenants professionnels - 2022 : 6 intervenants professionnels - 2021 : 6 intervenants professionnels ## Divers - **Membre de groupes de travail** de l’Institut des Actuaires - **Lauréat** du concours de Pédagogie Actuarielle (Caritat, 2019) - **Auteur** de l’ouvrage *[Impact économique d’une catastrophe industrielle pour une mutuelle](https://www.fnac.com/a13165455/Samuel-Stocksieker-Impact-economique-d-une-catastrophe-industrielle-pour-une-mutuelle)* (Editions Universitaires Européennes)

Posts by Tags

{% include base_path %} {% include group-by-array collection=site.posts field="tags" %} {% for tag in group_names %} {% assign posts = group_items[forloop.index0] %}

{% for post in posts %} {% include archive-single.html %} {% endfor %} {% endfor %}

Talk map

This map is generated from a Jupyter Notebook file in talkmap.ipynb, which mines the location fields in the .md files in _talks/.

Présentations

- **Données déséquilibrées en assurance: phénomène, défis et solutions** *Congrès des actuaires*, 2025 - **KurtHGR: A Neural Maximal Correlation for Tabular Data** *Journée d'Econométrie Michel Terraza*, 2025 - **Data Augmentation with Variational Autoencoder for Imbalanced Dataset** *Journées de Statistiques (JDS)* 2025 - **Imbalanced Regression** *Journée d'Econométrie Michel Terraza*, 2024 - **Imbalanced Data : Comment le déséquilibre de données peut impacter les performances des modèles ?** *Chaire DIALog*, 2024 - **Smoothed Bootstrap et génération de données synthétiques pour la modélisation des extrêmes** *Journées de Statistiques (JDS)* 2024 *Rencontres des Jeunes Statisticiens (RJS)* 2024

Enseignement

## Statuts et établissements - **Professeur des Universités Associé à mi-temps (PAST)** — Aix-Marseille Université (AMU) 2019 → Aujourd'hui Équipe Statistiques du groupe ALEA de l'Institut de Mathématiques de Marseille (I2M) Master Ingénierie Mathématiques et Statistiques Actuarielles (IMSA) - **Enseignant Vacataire** — Université de Montpellier (UM) 2018 → Aujourd'hui Diplôme d'Université Big Data, Data Science et Analyse des Risques sous Python (DU Python) - **Enseignant Vacataire** — Université de Montpellier (UM) 2021 → Aujourd'hui Master Mention Monnaie, Banque, Finance, Assurance - parcours Actuariat (MBFA) - **Enseignant Vacataire** — Université de Rouen (UR) 2023 → Aujourd'hui Master Actuariat et Ingénierie Mathématique pour l'Assurance et la Finance (AIMAF) - **Enseignant Vacataire** — École supérieure d'ingénieurs Léonard-de-Vinci (ESILV), Paris 2018 → 2023 Cursus ingénieur Actuariat (atuariat) - **Enseignant Vacataire** — Université de Nîmes (UN) 2020 → 2025 Licence professionnelle Chargé.e de Clientèle en Assurance (LP CCA) — 2020 à 2025 --- ## Cours et interventions par année ### 2024-2025 - **AMU — M1 IMSA** : Outils Informatiques pour l'Actuariat (étude de cas actuarielle sur Excel-VBA), Introduction à l'Actuariat (fondamentaux, tarification non-vie), Actuariat Vie (notations actuarielles, tarification, provisionnement), Données : manipulation (traitement de données, analyse et visualisation de données sous python), Professionnalisation (préparation candidature, découverte des métiers de l'actuariat) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat (étude de cas actuarielle), Apprentissage Statistique (Data science et Machine Learning sous Python), Modélisation et Valorisation de Produits d'Assurance (calculs de BE, SCR, PVFP sous Excel-VBA) - **UM — DU Python** : Traitement de Données (Qualité des données, analyse et visualisation de données sous Python), Économétrie (apprentissage supervisé et non supervisé sous Python) - **UM — M2 MBFA** : Actuariat Vie - **UR — M2 AIMAF** : Actuariat Non-Vie (tarification, provisionnement, applications sous R), Simulations (Etude de cas actuarielle sous Python) - **UN — LP CCA** : Mathématiques Financières (intérêts composés, actualisation, tableau d'amortissement) ### 2023-2024 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie, Modélisation actuarielle (Excel) - **UR — M2 AIMAF** : Actuariat non-vie (R), Simulations (Python) - **UN — LP CCA** : Mathématiques financières ### 2022-2023 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Traitement de données (Python), Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel), Modélisation actuarielle (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, R pour l'actuariat ### 2021-2022 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Professionnalisation, Actuariat vie (Excel) - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UM — M2 MBFA** : Actuariat vie (Excel) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat ### 2020-2021 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **UN — LP CCA** : Mathématiques financières - **ESILV — Actuariat** : Excel-VBA pour l'actuariat, Actuariat vie (Excel) ### 2019-2020 - **AMU — M1 IMSA** : Statistiques actuarielles (Excel, R), Actuariat vie - **AMU — M2 IMSA** : Excel-VBA Avancé pour l'Actuariat, Machine Learning pour l'Actuariat (python), Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2018-2019 - **AMU — M1 IMSA** : Actuariat vie - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) - **UM — DU Python** : Économétrie (Python) - **ESILV — Actuariat** : Actuariat vie (Excel) ### 2017-2018 - **AMU — M2 IMSA** : Modélisation et Valorisation de Produits d'Assurance (Excel-VBA) Tous les enseignements sont de type **CM/TD/TP** avec **responsabilité complète** : création des cours, TD/TP, projets et examens. --- ## Logiciels et outils utilisés - **Bureautique** : Excel - **Programmation** : Python, R, VBA

Terms and Privacy Policy

{% include base_path %} {% include toc %} ## Privacy Policy The privacy of my visitors is extremely important. This Privacy Policy outlines the types of personal information that is received and collected and how it is used. First and foremost, I will never share your email address or any other personal information to anyone without your direct consent. ### Log Files Like many other websites, this site uses log files to help learn about when, from where, and how often traffic flows to this site. The information in these log files include: * Internet Protocol addresses (IP) * Types of browser * Internet Service Provider (ISP) * Date and time stamp * Referring and exit pages * Number of clicks All of this information is not linked to anything that is personally identifiable. ### Cookies and Web Beacons When you visit this site "convenience" cookies are stored on your computer when you submit a comment to help you log in faster to [Disqus](http://disqus.com) the next time you leave a comment. Third-party advertisers may also place and read cookies on your browser and/or use web beacons to collect information. This site has no access or control over these cookies. You should review the respective privacy policies on any and all third-party ad servers for more information regarding their practices and how to opt-out. If you wish to disable cookies, you may do so through your web browser options. Instructions for doing so can be found on the specific web browsers' websites. #### Google Analytics Google Analytics is a web analytics tool I use to help understand how visitors engage with this website. It reports website trends using cookies and web beacons without identifying individual visitors. You can read [Google Analytics Privacy Policy](http://www.google.com/analytics/learn/privacy.html).

Blog posts

{% include base_path %} {% capture written_year %}'None'{% endcapture %} {% for post in site.posts %} {% capture year %}{{ post.date | date: '%Y' }}{% endcapture %} {% if year != written_year %}

{% capture written_year %}{{ year }}{% endcapture %} {% endif %} {% include archive-single.html %} {% endfor %}

/* * This file controls what is imported from /_sass * * Note that the files are processed in the order they are imported, so they are partly sorted by the dependencies. Also, the first two lines of the file are required by Jekyll. */ @import "vendor/breakpoint/breakpoint", "themes", "theme/default", "theme/dark", "include/mixins", "vendor/susy/susy", "layout/reset", "layout/base", "include/utilities", "layout/tables", "layout/buttons", "layout/notices", "layout/masthead", "layout/navigation", "layout/footer", "syntax", "layout/forms", "layout/page", "layout/archive", "layout/sidebar", "vendor/font-awesome/fontawesome", "vendor/font-awesome/solid", "vendor/font-awesome/brands", "vendor/magnific-popup/magnific-popup" ;

{"/about/":"https://sstocksieker.github.io/","/about.html":"https://sstocksieker.github.io/","/resume-json":"https://sstocksieker.github.io/cv-json/","/resume":"https://sstocksieker.github.io/cv/","/md/":"https://sstocksieker.github.io/markdown/","/markdown.html":"https://sstocksieker.github.io/markdown/","/nmp/":"https://sstocksieker.github.io/non-menu-page/","/nmp.html":"https://sstocksieker.github.io/non-menu-page/","/wordpress/blog-posts/":"https://sstocksieker.github.io/year-archive/"}

Jupyter notebook markdown generator

# Jupyter notebook markdown generator These .ipynb files are Jupyter notebook files that convert a TSV containing structured data about talks (`talks.tsv`) or presentations (`presentations.tsv`) into individual markdown files that will be properly formatted for the academicpages template. The notebooks contain a lot of documentation about the process. The .py files are pure python that do the same things if they are executed in a terminal, they just don't have pretty documentation.

{% if page.xsl %} {% endif %} {% assign collections = site.collections | where_exp:'collection','collection.output != false' %}{% for collection in collections %}{% assign docs = collection.docs | where_exp:'doc','doc.sitemap != false' %}{% for doc in docs %} {{ doc.url | replace:'/index.html','/' | absolute_url | xml_escape }} {% if doc.last_modified_at or doc.date %}{{ doc.last_modified_at | default: doc.date | date_to_xmlschema }} {% endif %} {% endfor %}{% endfor %}{% assign pages = site.html_pages | where_exp:'doc','doc.sitemap != false' | where_exp:'doc','doc.url != "/404.html"' %}{% for page in pages %} {{ page.url | replace:'/index.html','/' | absolute_url | xml_escape }} {% if page.last_modified_at %}{{ page.last_modified_at | date_to_xmlschema }} {% endif %} {% endfor %}{% assign static_files = page.static_files | where_exp:'page','page.sitemap != false' | where_exp:'page','page.name != "404.html"' %}{% for file in static_files %} {{ file.path | replace:'/index.html','/' | absolute_url | xml_escape }} {{ file.modified_time | date_to_xmlschema }} {% endfor %}

{% if page.xsl %}{% endif %}<feed xmlns="http://www.w3.org/2005/Atom" {% if site.lang %}xml:lang="{{ site.lang }}"{% endif %}>Jekyll<link href="{{ '/' | absolute_url }}" rel="alternate" type="text/html" {% if site.lang %}hreflang="{{ site.lang }}" {% endif %}/>{{ site.time | date_to_xmlschema }}{{ page.url | absolute_url | xml_escape }}{% assign title = site.title | default: site.name %}{% if page.collection != "posts" %}{% assign collection = page.collection | capitalize %}{% assign title = title | append: " | " | append: collection %}{% endif %}{% if page.category %}{% assign category = page.category | capitalize %}{% assign title = title | append: " | " | append: category %}{% endif %}{% if title %}{{ title | smartify | xml_escape }}{% endif %}{% if site.description %}{{ site.description | xml_escape }}{% endif %}{% if site.author %}{{ site.author.name | default: site.author | xml_escape }}{% if site.author.email %}{{ site.author.email | xml_escape }}{% endif %}{% if site.author.uri %}{{ site.author.uri | xml_escape }}{% endif %}{% endif %}{% if page.tags %}{% assign posts = site.tags[page.tags] %}{% else %}{% assign posts = site[page.collection] %}{% endif %}{% if page.category %}{% assign posts = posts | where: "categories", page.category %}{% endif %}{% unless site.show_drafts %}{% assign posts = posts | where_exp: "post", "post.draft != true" %}{% endunless %}{% assign posts = posts | sort: "date" | reverse %}{% assign posts_limit = site.feed.posts_limit | default: 10 %}{% for post in posts limit: posts_limit %}<entry{% if post.lang %}{{" "}}xml:lang="{{ post.lang }}"{% endif %}>{% assign post_title = post.title | smartify | strip_html | normalize_whitespace | xml_escape %}{{ post_title }} {{ post.date | date_to_xmlschema }}{{ post.last_modified_at | default: post.date | date_to_xmlschema }}{{ post.id | absolute_url | xml_escape }}{% assign excerpt_only = post.feed.excerpt_only | default: site.feed.excerpt_only %}{% unless excerpt_only %}<![CDATA[{{ post.content | strip }}]]>{% endunless %}{% assign post_author = post.author | default: post.authors[0] | default: site.author %}{% assign post_author = site.data.authors[post_author] | default: post_author %}{% assign post_author_email = post_author.email | default: nil %}{% assign post_author_uri = post_author.uri | default: nil %}{% assign post_author_name = post_author.name | default: post_author %}{{ post_author_name | default: "" | xml_escape }}{% if post_author_email %}{{ post_author_email | xml_escape }}{% endif %}{% if post_author_uri %}{{ post_author_uri | xml_escape }}{% endif %}{% if post.category %}{% elsif post.categories %}{% for category in post.categories %}{% endfor %}{% endif %}{% for tag in post.tags %}{% endfor %}{% assign post_summary = post.description | default: post.excerpt %}{% if post_summary and post_summary != empty %}

<![CDATA[{{ post_summary | strip_html | normalize_whitespace }}]]>

{% endif %}{% assign post_image = post.image.path | default: post.image %}{% if post_image %}{% unless post_image contains "://" %}{% assign post_image = post_image | absolute_url %}{% endunless %}{% endif %}</entry>{% endfor %}</feed>

Future Blog Post

This post will show up by default. To disable scheduling of future posts, edit config.yml and set future: false.

plus petit que 1 minute de lecture

Mis à jour : January 01, 2199

This post will show up by default. To disable scheduling of future posts, edit config.yml and set future: false.

Blog Post number 4

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Headings are cool

You can have many headings

Aren’t headings cool?

plus petit que 1 minute de lecture

Mis à jour : August 14, 2015

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Blog Post number 3

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Headings are cool

You can have many headings

Aren’t headings cool?

plus petit que 1 minute de lecture

Mis à jour : August 14, 2014

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Blog Post number 2

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Headings are cool

You can have many headings

Aren’t headings cool?

plus petit que 1 minute de lecture

Mis à jour : August 14, 2013

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Blog Post number 1

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Headings are cool

You can have many headings

Aren’t headings cool?

plus petit que 1 minute de lecture

Mis à jour : August 14, 2012

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Stagiaire recherche — INRETS

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

Mis à jour : April 01, 2010

Sujet de recherche: Gestion multimodale et globale des déplacements urbains:

Analyse bibliographique d’algorithmes multi-objectifs de chemin optimal dans un contexte d’incertitude
Implémentation de plusieurs algorithmes en C/C++.

Actuaire stagiaire — Direct Assurance

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Mis à jour : April 01, 2011

Principales missions:

Définition d’ndicateurs de suivi du risque et de tableaux de bord (SAS & Excel)
Modélisation de la charge de sinistre à l’ultime par modèle additif généralisé (Emblem)
Modélisation et simulations du taux de transformation (scoring)

Actuaire alternant — AXA France

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Sujet de mémoire: Modélisation stochastique du loss ratio

Mis à jour : August 01, 2011

Principales missions:

Modélisation stochastique du S/C sur le périmètre santé et prévoyance (Excel & SAS)
Inventaire : calcul des provisions, pilotage prudentiel, arrêtés des comptes, états règlementaires (Excel & SAS)
Suivi du portefeuille : mise en place de calcul d’indicateurs, gestion et extraction de données, analyse du portefeuille (composition, rentabilité, sinistralité)

Actuaire alternant — Eovi Mcd Mutuelle

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Mémoire d’atuariat

Modélisation du risque de catastrophe industrielle pour nue mutuelle santé

Mis à jour : August 01, 2012

Principales missions:

Tarification (santé)
Etudes de risque et analyse du portefeuille (Prévoyance Office & Cognos)
Calcul du SCR & MCR et remplissage des QRT (Excel)

Actuaire consultant — Optimind Winter

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Mis à jour : October 01, 2013

Principales missions:

Revue de méthodes de provisionnement en prévoyance (Excel)
Revue de calculs EV (Image)
Modélisation d’une nouvelle stratégie financière dans un modèle ALM (Matlab)

Actuaire consultant — Milliman

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

Mis à jour : July 01, 2014

Environ 30 missions chez environ 20 clients

Principales missions:

Travaux d’inventaire : cartographie méthodologique, calculs et analyse de Boni-Mali (Excel \& SAS)
Mise en place de chocs ORSA techniques (Excel \& Matlab)
Proposition et mise en place d’un dispositif de suivi de risque (Excel \& SAS)
Développement d’une maquette de calcul des provisions Solvabilité 2 (Excel)
Mise en place de calcul de BE, RM et SCR (SAS)
Développement d’un modèle de projection de flux permettant le calcul du BE, des SCR et une valorisation MCEV (Prophet)
Production des calculs de marge de solvabilité (BE, RM, SCR, MCR) et alimentation des états QRT (Excel \& SAS)
Production des travaux Solvabilité 2 : calculs et rapports narratifs (Excel)
Développement de modèle sous Solvabilité 2 et IFRS 17 (Prophet)
Rédaction de spécifications fonctionnelles et techniques pour la modélisation de produits dans le cadre d’IFRS 17 (Prophet)
Revue de spécifications fonctionnelles et rédaction de spécifications techniques pour la modélisation de produits (SAS)
Projets de fusion/acquisition, allocation stratégie d’actifs, Least Squares Monte Carlo, revue de modèles (Moses), tarification, etc.

Portfolio item number 1

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 1

Portfolio item number 2

This is an item in your portfolio. It can be have images or nice text. If you name the file .md, it will be parsed as markdown. If you name the file .html, it will be parsed as HTML.

Short description of portfolio item number 2

Paper Title Number 1

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2009

This paper is about the number 1. The number 2 is left for future work.

Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1).
Download Paper | Download Slides | Download Bibtex

Paper Title Number 2

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2010

This paper is about the number 2. The number 3 is left for future work.

Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2).
Download Paper | Download Slides

Paper Title Number 3

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in Journal 1, 2015

This paper is about the number 3. The number 4 is left for future work.

Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3).
Download Paper | Download Slides

Paper Title Number 4

The contents above will be part of a list of publications, if the user clicks the link for the publication than the contents of section will be rendered as a full page, allowing you to provide more information about the paper for the reader. When publications are displayed as a single page, the contents of the above “citation” field will automatically be included below this section in a smaller font.

Published in GitHub Journal of Bugs, 2024

This paper is about fixing template issue #693.

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
Download Paper

Paper Title Number 5, with math $E=mc^2$

Using MathJax in the description is supported - $E=mc^2$ - however, the use must be mindful that the default delimiters are $$...$$ and \\[...\\] which differs from the $...$ that is typically expected.

Published in GitHub Journal of Bugs, 2024

This paper is about a famous math equation, $E=mc^2$

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
Download Paper

Talk 1 on Relevant Topic in Your Field

This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : March 01, 2012

This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!

Tutorial 1 on Relevant Topic in Your Field

More information here

This is a description of your tutorial, note the different field in type. This is a markdown files that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : March 01, 2013

More information here

Talk 2 on Relevant Topic in Your Field

More information here

This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!

Mis à jour : February 01, 2014

More information here

Conference Proceeding talk 3 on Relevant Topic in Your Field

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

Mis à jour : March 01, 2014

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

Lecturer — ESILV, École Supérieure d’Ingénieurs Léonard de Vinci

- **Life Insurance Actuarial Science**: Overview of life insurance guarantees, technical tools, pricing, and reserving. - **Excel-VBA for Actuarial Science**. - **R for Actuarial Science**.

Graduate Teaching, ESILV, Paris, France, 2019

Life Insurance Actuarial Science: Overview of life insurance guarantees, technical tools, pricing, and reserving.
Excel-VBA for Actuarial Science.
R for Actuarial Science.

Lecturer — University of Montpellier

- **Data processing in Python**: data quality, exploratory data analysis, and statistics. - **Econometrics in Python**: multivariate exploratory analysis, data visualization, GLM, time series, Python interfacing.

Graduate Teaching, University of Montpellier, Montpellier, France, 2019

Data processing in Python: data quality, exploratory data analysis, and statistics.
Econometrics in Python: multivariate exploratory analysis, data visualization, GLM, time series, Python interfacing.

Associate Professor — Aix-Marseille University

- **Part-time Associate Professor** - **Program Co-director for Master IMSA** (*Ingénierie Mathématiques et Statistiques Actuarielles*) - **Master 2 IMSA Courses**: - *Modelling and Valuation of Insurance Products*: theoretical lectures and practical work on building models (BE & PVFP) in Non-Life — Health, Disability, and Life insurance (30h) - Excel & VBA: functionalities, functions, and programming (20h) - Python for actuarial science - Data Science for actuarial science: data processing, exploratory analysis, machine learning, data visualization - **Master 1 IMSA Courses**: - Life Insurance Actuarial Science: guarantees, technical tools, pricing, and reserving (15h) - Actuarial Statistics: technical introduction to actuarial science (20h), non-life pricing - Introduction to Python for data processing - Professionalization module: actuarial career presentations, CV and cover letter preparation, mock interviews, seminar organization

Academic Position, Aix-Marseille University, Marseille, France, 2019

Part-time Associate Professor
Program Co-director for Master IMSA (Ingénierie Mathématiques et Statistiques Actuarielles)
Master 2 IMSA Courses:
- Modelling and Valuation of Insurance Products: theoretical lectures and practical work on building models (BE & PVFP) in Non-Life — Health, Disability, and Life insurance (30h)
- Excel & VBA: functionalities, functions, and programming (20h)
- Python for actuarial science
- Data Science for actuarial science: data processing, exploratory analysis, machine learning, data visualization
Master 1 IMSA Courses:
- Life Insurance Actuarial Science: guarantees, technical tools, pricing, and reserving (15h)
- Actuarial Statistics: technical introduction to actuarial science (20h), non-life pricing
- Introduction to Python for data processing
- Professionalization module: actuarial career presentations, CV and cover letter preparation, mock interviews, seminar organization