ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Caroline HILLAIRET

Faculty Bio

Caroline Hillairet is Professor at ENSAE Paris since September 2015, in charge of the actuarial program. She is member of CREST, LFA (Finance and actuarial science). She is associate actuary of Institut des Actuaires since 2018. She is co-head with Olivier Lopez of the Research Initiative on "Actuarial modeling of cyber risk" (AXA Joint Research Initiative). She was a member of the ANR Lolita (Dynamic models for human Longevity with Lifestyle Adjustments) on longevity risk, particularly interested in the financial aspects, such as long term interest rate modeling and intergenerational risk sharing. Her research fields also include credit risk and asymetric information modeling. Before 2015, she was associate professor at Ecole Polytechnique, in the team of Mathematical finance in the lab CMAP (Centre de Mathématiques Appliquées).

Courses

APM_5FI08_AE

Credit risk

Course Hours: 18

ECTS: 3

APM_5FI05_AE

Interest rate curve models

Course Hours: 21

ECTS: 3