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Advisory Board

Marie Kratz

Professor, Information Systems, ESSEC Business School

Marie’s research addresses a broad range of topics in applied probability, mathematical statistics and actuarial mathematics, with a focus on extreme value theory, risk analysis and Gaussian processes. These fields find natural applications in Finance and Actuarial Sciences that she is developing at ESSEC. She is coordinator of the ESSEC-ISUP (Paris 6) Actuarial Track. Since 2009, Marie has been organizing a fortnightly Working Group on Risk Analysis at ESSEC – Paris La Défense with Academics and Professionals, as well as international conferences on this topic. She is the director of CREAR - Center of Research in Econo-finance and Actuarial Sciences on Risk – that has been launched at ESSEC in January 2013, with the collaboration of the insurance industry and international academic partners. She qualified as a member of the French Institute of Actuaries in 2013. Her internship of 6 months at FINMA- Swiss Financial Market Supervisory Authority- in Zürich in 2012 was the occasion for her to get familiarized with the important field of solvency regulation. Marie is the director of a Research Program funded by the insurance company Swiss Life Paris on the “Consequences of the population ageing on the insurances loss.”, and shares with E. Harshova (HEC Lausanne) the scientific coordination of RARE - Risk Analysis, Ruin, Rare Events - an international project funded by the European Union (FP7- Pierre et Marie Curie), coordinated by C. Constantinescu (IFAM, Liverpool). She is also President of the group “Banque, Finance, Assurance” at SFdS (French Society of Statistics). Marie teaches Financial Mathematics, Quantitative Risk Management, Probability and Stochastic Processes, Time Series, Introduction to Stochastic Calculus, Extreme Value Theory, Extreme risks.

Read Marie's full academic profile

Christos Ioannidis

Professor of Economics and Finance, University of Bath

Read Christos's academic profile