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Actuarial Sciences.
Mathematical Statistics and probability
Recursive computational methods for compound distributions
Generalized algorithms of Panjer's type
Risk management, in particular in insurance and mathematical finance
Risk measures in finance and insurance, Stochastic orders and measures between risks, Construction of dominating risks, Comparisons of risks and damage processes, Changeability and general dependence between risks, Poisson approximations for portfolios, Interaction between ALM and risk theory, Insurance and risk theory
Ruin probability, over finite or infinite horizon
Evaluation of ruin probability, exact or asymptotic, with or without interest rate
Characterisation of the exit law of Markov processes above curves
Models for epidemies in insurance
Study of epidemic risk (like influenza) and estimation of their cover in insurance