Erwan Koch

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Collaborateur scientifique

erwan.koch@epfl.ch +41 21 69 35503

EPFL SB MATH STAT
MA B1 433 (Bâtiment MA)
Station 8
CH-1015 Lausanne

Données administratives


Parcours professionnel

Post-doctoral Fellow under the supervision of Prof. Dr. P. Embrechts ETH Zurich (Department of Mathematics, RiskLab) 2014-2017
Post-doctoral Fellow under the supervision of Prof. Dr. J.H. Blanchet and Prof. Dr. R.A. Davis Columbia University (Department of Statistics) 2016 (one month and a half)

Education

PhD Applied Mathematics ISFA (Institute of Financial and Actuarial Sciences), and Finance/Insurance Laboratory of CREST (Center for Research in Economics and Statistics) 2011-2014
Master's Degree Actuarial Science Paris-Dauphine University 2009-2011
Master's Degree Modelling/Simulation and Climatology Ecole Centrale de Paris 2008-2009
Engineer of Ecole Centrale de Paris Engineering Ecole Centrale de Paris 2006-2009

Publications