Erwan Koch

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erwan.koch@epfl.ch +41 21 693 44 95

EPFL SB MATH
MA B1 457 (Bâtiment MA)
Station 8
CH-1015 Lausanne

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Administrative data


Professional course

Post-doctoral Fellow/Scientist/Lecturer 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)

Post-doctoral Fellow/Scientist under the supervision of Prof. Dr. A. C. Davison

EPFL (Chair of Statistics STAT

2017-2019


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

Other publications

Research

Teaching & PhD

Teaching

Mathematics

Courses

Probabilities and statistics

The course introduces the basic notions of probability and statistical inference, with an emphasis on the main concepts and the most commonly used methods.

Probabilities and statistics

The course introduces the basic notions of probability and statistical inference, with an emphasis on the main concepts and the most commonly used methods.

Statistical theory

The course aims at developing certain key aspects of the theory of statistics, providing a common general framework for statistical methodology. While the main emphasis will be on the mathematical aspects of statistics, an effort will be made to balance rigor and intuition.

Multivariate statistics

Multivariate statistics refers to data in vector form. The main objective is to uncover the associations between the components of the vectors. The course introduces the major types of statistical methodology for this purpose as well as some applications to quantitative risk management.