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Séverine Arnold
Contact
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Full Professor
Department of Actuarial Science Contact Severine.Arnold@unil.ch Extranef, room 208 Tel 021.692.33.72 Postal address Université de Lausanne Quartier UNIL-Chamberonne Bâtiment Extranef 1015 Lausanne 2019 PARTY |
Teaching
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bachelor Assurances sociales et prévoyance professionnelle suisses Related programmes Bachelor of Science (BSc) in Management Bachelor (BSc) in Economic Sciences |
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master Mathematics of Compound Interest Related programme Master of Science (MSc) in Actuarial Science |
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master Mathématiques des caisses de pension Related programme Master of Science (MSc) in Actuarial Science |
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master Social Insurance Related programme Master of Science (MSc) in Actuarial Science |
Research
Research areas
Analysis of criteria for the stability and solvency of insurance companiesMathematical Finance, in particular in relation with the evaluation of risk
Prévoyance professionnelle et son financement
Longevity risk and mortality modeling
Special focus on cause-specific mortality analyses et modeling.
Assistants
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José Miguel Flores Contró
JOSEMIGUEL.FLORESCONTRO@UNIL.CH Tel: (021 692) 3419 Room: EXT 102 full description |
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Ivan Fonseca Diaz
Ivan.FonsecaDiaz@unil.ch full description |
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Viktoriya Glushko
viktoriya.glushko@unil.ch Tel: (021 692) 3375 Room: EXT/105 full description |
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Céline Gonçalves Madeira
celine.goncalvesmadeira@unil.ch full description |
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Publications
22 last publications
: Peer Reviewed
2020
| Arnold Séverine , Jijiie Anca (2020). Retirement Ages by Socio-Economic Class. Risks, 8, 102. | |
2019
Arnold S. , Jijiie A. (2019). Generational transfers within the occupational pension system in Switzerland. European Actuarial Journal.  | |
| Arnold S., Jijiie A., Jondeau E. ; Rockinger M. (2019). Periodic or Generational Actuarial Tables: Which One to Choose?. European Actuarial Journal, 9, 519-554. | |
| Kaakaï Sarah, Labit Hardy Héloïse, Arnold Séverine ; El Karoui Nicole (2019). How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach. Insurance: Mathematics and Economics, 89, 16-37. | |
2018
| Alai D.H., Arnold S., Bajekal M. ; Villegas A.M. (2018). Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances. North American Actuarial Journal, 22, 161-181. | |
| Boumezoued A., Hardy Labit H., El Karoui N. ; Arnold S. (2018). Cause-of-death mortality: What can be learned from population dynamics?. Insurance: Mathematics and Economics, 78, 301-315. | |
2016
| Arnold S. (2016). Tables de Mortalité par Générations: Pourquoi Est-il Egalement Risqué d'Utiliser des Tables de Mortalité par Générations?. Bulletin de l'ASA, 34-39. | |
| Avraam D., Arnold S., Vasieva O. ; Vasiev B. (2016). On the heterogeneity of human populations as reflected by mortality dynamics. Aging, 8, 3045-3064. | |
| Boado-Penas M.C. , Godinez-Olivares H. (2016). Longevity Risk in Notional Defined Contribution Pension Schemes: a Solution. The Geneva Papers on Risk and Insurance - Issues and Practice, 41, 24-52. | |
| Labit Hardy H., Arnold S. , Dufresne F. P. (Dir.) (2016). IMPACTS OF CAUSE-OF-DEATH MORTALITY CHANGES: A POPULATION DYNAMICS APPROACH. Université de Lausanne, Faculté des hautes études commerciales. | |
| Sherris M. (2016). International Cause-Specific Mortality Rates: New Insights from a Cointegration Analysis. ASTIN Bulletin: The Journal of the International Actuarial Association, 46, 9-38. | |
2015
| Alai D.H. , Sherris M. (2015). Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination. Annals of Actuarial Science, 9, 167-186. | |
| Avraam D., de Magalhaes J. P., Arnold S. ; Vasiev B. (2015). Mathematical study of mortality dynamics in heterogeneous population composed of subpopulations following the exponential law. Stochastic Modeling Techniques and Data Analysis International Conference Book Series (Vol. 1, pp. 159-171). ISAST. | |
| Sherris M. (2015). Causes-of-Death Mortality: What Do We Know on their Dependence?. North American Actuarial Journal, 19, 116-128. | |
2014
| Arnold-Gaille S. , Sherris M. (2014). Causes-of-Death Mortality: What Do We Know on their Dependence?. Monograph of the Living to 100 Symposium. | |
| Avraam D., Jones D. ; Vasiev B. (2014). Time-evolution of age-dependent mortality patterns in mathematical model of heterogeneous human population. Experimental Gerontology, 60, 18-30. | |
2013
| Durand O. , Gaille S. (2013). Switzerland: Current Retirement System and Future Prospects. Life and Pensions Newsletter of the Geneva Association, 52. | |
| Sherris M. (2013). Forecasting Mortality Trends allowing for Cause-of-Death Mortality Dependence. North American Actuarial Journal, 17, 273-282. | |
2012
| (2012). Forecasting Mortality: When Academia Meets Practice. European Actuarial Journal, 2, 49-76. | |
2011
| Arnold S. (2011). Future Swiss Mortality and its Impact on Swiss Social Security. Bulletin de l'AGLA, 35, 13-24. | |
| Sherris M. (2011). Modelling Mortality with Common Stochastic Long-Run Trends. The Geneva Papers on Risk and Insurance - Issues and Practice, 36, 595-621. | |
2010
| Gaille S., Dufresne F. (Dir.) (2010). Improving longevity and mortality risk models. Université de Lausanne, Faculté des hautes études commerciales. | |
Curriculum
Education
Doctor of Philosophy, Actuarial ScienceUniversity of Lausanne
Certificate in Population Studies
University of Geneva
Licence in Actuarial Science
University of Lausanne
Work experience
Assistant Professor in Actuarial ScienceUniversity of Lausanne
Visiting Lecturer
Faculté des Sciences Economiques et de Gestion de Sfax
Visiting Assistant Professor
Australian School of Business, School of Actuarial Studies
University of New South Wales
Actuary
at Hpr - cr'eateurs d'assurance & de pr'evoyance, a pension consulting firm
Research assistant
Australian School of Business, School of Actuarial Studies
University of New South Wales
Lecturer in Statistics
University of Lausanne
External Collaborator
International Labour Organization
Social Security Financial, Actuarial and Statistical Services
Traineeship
at Pittet Associ'es, a pension consulting firm
Assistant in Actuarial Science
University of Lausanne
External Collaborator
International Labour Organization
Social Security Financial, Actuarial and Statistical Services
Academic honors
IAALS Award for the second best paper presented at the Mexico ColloquiaAward from the Life Section of the International Actuarial Association.
Année : 2012
Récipiendaire : Séverine Arnold
