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Séverine Arnold

Contact

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

bachelor Assurances sociales et prévoyance professionnelle suisses
Related programmes
Bachelor of Science (BSc) in Management
Bachelor (BSc) in Economic Sciences
master Mathematics of Compound Interest
Related programme
Master of Science (MSc) in Actuarial Science
master Mathématiques des caisses de pension
Related programme
Master of Science (MSc) in Actuarial Science
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 companies

Mathematical 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

José Miguel Flores Contró
JOSEMIGUEL.FLORESCONTRO@UNIL.CH
Tel: (021 692) 3419
Room: EXT 102

full description
  Ivan Fonseca Diaz
Ivan.FonsecaDiaz@unil.ch



full description
 
Viktoriya Glushko
viktoriya.glushko@unil.ch
Tel: (021 692) 3375
Room: EXT/105

full description
  Céline Gonçalves Madeira
celine.goncalvesmadeira@unil.ch



full description
 

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. Peer Reviewed


Arnold S., Jijiie A., Jondeau E. ; Rockinger M. (2019). Periodic or Generational Actuarial Tables: Which One to Choose?. European Actuarial Journal, 9, 519-554. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


Sherris M. (2015). Causes-of-Death Mortality: What Do We Know on their Dependence?. North American Actuarial Journal, 19, 116-128. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


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. Peer Reviewed


2012

(2012). Forecasting Mortality: When Academia Meets Practice. European Actuarial Journal, 2, 49-76. Peer Reviewed


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. Peer Reviewed


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 Science
University of Lausanne

Certificate in Population Studies
University of Geneva

Licence in Actuarial Science
University of Lausanne

Work experience

Assistant Professor in Actuarial Science
University 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 Colloquia
Award from the Life Section of the International Actuarial Association.
Année : 2012

Récipiendaire : Séverine Arnold


Keywords

  • actuarial science (6)
  • cause-of-death mortality
  • longevity risk
  • mortality modeling
  • pension fund
  • social security (2)

 
 
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