Hervé Andrès, a PhD student at CERMICS, was awarded the Best Risk Management Paper prize at the International Congress of Actuaries, held in Sydney from May 28th to June 1st. His article “Signature-based validation of real-world economic scenarios” presents a novel approach for validating economic scenarios using advanced tools of non-parametric statistics and stochastic analysis.
A graduate of École des Ponts ParisTech, Hervé Andrès is pursuing his doctoral research under the supervision of Benjamin Jourdain, in collaboration with the actuarial consulting firm Milliman as part of a CIFRE agreement. His work focuses on modeling and validating real-world scenarios for applications in insurance.