{"id":851,"date":"2020-06-23T08:33:12","date_gmt":"2020-06-23T08:33:12","guid":{"rendered":"https:\/\/www.ub.edu\/private-pensions\/?p=851"},"modified":"2022-01-20T11:38:11","modified_gmt":"2022-01-20T11:38:11","slug":"loisel-stephane","status":"publish","type":"post","link":"https:\/\/www.ub.edu\/private-pensions\/2020\/06\/23\/loisel-stephane\/","title":{"rendered":"St\u00e9phane Loisel"},"content":{"rendered":"<p>Doctor en Matem\u00e1tica Aplicada por la Universit\u00e9 de Lyon 1 (Laboratoire de Science Actuarielle et Financi\u00e8re) en 2004. Diploma de Actuario por la Universit\u00e9 de Lyon 1 (2003).<!--more--><br \/>\nFull professor en el ISFA (Institut de Science Financi_ere et d&#8217;Assurances, Institute of Actuarial Science and Finance), University Claude Bernard of Lyon 1, France (desde septiembre 2011). Profesor y director del programa cient\u00edfico en el Institut du Risk Management, Institut des Actuaires desde 2009. Profesor en ENSAE (Paris) desde 2006, Paris 6 (desde 2011), Paris 7 (desde 2010).<\/p>\n<p>Ha sido coordinador del proyecto Dynamic models for human LOngevity with LIfesTyle Adjustments (LoLitA), financiado por ANR, n\u00famero ANR-13-BS01-0011 (2013-2017). El proyecto desarrolla modelos para el desarrollo a largo plazo de la longevidad humana y m\u00e9todos para la gesti\u00f3n del riesgo relacionado con dicha longevidad en pensiones y cuidados de larga duraci\u00f3n. El proyecto se compone de seis tareas interconectadas, concernientes respectivamente a la modelizaci\u00f3n din\u00e1mica de la poblaci\u00f3n, los contratos de cuidados de larga duraci\u00f3n, m\u00e9todos avanzados de simulaci\u00f3n, cuestiones de solvencia pluri-anual y test de estr\u00e9s, aspectos estad\u00edsticos del riesgo de longevidad y por \u00faltimo la gesti\u00f3n del riesgo de longevidad en pensiones. Tambi\u00e9n se estudian aspectos del riesgo de comportamiento asociado con las pensiones y los seguros de cuidados de larga duraci\u00f3n. De entre sus publicaciones relacionadas con la tem\u00e1tica del observatorio destacamos:<\/p>\n<ul>\n<li>Loisel, S. and Nisipasu, K. (2016). \u201cEx-ante model validation and Back-testing\u201d, en el libro Modelling in Life Insurance-A management perspective, editador por Jean-Paul Laurent, Ragnar Norberg y Fr\u00e9d\u00e9ric Planchet. European Actuarial Academy Series, Springer ISSN 1869-6929.<\/li>\n<li>Maria Govorun, Guy Latouche, St\u00e9phane Loisel (2015). Phase-type aging modeling for health dependent costs, Insurance: Mathematics and Economics 62, 173-183.<\/li>\n<li>P. Barrieu, H. Bensusan, N. El Karoui, C. Hillairet, S. Loisel, C. Ravanelli, Y. Salhi, (2012) Understanding, modelling and managing longevity risk: key issues and main challenges, Scandinavian Actuarial Journal, Vol. 2012, No 3, 203-231.<\/li>\n<li>X. Milhaud, M.-P. Gonon, S. Loisel (2010). Les comportements de rachat en Assurance Vie en r\u00e9gime de croisi\u00e8re et en p\u00e9riode de crise, Risques, Vol. 83, pp 76-81.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Doctor en Matem\u00e1tica Aplicada por la Universit\u00e9 de Lyon 1 (Laboratoire de Science Actuarielle et Financi\u00e8re) en 2004. [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":1306,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"categories":[22],"tags":[138],"class_list":["post-851","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-miembros-ou","tag-universite-lyon-1"],"_links":{"self":[{"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/posts\/851","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/comments?post=851"}],"version-history":[{"count":1,"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/posts\/851\/revisions"}],"predecessor-version":[{"id":852,"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/posts\/851\/revisions\/852"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/media\/1306"}],"wp:attachment":[{"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/media?parent=851"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/categories?post=851"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.ub.edu\/private-pensions\/wp-json\/wp\/v2\/tags?post=851"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}