Olivier LE COURTOIS

Professor level 2

Habilitation à Diriger des Recherches

Quantitative finance & economics

Prices and awards

Harold Skipper best paper award
2019
Conference of the Asia-Pacific Risk and Insurance Association for « Optimal Insurance Under Third Degree Risk »
Kulp-Wright award
2016
Granted by the American Risk and Insurance Association for the book « Extreme Financial Risks and Asset Allocation »
Best paper award
2015
AFIR/ERM conference for « Inside the Solvency 2 Black Box: NAVs and SCRs under an LSMC approach »ante ipsum primis in faucibus orci luctus et ultrices posuere cubilia Curae

Publications