Consortium PREMIA, Natixis - Inria
Consortium PREMIA, Crédit Agricole Corporate Investment Bank (CA - CIB ) - Inria
Chair X-ENPC-UPMC-Société Générale "Financial Risks" of the Risk fondation : A. Alfonsi, B. Jourdain, B. Lapeyre
AXA Joint Research Initiative on Numerical methods for the ALM, from September 2017 to August 2020.
PhD grant of Adel Cherchali, Supervisor: A. Alfonsi.
CIFRE agreement Milliman company/Ecole des Ponts (http://fr.milliman.com),
PhD thesis of Sophian Mehalla (started November 2017) on "Interest rate risk modeling for insurance companies",
Supervisor: Bernard Lapeyre.
Collaboration with IRT Systemx
PhD grant of Adrien Touboul (started November 2017) on "Uncertainty computation in a graph of physical simulations",
Supervisors: Bernard Lapeyre and Julien Reygner.