Research Unit 2429

Laboratory of Actuarial and Financial Sciences (SAF)

Sciences de la société

Address :
Université Claude Bernard - Lyon 1 Domaine de Gerland
50 Avenue Tony Garnier
69366 Lyon Cedex 07
Phone :
33 (0)4 37 28 74 40
Fax :
33 (0)4 37 28 76 32
On the Internet :

Research topics

Areas of research:
The LSAF (research group n° 2429) has around fifteen lecturers-researchers working on the sciences of management, applied mathematics (probability and statistics) and economics.
The work of the laboratory has been divided into three areas:
Modelling of risks in insurance and default risk
Market finance: evaluation of derivatives, portfolio management
Management of financial intermediaries and insurance companies
The first area is part of the ANR AST & Risk project (January 2009 - December 2011): Spatiotemporal approaches for modelling risk, coordinated in the LSAF.
In June 2003, the LSAF and the ISFA school organised the 20th international conference of the AFFI and the 7th Insurance, Mathematics and Economics conference, the 1st ERMII research Workshop in 2007, the Summer School of the European Actuarial Consultative Group in 2008, and will be helping to organise the summer school of the Institut des Actuaires in Lyon [Lyon actuary school] in 2010 and the AST & Risk conference in Luminy.