IA
Professional designations
- Member of the French Institute of Actuaries, ("Institut des Actuaires")
Current responsibility
Experience
As head of R&D, Laurent supports both life and non-life practices in the Paris office. His work includes the conception and implementation of Solvency II internal models, as well as methodological support. He has focused on risk modeling, including the construction and calibration of economic scenario generators, credit risk modeling, stochastic mortality modeling, and stochastic reserving techniques in non-life insurance. He also has experience in variable annuities pricing and hedging, and in securitization of insurance risks.
Laurent joined Milliman's Paris office in 2008. The team in Paris consists of 45 actuaries.
He was previously head of R&D at B&W Deloitte, and before that was an actuary at Suravenir.
Laurent is currently a lecturer at France's ISFA actuarial school. He has given talks in non life reserving deterministic methods and stochastic methods, and has also lectured at universities of economics in Ho Chi Minh City and Hanoi, Vietnam..
Laurent is fluent in French and English, and has a working knowledge of Spanish.Presentations and publications
- L. Devineau, S. Loisel, "Construction of an acceleration algorithm for the calculation of economic capital by the Nested Simulations technique," BFA No. 17 (2009)
- L. Devineau, "Replicating Portfolios :Calibration techniques for economic capital calculation," Working paper, in progress
- L. Devineau, S. Loisel, "Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula?," à paraître dans le Bulletin Français d’Actuariat No. 18 (2009)
- L. Devineau, S. Loisel, D. Serant, "Modeling dependence between male and female stochastic mortality surfaces," Working paper, in progress
- M. Chauvigny, L. Devineau, S. Loisel, V. Maume-Deschamps, "Accelerating nested simulations in Solvency II: theory and practice in a copula and distribution-free framework," Working paper, in progress
Education
- Master's degree in financial and actuarial sciences (ISFA)
- High-level diploma in mathematics, ("Agrégation de mathématiques")
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