Welcome to my personal page !

I am currently a post-doc in the team PEIPS at theCMAP at Ecole Polytechnique.

In case you would like to learn more about my curriculum, you can find here my CV .

You can find here more information on the longevity seminar at University Paris 6.

Research topics: Stochastic population dynamics (and their simulation), interacting point processes, averaging of stochastic processes, stable convergence, longevity risk, mortality by socioeconomic circumstances.


My investigations with the study of stochastic ”microscopic” heterogeneous population dynamics. I apply pathwise representations of point processes as solutions of stochastic differential equations driven by Poisson measures in order to reduce the complexity of these dynamics and better under the aggregated dynamics they produce, with applications to the study of human longevity. Slides of my PhD defense.

Working papers

  • LoLitA closing conference, Paris, January 2018
  • Groupe de travail de l'équipe PEIP, CMAP, Ecole Polytechnique, April 2017
  • Perspectives on Actuarial Risks in Talks by Young researchers Conference, Ascona, January 2017, Best presentation award
  • Seminar of mathematical finance, LPMA Univ. Paris 7, December 2016
  • NIDI-RUG workshop on Socioeconomic Differences and Health Later in Life, Groningen, November 2016
  • Berlin-Paris workshop on Stochastic Analysis with Applications in Biology and Finance, Berlin, November 2016 (slide here)
  • Seminar Optim’Al, Mathematical Institute of Bordeaux, Univ. Bordeaux, October 2016
  • Seminar Probability-Statistics-Control, ENSTA ParisTech-CMAP, September 2016
  • Conference Jeunes Probabilistes et Statisticiens, les Houches, April 2016
  • Seminar of PhD students of LPMA, Univ. Paris 6, December 2015
  • 45th Probability Summer School Saint-Flour, Saint-Flour, July 2015
  • Spring school Des Probabilités et des Statistiques qui s’appliquent, Tunis, March 2015
  • Perspectives on Actuarial Risks in Talks by Young researchers Conference, Liverpool, January 2015

You can find here the the mini-cours on longevity risk, taugth with Nicole El Karoui at the PhD school Frontiers in Stochastic Modelling for Finance, Padoue( February 2016).


  • Teaching assistant at Ecole Polytechnique (Python course)

Teaching assistant at University Paris 6 from 2014 to 2016.

  • 3M245 (basic Probability theory) : Math "Licence" (L3)
  • 1M001 (Analysis and algebra) : Math "Licence" (L1) ( taught during two years)
  • 2M256 (Vector analysis and multiple integrals) : Electrical Engineering "Licence" (L2)


Ecole Polytechnique
Route de Saclay
91128 Palaiseau

sarah.kaakai at polytechnique.edu