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 .
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.
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 University Paris 6 from 2014 to 2016.
Route de Saclay
sarah.kaakai at polytechnique.edu