Oskar Laverny

Actuary, Phd at SCOR

Marseille, Provence-Alpes-Côte d'Azur, France
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Summary

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Oskar Laverny is an actuary and PhD-level researcher based in Marseille with a decade of experience building statistical tools to estimate dependence structures in high dimensions for (re)insurance applications. At SCOR since 2019 he translates advanced mathematical theory into practical risk models, blending rigorous doctoral research in mathematics and computer science with professional actuarial credentials. His academic path spans ENS Lyon, ISFA, and Strasbourg, reflecting deep training in both pure math and applied actuarial science. Known for a curious, tongue-in-cheek take on correlations (“quality of code vs quantity of coffee”), he brings intellectual curiosity and a taste for pragmatic, data-driven solutions to complex dependence modeling problems.
code10 years of coding experience
bookDeug de mathématiques, Mathématiques et informatique, Deug de mathématiques, Mathématiques et informatique at Université de Strasbourg
bookDoctorat, Mathématiques et informatique, Doctorat, Mathématiques et informatique at Université Claude Bernard Lyon 1
bookMaster 2 (M2), Mathématiques, Master 2 (M2), Mathématiques at L'École Normale Supérieure de Lyon
bookLicence, Actuariat, Licence, Actuariat at Institut de Science Financière et d'Assurances (I.S.F.A)
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Stackoverflow

Stats
1,078reputation
29kreached
16answers
64questions
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Github Skills (200)

copula10
proxy10
visual-studio10
torrent10
api10
julia10
distributions10
desktop10
windows10
rss10
editor10
languagetool10
latex10
color-picker10
r-package10

Programming languages (13)

C#JavaC++CSSPerlHTMLJupyter NotebookJulia

Github contributions (5)

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JuliaSurv/NetSurvival.jl

May 2024 - Mar 2025

A pure-Julia take on standard net survival routines
Contributions:8 reviews, 35 PRs, 101 pushes in 10 months
lrnv/my_blog

Mar 2019 - Mar 2024

Contributions:65 pushes, 2 branches in 5 years 1 month
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Oskar Laverny - Actuary, Phd at SCOR