Experience
Publications
Read their latest work
Article
Impact of COVID-19 on best estimate mortality assumptions
08 September 2023 - by Flora Auter, Amal Elfassihi, Salima el Khababi, Jan Thiemen Postema, Eve Titon, Raymond van Es
Using mortality data adjustment methods for COVID-19 helps avoid double counting and derives long-term trends without instabilities from a one-off experience.
Article
Modeling the impact of climate risks on mortality
19 December 2022 - by Alexandre Boumezoued, Amal Elfassihi, Valentin Germain, Eve Titon
Climate change will lead to greater mortality risk, so we discuss the exposure to high temperatures and look at alternative modeling for vector-borne diseases.
Article
Mortality trend prediction using machine learning
23 November 2022 - by Amal Elfassihi, Alexandre Boumezoued
Compared with traditional mortality models, machine learning algorithms can significantly improve the forecasts of future mortality rates.
Article
Modeling the pandemic risk
14 January 2022 - by Allen Klein, Alexandre Boumezoued, Amal Elfassihi
How to model the COVID-19 pandemic and forge a path to better risk insurance.
Article
IFRS 17: Deriving the confidence level for the Risk Adjustment: A case study for life (re)insurers
11 November 2020 - by Alexandre Boumezoued, Amal Elfassihi, Cormac Gleeson, Andrew Kay, Orlaith Lehane, Bertrand Lespinasse, Damien Louvet
This paper presents a solution to address (re)insurers’ challenges, including how to determine the confidence level needed for disclosure purposes and how to restate a given confidence level over different time horizons.
Article
Automatic extraction of COVID-19 epidemiological parameters using Natural Language Processing
14 May 2020 - by Rémi Bellina, Cedric Mea, Floriane Moy, Alexandre Boumezoued, Amal Elfassihi, Eve Titon
This paper explores the potential and the challenge of using BERT, a Natural Language Processing framework, to automate the task of gathering input information and assisting experts for COVID-19 studies.