معرفی
Anis Matoussi is a Professor of Applied Mathematics at Le Mans University and serves as the Director of the Institut du Risque et de l'Assurance du Mans. He coordinates the master's program in Actuarial Science and leads multiple research initiatives, including ANR DREAMeS (2021-2025) and ITCA (Groupama, Fondation du Risque).
- Role: Professor, Applied Mathematics
- Institution: Le Mans University
- Research Leadership: Director of Institut du Risque et de l'Assurance, Head of Master Actuarial Science
His research focuses on stochastic control, backward stochastic differential equations (BSDEs), and their applications in finance, insurance, and energy systems. He has developed numerical methods for second-order BSDEs and studied stochastic nonlinear PDEs, maximum principles for SPDEs, and extended mean field control models. Recent projects include the application of deep learning to forward utilities via ergodic BSDEs and multivariate risk measures.
Matoussi has supervised numerous PhD students, including current advisees Zakaria Bensa (industrial thesis with Natixis) and Lucas Da Silva (co-supervised with Caroline Hillairet). Former students like Achraf Tamtalini (Bank of America) and Jing Zhang (Fudan University) hold prominent positions globally.
His work includes collaborations on smart grids, control of electrical systems, and robust utility maximization under uncertainty. Publications span journals in applied mathematics, optimization, probability, and financial mathematics, with recent emphasis on numerical schemes and probabilistic representations.
