Probability Theory: Key Concepts and Tools for SOA Exam P & CAS Exam 1

Olivier Le Courtois is a professor at emlyon business school. His areas of interest are probability and calculus, which he has applied to finance, insurance, and economics. Olivier is an alumnus of Ecole Normale Supérieure de Lyon and holds a PhD and a Habilitation in Management Science, and an Agrégation in Physics. He is a Fellow of the Society of Actuaries (FSA, QFI track) and he has also obtained the following designations: CFA, CERA, and FRM. Olivier is a former bank engineer and is the founder and ex-director of the CEFRA research center of emlyon business school. He also has more than ten years of consulting experience. Specializing in the modeling of extreme risks in finance and insurance, he is the author of a book published by the Imperial College Press and of several other books, and his research papers have been published in journals such as Insurance: Mathematics and Economics, the Journal of Banking and Finance, the Journal of Mathematical Economics, Mathematical Finance, and the Journal of Economic Dynamics and Control. His research contributions have received seven awards, such as the prestigious Kulp-Wright book award of the American Risk and Insurance Association.