Assoc. Prof. Dr. Diana Dorobantu | Research Excellence | Research Excellence Award

ISFA | Université Lyon 1 | France

Diana Dorobantu is an Associate Professor (Maître de Conférences) at Université Lyon 1, affiliated with the Laboratoire de Sciences Actuarielles et Financières and the Institut de Science Financière et d’Assurances (ISFA). Her academic profile reflects a strong interdisciplinary foundation spanning applied mathematics, finance, actuarial science, and risk modeling, supported by advanced training in both mathematical theory and economic applications. Her research expertise lies at the intersection of stochastic processes and applied probability, with a particular emphasis on stochastic control, optimal stopping, and the study of hitting times and passage time distributions. She has made significant contributions to mathematical finance and insurance mathematics, especially in areas related to default risk modeling, contagion effects, life insurance valuation, climate risk, and actuarial applications of Ornstein–Uhlenbeck processes. Her work is recognized for combining rigorous theoretical developments with practical relevance to financial and insurance risk management. Professor Dorobantu has authored and co-authored numerous peer-reviewed publications in leading international journals, including Stochastics, Bernoulli, Quantitative Finance, Journal of Applied Probability, Stochastic Models, and Methodology and Computing in Applied Probability. Her research addresses both analytical and statistical challenges, such as first-passage time densities, suprema-based inference, renewal-reward processes, and parameter estimation for stochastic models. She has also contributed to applied studies in climate risk and agricultural insurance, demonstrating the societal relevance of her work. In addition to her research activities, she is deeply engaged in doctoral supervision, having guided multiple PhD candidates on topics related to stochastic processes, actuarial science, and climate-related risk modeling. Her administrative leadership includes directing graduate-level programs in financial risk engineering and coordinating international actuarial training initiatives. Through her combined roles as researcher, supervisor, and academic leader, Diana Dorobantu has played a key role in advancing actuarial science education and research with strong international visibility.

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