Welcome !

Sarah Kaakaï, Assistant professor

Laboratoire Manceau de Mathématiques (LMM)
Institut du Risque et de l'Assurance (IRA)
Boulevard Charles Nicolle,
Le Mans Université

sarah.kaakai at univ-lemans.fr


Research topics: Stochastic population dynamics (and their simulation), interacting point processes, averaging in random environment, human longevity, demographic risks and pension design, dynamic utilities,stochastic control, ssystemic risk measures.

IBMPopSim R package
I am the co-author, with D. Giorgi and V. Lemaire (LPSM, Sorbonne-Université) of the R package IBMpopSim, available on the CRAN. The IBMPopSim package aims at simulating the random evolution of a wide range of heterogeneous populations models, called stochastic Individual Based Models (IBMs). Such models have various applications in fields including actuarial sciences, biology, demography, or ecology.

Presentation of the paper at the GT ARC (december 2020, in french)



Working papers
  • Consistency of national and sub-national mortality forecasts within population dynamics framework, with H. Labit-Hardy and A. Villegas Ramirez (both at the School of Risk and Actuarial Studies, UNSW and CEPAR, Sydney).


I have been an assistant professor (Maître de conférence) at Le Mans University since september 2018. Below are some of of the classes i am currently teaching (more ressources coming).

  • Survival analysis, mortality modelling and life insurance.
  • Advanced probability.
  • Monte Carlo methods in R and Python.
  • Introduction to Python.

  • Measure and Integration theory.
  • Linear Algebra (Licence 1 and 2).

Other activities