'/%3E%3C/svg%3E){kind=small}
Les publications
22 Jan 2026
|Jean-Luc Gouthon, Xavier Milhaud, José Garrido
Accounting for temporal and spatial dependencies in multi-population forecasts: the Transformers approach15 Oct 2025
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
Admix: An R Package for Estimation, Test and Clustering in Admixture Models01 Jan 2021
|Olivier Lopez, Xavier Milhaud
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays20 Mar 2021
|Simon Pageaud, Nicolas Ponthus, Romain Gauchon, Catherine Pothier, Christophe Rigotti, Anne Eyraud-Loisel, Jean-Pierre Bertoglio, Alexis Bienvenüe, François Gueyffier, Philippe Vanhems, Nicolas Leboisne, Jean Iwaz, Stéphane Loisel, Pascal Roy
Adapting French COVID-19 vaccination campaign duration to variant dissemination07 Jun 2022
|Alexandre Brouste, Christophe Dutang, Tom Rohmer
A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables12 Sep 2023
|Mathias Valla, Xavier Milhaud, Anani Ayodélé Olympio
Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies01 Jan 2021
|Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou
OneStep : Le Cam's One-step Estimation Procedure01 Jan 2022
|Jens Robben, Katrien Antonio, Sander Devriendt
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model01 Aug 2022
|Roel Verbelen, Katrien Antonio, Gerda Claeskens, Jonas Crevecoeur
Modeling the occurrence of events subject to a reporting delay via an EM algorithm02 Jun 2025
|Mathias Valla
Some properties of time-penalized trees01 Mar 2021
|Romain Gauchon, Nicolas Ponthus, Catherine Pothier, Christophe Rigotti, Vitaly Volpert, Stéphane Derrode, Jean-Pierre Bertoglio, Alexis Bienvenüe, Pierre-Olivier Goffard, Anne Eyraud-Loisel, Simon Pageaud, Jean Iwaz, Stéphane Loisel, Pascal Roy
Lessons learnt from the use of compartmental models over the COVID-19 induced lockdown in France19 Apr 2021
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
Shape constraint free two-sample contamination model testing27 Apr 2026
|Mathias Valla, Simon Provost
Scikit-longitudinal's TpT splitter: growing decision trees along the time dimension of longitudinal data21 Jun 2024
|José Garrido, Xavier Milhaud, Anani Olympio, Max Popp
Risque climatique et impact en assurance10 Jan 2021
|Xavier Milhaud
Hétérogénéité inobservable, volumétrie limitée et mutualisation06 Jan 2021
|Yves I. Ngounou Bakam, Denys Pommeret
Nonparametric estimation of copulas and copula densities by orthogonal projections03 Dec 2024
|Christophe Dutang
Utilisation des bases MeteoFrance en assurance automobile27 Jun 2025
|Giorgio Alfredo Spedicato, Christophe Dutang, Quentin Guibert
Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning13 Jun 2024
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
CONTAMINATION-SOURCE BASED K-SAMPLE CLUSTERING15 Oct 2025
|José Garrido, Xavier Milhaud, Anani Olympio
A survey of actuarial climate indices; a new index for France and its insurance applications13 May 2026
|Yuzhen Zhao, Jiarong Fan, Yating Liu
Plug-In Classification of Drift Functions in Diffusion Processes Using Neural Networks29 Oct 2021
|Claire Mouminoux, Christophe Dutang, Stéphane Loisel, Hansjoerg Albrecher
On a Markovian game model for competitive insurance pricing17 Nov 2022
|Mathias Valla, Pierrick Piette
Améliorer un modèle de Machine Learning par la personnalisation : fonction de perte et enrichissement par les données01 Sep 2021
|Pierre-Olivier Goffard, Patrick Laub
Approximate Bayesian Computations to fit and compare insurance loss models03 Jun 2024
|Éléonore Blanchard, Pierre-Olivier Goffard
Data driven investment strategies using Bayesian inference in regime switching models30 Oct 2023
|Hansjoerg Albrecher, Dina Finger, Pierre-Olivier Goffard
Empirical risk analysis of mining a Proof-of-Work blockchain01 Jul 2022
|Hansjörg Albrecher, Dina Finger, Pierre-Olivier Goffard
Blockchain mining in pools: Analyzing the trade-off between profitability and ruin01 Jan 2022
|Christophe Dutang, Vincent Goulet, Nicholas Langevin
Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications06 Oct 2026
|Yuzhen Zhao, Yating Liu, Quentin Guibert
Learning Transition Kernels of Jump-Diffusion Processes with Conditional Diffusion Models11 Nov 2021
|Christophe Dutang, Quentin Guibert
An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests