Les publications
01 Jan 2022
|Christophe Dutang, Vincent Goulet, Nicholas Langevin
Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications01 Jan 2021
|Roel Henckaerts, Marie-Pier Côté, Katrien Antonio, Roel Verbelen
Boosting insights in insurance tariff plans with tree-based machine learning methods11 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 forests10 Jan 2021
|Xavier Milhaud
Hétérogénéité inobservable, volumétrie limitée et mutualisation03 Dec 2024
|Christophe Dutang
Utilisation des bases MeteoFrance en assurance automobile06 Jan 2021
|Yves I. Ngounou Bakam, Denys Pommeret
Nonparametric estimation of copulas and copula densities by orthogonal projections21 Jun 2024
|José Garrido, Xavier Milhaud, Anani Olympio, Max Popp
Risque climatique et impact en assurance17 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 models29 Oct 2021
|Claire Mouminoux, Christophe Dutang, Stéphane Loisel, Hansjoerg Albrecher
On a Markovian game model for competitive insurance pricing01 Aug 2022
|Roel Verbelen, Katrien Antonio, Gerda Claeskens, Jonas Crevecoeur
Modeling the occurrence of events subject to a reporting delay via an EM algorithm20 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 Variables01 Jan 2021
|Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou
OneStep : Le Cam's One-step Estimation Procedure01 Jan 2021
|Olivier Lopez, Xavier Milhaud
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays12 Sep 2023
|Mathias Valla, Xavier Milhaud, Anani Ayodélé Olympio
Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies01 Jan 2022
|Jens Robben, Katrien Antonio, Sander Devriendt
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model01 Jul 2022
|Roel Henckaerts, Katrien Antonio
The added value of dynamically updating motor insurance prices with telematics collected driving behavior data01 Jan 2022
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
Semiparametric two-sample admixture components comparison test: The symmetric case14 Mar 2024
|Mathias Valla
Temporal dynamics in tree-based models and applications to lapse behaviour in life insurance.07 Oct 2024
|Mathias Valla, Onur Özdil, Ralf Korn, Nicolas Camenzind, Damir Filipović, Jean-François Bégin, Matthias Reitzner, Yevhen Havrylenko, Maximilian Euthum, Gerhard Stahl, Munir Hiabu, Elisa Luciano, Leonie Le Bastard
EAJ Zoom session: Including individual customer lifetime value and competing risks in tree-based lapse management strategies30 Dec 2023
|José Garrido, Xavier Milhaud, Anani Olympio
The definition of a French actuarial climate index; one more step towards a European index01 Nov 2022
|M. Mercè Claramunt, Claude Lefèvre, Stéphane Loisel, Pierre Montesinos
Basis Risk Management in an Index-Based Insurance Framework under Randomly Scaled Uncertainty13 Jun 2023
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
CONTAMINATION-SOURCE BASED K-SAMPLE CLUSTERING22 Aug 2024
|Mathias Valla
Time-penalised trees (TpT): a new tree-based data mining algorithm for time-varying covariates23 May 2022
|Rachel Cummings, Mathias Valla, Luca Nesterenko, Tamim El Ahmad, Mehrasa Ahmadipour, Veronica Lachi, Clément Lalanne, Emilia Siviero, Clément Ogier, Ashna Jose, Aadil Oufkir
Privacy in Machine Learning18 Apr 2022
|Jonas Crevecoeur, Katrien Antonio
A hierarchical reserving model for reported non-life insurance claims14 Mar 2022
|Jonas Crevecoeur, Katrien Antonio, Stijn Desmedt, Alexandre Masquelein
Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims01 Jan 2023
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
Two-sample contamination model test01 Jan 2024
|Nan Zhou, José Luis Vilar-Zanón, Jose Garrido, Antonio José Heras-Martínez
Measuring climate change from an actuarial perspective: a survey of insurance applications