Digital insurance and long term risk

Les publications

8 documents

Articles dans une revue

  • Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove. Semiparametric two-sample admixture components comparison test: The symmetric case. Journal of Statistical Planning and Inference, Elsevier, 2022, 216, pp.135-150. ⟨10.1016/j.jspi.2021.05.010⟩. ⟨hal-02491127v2⟩
  • Xavier Milhaud. Hétérogénéité inobservable, volumétrie limitée et mutualisation. l'actuariel, Société des actuaires, 2021. ⟨hal-03692878⟩
  • Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove. Semiparametric two-sample admixture components comparison test: The symmetric case. Journal of Statistical Planning and Inference, Elsevier, 2021, 216, pp.135 - 150. ⟨10.1016/j.jspi.2021.05.010⟩. ⟨hal-03692868⟩
  • Olivier Lopez, Xavier Milhaud. Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays. Scandinavian Actuarial Journal, Taylor & Francis (Routledge), 2021, 2021 (1), pp.34 - 53. ⟨10.1080/03461238.2020.1793218⟩. ⟨hal-03692871⟩
  • Olivier Lopez, Xavier Milhaud, Pierre-Emmanuel Thérond. A tree-based algorithm adapted to microlevel reserving and long development claims. ASTIN Bulletin, Cambridge University Press (CUP), 2019, 49 (3), pp.741-762. ⟨10.1017/asb.2019.12⟩. ⟨hal-01868744v2⟩

Communications dans un congrès

  • Xavier Milhaud. A tree-based algorithm for individual reserving, with reporting delays and long developments. SMIF, Mar 2020, Maresias, Brazil. ⟨hal-02292377v2⟩

Pré-publications, Documents de travail

  • Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove. Shape constraint free two-sample contamination model testing. 2021. ⟨hal-03201760⟩
  • Olivier Lopez, Xavier Milhaud. Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays. 2020. ⟨hal-02558245⟩