Les publications
01 Aug 2022
|Roel Verbelen, Katrien Antonio, Gerda Claeskens, Jonas Crevecoeur
Modeling the occurrence of events subject to a reporting delay via an EM algorithm01 Jan 2021
|Olivier Lopez, Xavier Milhaud
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays01 Jan 2021
|Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou
OneStep : Le Cam's One-step Estimation Procedure07 Jun 2022
|Alexandre Brouste, Christophe Dutang, Tom Rohmer
A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables20 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 dissemination01 Jan 2022
|Jens Robben, Katrien Antonio, Sander Devriendt
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model12 Sep 2023
|Mathias Valla, Xavier Milhaud, Anani Ayodélé Olympio
Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies01 Sep 2021
|Pierre-Olivier Goffard, Patrick Laub
Approximate Bayesian Computations to fit and compare insurance loss models01 Jan 2022
|Christophe Dutang, Vincent Goulet, Nicholas Langevin
Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications29 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 données11 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 forests01 Jan 2021
|Roel Henckaerts, Marie-Pier Côté, Katrien Antonio, Roel Verbelen
Boosting insights in insurance tariff plans with tree-based machine learning methods10 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 projections05 Aug 2023
|Mathias Valla
Time-penalized trees (TpT): a new tree-based data mining algorithm for time-varying covariates01 Jan 2022
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
Semiparametric two-sample admixture components comparison test: The symmetric case01 Jul 2022
|Roel Henckaerts, Katrien Antonio
The added value of dynamically updating motor insurance prices with telematics collected driving behavior data14 Mar 2024
|Mathias Valla
Temporal dynamics in tree-based models and applications to lapse behaviour in life insurance.25 May 2020
|Claude Lefèvre, Stéphane Loisel, Pierre Montesinos
Basis Risk Management in an Index-Based Insurance Framework under Randomly Scaled Uncertainty30 Dec 2023
|José Garrido, Xavier Milhaud, Anani Olympio
The definition of a French actuarial climate index; one more step towards a European index13 Jun 2023
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
CONTAMINATION-SOURCE BASED K-SAMPLE CLUSTERING14 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 claims22 Nov 2022
|Pierre-Olivier Goffard
Sequential Monte Carlo samplers to fit and compare insurance loss models01 Jan 2023
|Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove
Two-sample contamination model test18 Apr 2022
|Jonas Crevecoeur, Katrien Antonio
A hierarchical reserving model for reported non-life insurance claims15 Mar 2024
|Nan Zhou, José Luis Vilar-Zanón, Jose Garrido, Antonio José Heras Martínez
Measuring climate change from an actuarial perspective: a survey of insurance applications26 Sep 2022
|Mathias Valla
Including Customer Lifetime Value in tree-based lapse management strategy18 Jul 2023
|Mathias Valla
A longitudinal framework for lapse management in life insurance10 Dec 2020
|Roel Henckaerts, Katrien Antonio, Marie-Pier Côté
When stakes are high: balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates