Publications
Series of educational papers dedicated to the actuarial sector.
Insurance Analytics with Clustering Techniques
Cloud failure and cyber insurance: calibration of stress scenarios and diversification
Participating life insurances in an equity-libor market model
Option pricing in the heston model with physics inspired neural network
Distill knowledge of additive tree models into generalized linear models
Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance
Cyber incident reports: extrapolating severity using neural networks
Boosted Poisson regression trees: A guide to the BT package in R
Tail index partition-based rules extraction with application to tornado damage insurance
Risk management with Local Least Squares Monte-Carlo
Does autocalibration improve goodness of lift?
How to assess broker’s performances in an elementary way?
Modeling accumulation scenarios in cyber risk
Tarification d’expérience sur statistiques sinistres écrêtées
ICC, deviance, AUC : What are the differences ?
A Heath-Jarrow-Morton model compliant with Solvency II? Promises and pitfalls
Generalization error for Tweedie models: can it be decomposed as for Normal and Poisson and can it be reduced with bagging?
Risk sharing under the dominant peer-to-peer property and casualty insurance business models
Matrix calculation for ultimate and one-year risk in the semi-markov individual loss reserving model
Features with flat partial dependence plots up to a certain level: not important?
The reason why bagging trees outperform decision tree…
Quelles limites pour l’application des algorithmes d’apprentissage en assurance ?
Semi-markov multistate individual loss reserving model in general insurance
How to combine market and internal medical indices in orsa?
Calcul de la valeur de conversion de l’usufruit
Effective tools for assessing the performance of pricing models
Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
Des triangles agrégés aux méthodes individuelles : revue de méthodes de réservation en assurances dommages
Back to the Future 2 – D’un modèle B2C intermédié à une généralisation des B2B(2C) et B2(P2P) : Enjeux Actuariels
