12/05/2021
We are pleased to announce that our next Lunch & Learn will take place on May 25, 2021 from 12:30 to 13:30.
04/07/2021
We are pleased to share with you our Detra Note 2021-1. In this working paper, we adapt the Heath-Jarrow Morton (HJM) framework by considering a constraint of convergence of future forward rates toward a constant exogeneous rate set e.g. by a regulator.
20/08/2021
You want to know all the subtilities hidden behind the well-known methods you regularly use to compute the reserves of your company or want to learn about the Chain Ladder and GLMs you always heard about? You want to learn more about individual reserving? More specifically, about multistate model?
18/10/2021
We are pleased to share with you our 4th Detra Note of the year about accumulation scenarios in cyber insurance. In this work, we consider a simple way to model accumulation episodes (i.e., large number of claims occurring in a short amount of time) in the context of cyber risk.