News
Detra Note 2021-3, Tarification d’expérience sur statistiques sinistres écrêtées
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.
Lunch & Learn: “A Heath-Jarrow-Morton model compliant with Solvency II? Promises and pitfalls”
We are pleased to announce that our next Lunch & Learn will take place on May 25, 2021 from 12:30 to 13:30.
FAQctuary 2021-1, Model comparison
We are pleased to share with you our first FAQctuary of the year on "ICC, deviance, AUC : What are the differences ?"Detra Note 2021-2, Back to the future : moving insurance to the sharing economy
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.
Detra Note 2021-1, Solvency II
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.
23.02, 2 & 9.03.21 | Financial statements analysis of insurance companies: beyond the numbers
The purpose of this course is to help participants to get a deep understanding of financial statements disclosed by insurance companies and to value their activities. Participants will learn to break down the disclosed information into key performance indicators. All concepts are illustrated on a case study of a major international insurer.
FAQctuary 2020-4, Features with flat partial dependence plots up to a certain level: not important?
We are pleased to share with you our last FAQctuary of the year
New publication: Effective Statistical Learning Methods for Actuaries II
Congratulation to our Scientific Directors, Michel Denuit, Donatien Hainaut and Julien Trufin on the recent publication of the latest volume of their trilogy "Effective statistical learning Methods for Actuaries"!
Detra Note 2020-4, Bagging tree
We are pleased to share with you our Detra Note 2020-4 on the "The reason why bagging trees outperform decision tree...".
Detra Note 2020-3, Solvency calculation
We are pleased to share with you our Detra Note 2020-3 on the "Matrix calculation for ultimate and one-year risk in the semi-markov individual loss reserving model".Lunch & Learn on Micro Reserving (Webinar FR)
We are pleased to announce that our next Lunch & Learn, dedicated to topics related to micro reserving, will take place on September 15, 2020 from 12:30 to 13:30.
Detralytics on freakonometrics
Frekonometrics is an academic blog held by Arthur Charpentier, an economist, mathematician, blog activist, and actuary.
Detralytics is officially an IABE accredited trainer
Accredited activities organised by accredited CPD trainers fall into the category with an unlimited number of CPD points.
Detra Note 2020-2, Quelles limites pour l’application des algorithmes d’apprentissage en assurance ?
Dans cette nouvelle Detra Note, Arthur Charpentier et Michel Denuit évoquent les limites de l’application des algorithmes prédictifs en assurance en revenant sur les notions de segmentation des risques et d’hétérogénéité.
FAQctuary 2020-1 : Features with flat partial dependence plots: not important?
We are pleased to share with you our FAQctuary 2020-2 "Features with flat partial dependence plots: not important?"