News
Detra Note 2023-4 | Cyber incident reports: extrapolating severity using neural networks
We are pleased to share with you our new DetraNote on Cyber incident reports: extrapolating severity using neural networks, published by our Actuarial Consultants, Justin Kher and Hugo Rapior, and our Scientific Director, Olivier Lopez.
Happy Learning Hours | Insurance Pricing
We are happy to invite you to participate in our Happy Learning Hours on ”Insurance Pricing".
Detra Note 2023-3 | Boosted Poisson regression trees: A guide to the BT package in R
We are pleased to share with you our new DetraNote on Boosted Poisson regression trees: A guide to the BT package in R published by our Actuarial Expert Consultant, Gireg Willame, and our Scientific Director, Julien Trufin.
21.03.2023 | Lunch & Learn | Gestion des risques avec les moindres carrés locaux et simulations de Monte-Carlo (FR)
Participez à notre prochain Lunch&Learn sur la gestion des risques avec les moindres carrés locaux et simulations de Monte-Carlo. The method of least squares Monte-Carlo (LSMC) has become a standard in the insurance and financial sectors for computing the exposure of a company to market risk.
Detra Note 2023-1 | Risk management with Local Least Squares Monte-Carlo
We are pleased to share with you our first Detra Note of the year on Risk management with Local Least Squares Monte-Carlo published by our Scientific Director, Donatien Hainaut, and our TAP Consultant, Adnane Akbaraly.
28.03.2023 | Lunch & Learn | Risk management with Local Least Squares Monte-Carlo (EN)
Participate to our next Lunch&Learn! on "Risk management with Local Least Squares Monte-Carlo". The method of least squares Monte-Carlo (LSMC) has become a standard in the insurance and financial sectors for computing the exposure of a company to market risk.
Welcome to Serge, CEO France
We are pleased to announce the appointment of Serge Da Mariana as CEO Detralytics France
Detralytics 5 Years Anniversary Celebration
Five years ago a human adventure was born
11, 18 & 25 octobre 2022 | Modélisation statistique des tables de mortalité avec R
Cette formation porte sur l’estimation statistique des tables de mortalité statiques et dynamiques en R.
FAQctuary 2022-2 | Does autocalibration improve goodness of lift?
We are pleased to share with you our first FAQctuary of the year on "How to assess broker's performances in an elementary way?" by Michel Denuit and Julien Trufin.OCT. 11, 18 & 25, 2022 | Statistical modelling of mortality tables with R
This training focuses on recent developments in quantitative finance applied to risk management.
Happy Learning Hours | Modélisation actuarielle des assurances collectives et participatives
We are happy to invite you to participate to our very first Happy Learning Hours on ”Modélisation actuarielle des assurances collaboratives et participatives"
FAQctuary 2022-1 | How to assess broker’s performances in an elementary way?
We are pleased to share with you our first FAQctuary of the year on "How to assess broker's performances in an elementary way?" by Michel Denuit and Julien Trufin.
Lunch & Learn: “Features with flat partial dependence plots up to a certain level – not important?”
We are pleased to announce that our next Lunch & Learn will take place on Mar. 8, 2022 from 12:30 to 13:30.
Lunch & Learn: “Insurance Analytics: clustering techniques”
We are pleased to announce that our next Lunch & Learn will take place on Fev. 17, 2022 from 12:30 to 13:30.