News
Detra Note 2021-4 | Modeling accumulation scenarios in cyber risk
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.
NOV. 5, 10 & 19 , 2021 | Avancées récentes en modélisation financière appliquées à la gestion des risques
Cette formation présente les avancées récentes dans le domaine des modèles financiers quantitatifs appliqués à la gestion des risques.
NOV. 30, DEC. 7 & 14, 2021 | Reserving in insurance
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?
NOV. 5, 10 & 19, 2021 | Recent advances in Financial Modelling for Risk Manage
This training focuses on recent developments in quantitative finance applied to risk management.
OCT. 26, 2021 | Lunch & Learn : Model comparison based on the strength of dependence between responses and their predictions
The present L&L proposes an effective testing procedure for this dependence concept and applies it to compare two models.
SEPT. 28, 2021 | Lunch & Learn : Multi-state individual loss reserving
We are pleased to announce that our next Lunch & Learn will take place on Sept 28, 2021 from 12:30 to 13:30.
OCT. 26, 2021 | Lunch & Learn : Comparaison de modèles basée sur la force de dépendance entre les cibles et leurs prédictions
Ce Lunch & Learn présentera une procédure de test efficace pour ce concept de dépendance et l'appliquera afin de comparer deux modèles.
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"!