Cette formation présente les différentes approches de modélisation des taux d’intérêt ainsi que de l’inflation.
Cette session se focalise sur l'explicabilité de modèles basés sur des ensembles d'arbres tels que le random forest ou le gradient boosting.
We are pleased to share with you our new Detra Note on Wasserstein boosting trees algorithm for count data published by our our Scientific Advisors, M. Denuit and J. Trufin and our TCP Consultant, Harrison Verelst.
During this session, we propose to look at four recent results concerning autocalibration.
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.
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.
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.
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.
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.
We are pleased to announce the appointment of Serge Da Mariana as CEO Detralytics France
Five years ago a human adventure was born
Cette formation porte sur l’estimation statistique des tables de mortalité statiques et dynamiques en R.
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.
This training focuses on recent developments in quantitative finance applied to risk management.