News
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 | Cyber insurance: contagion of a cyber attack on a network
We are pleased to announce that our next Lunch & Learn will take place on April 19, 2022 from 12:30 to 13:30.
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.
Detra Note 2022-1 | Insurance analytics with k-means and extensions
We are pleased to share with you our first Detra Note of the year on "Insurance analytics with K-means and extensions" by Donatien Hainaut, Ph.D and Thomas Hames.
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.
FEV. 22 & 24, 2022 | 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?
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.