Publications HAL

2023/01 – Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy

2023/01 Bernoulli – Two-sample contamination model test

2022/01 Journal of Statistical Planning and Inference – Semiparametric two-sample admixture components comparison test: The symmetric case

2021/01 l’actuariel – Hétérogénéité inobservable, volumétrie limitée et mutualisation

2021/01 Scandinavian Actuarial Journal – Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays

2020/07 Scandinavian Actuarial Journal – Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays

2020/03 – A tree-based algorithm for individual reserving, with reporting delays and long developments

2019/09 ASTIN Bulletin – A tree-based algorithm adapted to microlevel reserving and long development claims

2019/09 ASTIN Bulletin – A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS

2018/09 – Surrender tables for ALM in insurance, with competing risks

2018/07 – Operational choices for risk aggregation in insurance: PSDization and SCR sensitivity

2018/06 – Risk aggregation and PSDization of the correlation matrix

2018/04 Risks – Operational choices for risk aggregation in insurance: PSDization and SCR sensitivity

2018/03 European Actuarial Journal – Lapse tables for lapse risk management in insurance: a competing risk approach

2018/01 – Lapse risk management in insurance

2017/10 – Microlevel-reserving with Machine Learning, a comparison

2016/11 – Weighted CART algorithm for censored data

2016/09 Insurance: Mathematics and Economics – Lapse risk in life insurance: correlation and contagion effects among policyholders’ behaviors

2016/09 Electronic Journal of Statistics – Tree-based censored regression with applications in insurance

2016/09 – Weighted decision trees applied to reserving in insurance

2016/03 – Tree-based estimators for censored observations with actuarial applications

2016/02 – Stress tests for lapse risk: correlation and contagion among policyholders’ behaviours

2015/11 – Mass lapse scenario in insurance, the use of a dynamic contagion process

2015/09 – Prediction of lifetimes by tree-based estimators

2015/03 – Rachats de contrats d’assurance et Solvency 2

2015/01 l’actuariel – Arbres de régression et de classification (CART)

2015/01 – Risque de rachat en assurance, quelques approches

2014/11 – Surrenders: risk factors and modelling

2014/09 – Selection of GLM mixtures with a clustering approach

2014/09 – Tree estimators in censored regression: application to reserving

2014/07 – Regression trees and duration models

2014/06 – Clustering with mixtures of GLM

2014/02 – Selection of GLM mixtures: a new criterion for clustering purpose

2013/09 ASTIN Bulletin – Exogenous and endogenous risk factors management to predict surrender behaviours

2012/07 – Mélanges de GLMs et nombre de composantes : application au risque de rachat en Assurance Vie

2011/12 Bulletin Français d’Actuariat – Surrender triggers in Life Insurance: what main features affect the surrender behavior in a classical economic context ?

2011/05 European Journal of Operational Research – From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital

2011/01 Bulletin Français d’Actuariat – Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context?

2011/01 European Journal of Operational Research – From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital

2010/09 Risques : les cahiers de l’assurance – Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise

2010/01 – Facteurs explicatifs du rachat en Assurance-Vie : classification et prévisions du risque de rachat