A statistical approach to unveil phytoplankton adaptation to ocean fronts

Advances in Statistical Climatology, Meteorology and Oceanography

admix: an R package for estimation, test and clustering in admixture models

HAL

Accounting for temporal and spatial dependencies in multi-population forecasts: the Transformers approach

HAL

Time-penalized trees: consistency results and simulations

HAL

Some examples of using Semiparametric Mixture Models in Actuarial Science

1st ASTIN Bulletin Conference, ETH Zurich

The definition of a French actuarial climate index; one more step towards a European index

HAL

Detection of Atypical Behaviors Using Copulas

HAL

A Spatiotemporal Clustering Algorithm Combining Multiple Data Sources: Application to Mortality

HAL

Lee-Carter type longevity models and climate impacts

MLISTRAL 2 Conference, CIRM

Contamination models: the admix R package

RT MathRisk Conference, Paris

Longevity and global warming

International Conference on Mathematics, Probability and Statistics (ICOMPS-25), Brazil

Contamination-source based K-sample clustering

Journal of Machine Learning Research

Two-sample contamination model test

Bernoulli

Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy

European Actuarial Journal

Estimation and prediction with data quality indexes in linear regressions

Computational Statistics

Impact of heat waves on mortality: extension of longevity models to account for global warming

HAL

Heat waves and longevity models

Seminaire Louvain-la-Neuve, Belgium

Clustering of contamination sources: a case study from Covid‐19 pandemic

Invited speaker at IX Workshop on Pensions and Insurance, Barcelona

Heat waves and mortality: extension of longevity models to account for global warming

European Actuarial Journal Conference, Lisbon

Semiparametric estimation of the mixture proportion in admixture models

AFRIC Conference, Zimbabwe

Risque climatique en assurance vie: exemples d outils actuariels pour son appréhension

22eme Congrès des Actuaires (Paris)

Semiparametric two-sample admixture components comparison test: the symmetric case

Journal of Statistical Planning and Inference

Clustering contaminations

Machine Learning in Insurance Sector Targeted to Risk AnaLysis (MLISTRAL), CIRM

Admixtures: estimation and test

11th Conference in Actuarial Science and Finance, Samos

Hétérogénéité inobservable, volumétrie limitée et mutualisation

L’Actuariel

Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays

Scandinavian Actuarial Journal

Contamination model: estimation, testing and clustering

Séminaire I2M Marseille

Microlevel reserving in long-development business lines

OICA-WAKA Conference (Online)

Truncation and reporting delays in reserving

7th SMIF Conference, Maresias (Brazil)

Microlevel reserving with tree-based regression in presence of censoring and truncation

Invited talk at CASS Business School, London (UK)

A tree-based algorithm adapted to microlevel reserving and long-development claims

ASTIN Bulletin

A tree-based algorithm adapted to claims with long development

IME Conference, Munich (Germany)

Operational choices for risk aggregation in insurance: PSDization and SCR sensitivity

Risks

Lapse tables for lapse risk management in insurance: a competing risk approach

European Actuarial Journal

Surrender tables for ALM in insurance, with competing risks

EAJ Conference, Université Catholique de Louvain (Belgique)

Operational choices for risk aggregation in insurance: PSDization and SCR sensitivity

IME Conference, Sydney (Australie)

Lapse risk management in insurance

ANR LoLitA Conference, Paris (France)

Microlevel-reserving with Machine Learning, a comparison

Colloquium AAI, Barcelone (Espagne)

Tree-based censored regression with applications in insurance

Electronic Journal of Statistics

Lapse risk in life insurance: correlation and contagion effects among policyholders’ behaviors

Insurance: Mathematics and Economics

Weighted decision trees applied to reserving in insurance

EAJ Conference, Lyon (France)

Tree-based estimators for censored observations with actuarial applications

12th ICOR, La Havana (Cuba)

Stress tests for lapse risk: correlation and contagion among policyholders’ behaviours

Colloque CIRM Copules - Extremes - Actuariat, Marseille

Arbres de classification et de regression

L’Actuariel

Mass lapse scenario in insurance, the use of a dynamic contagion process

Séminaire Lyon-Lausanne L2

Prediction of lifetimes by tree-based estimators

Longevity 11 Conference (Lyon)

Rachats de contrats d’assurance et Solvency 2

Association Française de Gestion Actif-Passif

Risque de rachat en assurance, quelques approches

Chaire risques systémiques (ACPR)

Surrenders: risk factors and modelling

Autorité du Contrôle Prudentiel et de Résolution

Tree estimators in censored regression: application to reserving

EAJ Conference (Vienne)

Selection of GLM mixtures with a clustering approach

MBC2 Workshop (Catane)

Regression trees and duration models

Ecole d'été de l'Institut des Actuaires (Paris)

Clustering with mixtures of GLM

46ème Journées de Statistique (Rennes)

Exogenous and endogenous risk factors management to predict surrender behaviours

ASTIN Bulletin

Whole life contract lifetime: prediction of lapses

IME Conference, Copenhague (Danemark)

Surrenders in a competing risks framework, application with the [FG99] model

AFIR/ERM-PBSS-LIFE Colloquim, Lyon (France)

Mélanges de GLMs et nombre de composantes : application au risque de rachat en Assurance Vie

PhD Thesis, Université Lyon 1

Modelling the heterogeneity of surrender behaviours by using GLM mixtures

ASTIN-AFIR-IAALS Congress, Mexico City (Mexico)

Segmentation et modélisation des comportements de rachat en Assurance Vie

Actuarial Thesis, Institut de Sciences Financières et d'Assurances, Université Lyon 1

From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital

European Journal of Operational Research

Surrender triggers in Life Insurance: what main features affect the surrender behavior in a classical economic context?

Bulletin Français d’Actuariat

GLM Mixture Models to manage the complexity of surrender's behaviour modelling

15ème Séminaire IME à Trieste, Italie

Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise

Risques

Classification et prévisions du risque de rachat en Assurance Vie

Journées Modélisation Aléatoire et Statistique (MAS) à Bordeaux, France

Le risque de rachat en Assurance-Vie

Ecole d'été de l'Institut des Actuaires (Summer school), Lyon, France

Rachats et crises de corrélation

Séminaire Statistiques et Probabilités Appliquées à l'Assurance et la Finance (AST&RISK), Lyon, France

Déterminants des comportements de rachat

Workshop ED SEG, Lyon, France

Prévision des rachats en Assurance Vie épargne

Séminaire de la Société Française de Statistiques (SFdS), Marseille, France

Cas pratiques et retour d'expérience de l'utilisation des copules en Assurance-Vie

Séminaire Sépia de l'Institut des Actuaires, Paris, France