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One-step closed-form estimator for generalized linear model with categorical explanatory variables
Alexandre Brouste
,
Christophe Dutang
,
Lilit Hovsepyan
,
Tom Rohmer
Article dans une revue
hal-04251559v1
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A survey of some recent results on Risk Theory
Florin Avram
,
Romain Biard
,
Christophe Dutang
,
Stéphane Loisel
,
Landy Rabehasaina
Article dans une revue
hal-01616178v1
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The extractData() dataset analyzed with K2, K3, K4 distributions
Patrice Kiener
,
Christophe Dutang
2016
Vidéo
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Competition among non-life insurers under solvency constraints: A game-theoretic approach
Christophe Dutang
,
Hansjoerg Albrecher
,
Stéphane Loisel
Article dans une revue
hal-01616156v1
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Lapse tables for lapse risk management in insurance: a competing risk approach
Xavier Milhaud
,
Christophe Dutang
Article dans une revue
hal-01985256v1
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A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables
Alexandre Brouste
,
Christophe Dutang
,
Tom Rohmer
Article dans une revue
hal-03689206v1
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Solvency tuned premium for a composite loss distribution
Alexandre Brouste
,
Anis Matoussi
,
Tom Rohmer
,
Christophe Dutang
,
Vanessa Désert
,
et al.
2018
Pré-publication, Document de travail
hal-01883508v1
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One-step closed-form estimator for generalized linear model with categorical explanatory variables
Alexandre Brouste
,
Christophe Dutang
,
Lilit Hovsepyan
,
Tom Rohmer
54es Journées de Statistique 2023, Université Libre de Bruxelles, Jul 2023, Bruxelles (Belgique), Belgium. 7 p
Communication dans un congrès
hal-04251593v1
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Some explanations about the IWLS algorithm to fit generalized linear models
Christophe Dutang
2017
Pré-publication, Document de travail
hal-01577698v1
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The customer, the insurer and the market
Christophe Dutang
Bulletin Français d'Actuariat, 2012
Article dans une revue
hal-01616152v1
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Machine Learning Methods to Perform Pricing Optimization. A Comparison with Standard GLMs
Giorgio Alfredo Spedicato
,
Christophe Dutang
,
Leonardo Petrini
Variance, 2018, 12 (1), pp.69-89
Article dans une revue
hal-01942038v2
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An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests
Christophe Dutang
,
Quentin Guibert
Article dans une revue
hal-03448250v1
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actuar : An R Package for Actuarial Science
Vincent Goulet
,
Christophe Dutang
,
Mathieu Pigeon
Article dans une revue
hal-01616144v1
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Etude des marchés d'assurance non-vie à l'aide d'équilibre de Nash et de modèle de risques avec dépendance
Christophe Dutang
Mathématiques générales [math.GM]. Université Claude Bernard - Lyon I, 2012. Français. ⟨NNT : 2012LYO10070⟩
Thèse
tel-00703797v3
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On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Christophe Dutang
,
Claude Lefèvre
,
Stéphane Loisel
Insurance: Mathematics and Economics, 2013, 53 (3), pp.774-785
Article dans une revue
hal-00746251v2
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Competition among non-life insurers under solvency constraints: A game-theoretic approach
Christophe Dutang
,
Hansjoerg Albrecher
,
Stéphane Loisel
European Journal of Operational Research, 2013, 231 (3), pp.702-711
Article dans une revue
hal-00746245v1
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Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling
Alexandre Brouste
,
Christophe Dutang
,
Tom Rohmer
Article dans une revue
hal-01781504v3
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An Explicit Split Point Procedure in Model-Based Trees Allowing for a Quick Fitting of GLM Trees and GLM Forests
Quentin Guibert
,
Christophe Dutang
MLISTRAL (Machine Learning in Insurance Sector Targeted to Risk Analysis and Losses ), Sep 2022, Marseille, France
Communication dans un congrès
hal-03833418v1
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Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators
Christophe Dutang
Article dans une revue
hal-01163638v2
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On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Christophe Dutang
,
C. Lefevre
,
S. Loisel
Article dans une revue
hal-01616175v1
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Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving
Alexandre Brouste
,
Christophe Dutang
Bulletin Français d'Actuariat, 2016
Article dans une revue
hal-01616192v1
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fitdistrplus : An R Package for Fitting Distributions
Marie Laure Delignette-Muller
,
Christophe Dutang
Article dans une revue
hal-01616147v1
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A modeler's guide to extreme value software
Léo Belzile
,
Christophe Dutang
,
Paul Northrop
,
Thomas Opitz
Article dans une revue
hal-04348302v1
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Robust and bias-corrected estimation of the probability of extreme failure sets
Christophe Dutang
,
Yuri Goegebeur
,
Armelle Guillou
Article dans une revue
hal-01616187v1
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Robust and bias-corrected estimation of the coefficient of tail dependence
Christophe Dutang
,
Yuri Goegebeur
,
Armelle Guillou
Article dans une revue
hal-01311680v1
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Existence theorems for generalized Nash equilibrium problems: an analysis of assumptions
Christophe Dutang
Journal of Nonlinear Analysis and Optimization, 2013, 4 (2), pp.115-126
Article dans une revue
hal-00828948v2
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A survey of GNE computation methods: theory and algorithms
Christophe Dutang
2013
Pré-publication, Document de travail
hal-00813531v1
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On a Markovian game model for competitive insurance pricing
Claire Mouminoux
,
Christophe Dutang
,
Stéphane Loisel
,
Hansjoerg Albrecher
Article dans une revue
hal-03448339v1
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