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	Pour les 28 documents Envoyer sur ORCID RSS ATOM Exporter BibTeX XML-TEI CSV RTF EndNote PDF HTML Export avancé	Page :	triés par Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante

		A survey of some recent results on Risk Theory Florin Avram , Romain Biard , Christophe Dutang , Stéphane Loisel , Landy Rabehasaina ESAIM: Proceedings, 2014, 44, pp.322 - 337. ⟨10.1051/proc/201444020⟩ Article dans une revue hal-01616178v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		One-step closed-form estimator for generalized linear model with categorical explanatory variables Alexandre Brouste , Christophe Dutang , Lilit Hovsepyan , Tom Rohmer Statistics and Computing, 2023, 33 (6), pp.138. ⟨10.1007/s11222-023-10313-4⟩ Article dans une revue hal-04251559v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		The extractData() dataset analyzed with K2, K3, K4 distributions Patrice Kiener , Christophe Dutang 2016 Vidéo medihal-01338886v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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. ⟨10.1016/j.ejor.2013.06.029⟩ Article dans une revue hal-01616156v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On a Markovian game model for competitive insurance pricing Claire Mouminoux , Christophe Dutang , Stéphane Loisel , Hansjoerg Albrecher Methodology and Computing in Applied Probability, 2021, ⟨10.1007/s11009-021-09906-1⟩ Article dans une revue hal-03448339v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Robust and bias-corrected estimation of the probability of extreme failure sets Christophe Dutang , Yuri Goegebeur , Armelle Guillou Sankhya A, 2016, 78 (1), pp.52-86. ⟨10.1007/s13171-015-0078-3⟩ Article dans une revue hal-01616187v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A survey of GNE computation methods: theory and algorithms Christophe Dutang 2013 Pré-publication, Document de travail hal-00813531v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Robust and bias-corrected estimation of the coefficient of tail dependence Christophe Dutang , Yuri Goegebeur , Armelle Guillou Insurance: Mathematics and Economics, 2014, 57 (1), ⟨10.1016/j.insmatheco.2014.05.003⟩ Article dans une revue hal-01311680v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		The customer, the insurer and the market Christophe Dutang Bulletin Français d'Actuariat, 2012 Article dans une revue hal-01616152v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests Christophe Dutang , Quentin Guibert Statistics and Computing, 2021, 32 (1), ⟨10.1007/s11222-021-10059-x⟩ Article dans une revue hal-03448250v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Lapse tables for lapse risk management in insurance: a competing risk approach Xavier Milhaud , Christophe Dutang European Actuarial Journal, 2018, 8 (1), pp.97-126. ⟨10.1007/s13385-018-0165-7⟩ Article dans une revue hal-01985256v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Some explanations about the IWLS algorithm to fit generalized linear models Christophe Dutang 2017 Pré-publication, Document de travail hal-01577698v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables Alexandre Brouste , Christophe Dutang , Tom Rohmer Communications in Statistics - Simulation and Computation, In press, pp.1-17. ⟨10.1080/03610918.2022.2076870⟩ Article dans une revue hal-03689206v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		actuar : An R Package for Actuarial Science Vincent Goulet , Christophe Dutang , Mathieu Pigeon Journal of Statistical Software, 2008, 25 (7), ⟨10.18637/jss.v025.i07⟩ Article dans une revue hal-01616144v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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 Computational Statistics, 2020, ⟨10.1007/s00180-019-00918-7⟩ Article dans une revue hal-01781504v3	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		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	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing Christophe Dutang , C. Lefevre , S. Loisel Insurance: Mathematics and Economics, 2013, 53 (3), pp.774 - 785. ⟨10.1016/j.insmatheco.2013.09.020⟩ Article dans une revue hal-01616175v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators Christophe Dutang Communications in Statistics - Theory and Methods, 2017, 46 (8), pp.3801-3828. ⟨10.1080/03610926.2015.1073313⟩ Article dans une revue hal-01163638v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A modeler's guide to extreme value software Léo Belzile , Christophe Dutang , Paul Northrop , Thomas Opitz Extremes, 2023, 26 (4), pp.595-638. ⟨10.1007/s10687-023-00475-9⟩ Article dans une revue hal-04348302v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		fitdistrplus : An R Package for Fitting Distributions Marie Laure Delignette-Muller , Christophe Dutang Journal of Statistical Software, 2015, 64 (4), ⟨10.18637/jss.v064.i04⟩ Article dans une revue hal-01616147v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More

A survey of some recent results on Risk Theory

Florin Avram , Romain Biard , Christophe Dutang , Stéphane Loisel , Landy Rabehasaina

ESAIM: Proceedings, 2014, 44, pp.322 - 337. ⟨10.1051/proc/201444020⟩

Article dans une revue hal-01616178v1

One-step closed-form estimator for generalized linear model with categorical explanatory variables

Alexandre Brouste , Christophe Dutang , Lilit Hovsepyan , Tom Rohmer

Statistics and Computing, 2023, 33 (6), pp.138. ⟨10.1007/s11222-023-10313-4⟩

Article dans une revue hal-04251559v1

The extractData() dataset analyzed with K2, K3, K4 distributions

Patrice Kiener , Christophe Dutang

2016

Vidéo medihal-01338886v1

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. ⟨10.1016/j.ejor.2013.06.029⟩

Article dans une revue hal-01616156v1

On a Markovian game model for competitive insurance pricing

Claire Mouminoux , Christophe Dutang , Stéphane Loisel , Hansjoerg Albrecher

Methodology and Computing in Applied Probability, 2021, ⟨10.1007/s11009-021-09906-1⟩

Article dans une revue hal-03448339v1

Robust and bias-corrected estimation of the probability of extreme failure sets

Christophe Dutang , Yuri Goegebeur , Armelle Guillou

Sankhya A, 2016, 78 (1), pp.52-86. ⟨10.1007/s13171-015-0078-3⟩

Article dans une revue hal-01616187v1

A survey of GNE computation methods: theory and algorithms

Christophe Dutang

2013

Pré-publication, Document de travail hal-00813531v1

Robust and bias-corrected estimation of the coefficient of tail dependence

Christophe Dutang , Yuri Goegebeur , Armelle Guillou

Insurance: Mathematics and Economics, 2014, 57 (1), ⟨10.1016/j.insmatheco.2014.05.003⟩

Article dans une revue hal-01311680v1

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

The customer, the insurer and the market

Christophe Dutang

Bulletin Français d'Actuariat, 2012

Article dans une revue hal-01616152v1

An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests

Christophe Dutang , Quentin Guibert

Statistics and Computing, 2021, 32 (1), ⟨10.1007/s11222-021-10059-x⟩

Article dans une revue hal-03448250v1

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

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

Xavier Milhaud , Christophe Dutang

European Actuarial Journal, 2018, 8 (1), pp.97-126. ⟨10.1007/s13385-018-0165-7⟩

Article dans une revue hal-01985256v1

Some explanations about the IWLS algorithm to fit generalized linear models

Christophe Dutang

2017

Pré-publication, Document de travail hal-01577698v1

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

A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables

Alexandre Brouste , Christophe Dutang , Tom Rohmer

Communications in Statistics - Simulation and Computation, In press, pp.1-17. ⟨10.1080/03610918.2022.2076870⟩

Article dans une revue hal-03689206v1

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

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

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

actuar : An R Package for Actuarial Science

Vincent Goulet , Christophe Dutang , Mathieu Pigeon

Journal of Statistical Software, 2008, 25 (7), ⟨10.18637/jss.v025.i07⟩

Article dans une revue hal-01616144v1

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

Computational Statistics, 2020, ⟨10.1007/s00180-019-00918-7⟩

Article dans une revue hal-01781504v3

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

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

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

On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing

Christophe Dutang , C. Lefevre , S. Loisel

Insurance: Mathematics and Economics, 2013, 53 (3), pp.774 - 785. ⟨10.1016/j.insmatheco.2013.09.020⟩

Article dans une revue hal-01616175v1

Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators

Christophe Dutang

Communications in Statistics - Theory and Methods, 2017, 46 (8), pp.3801-3828. ⟨10.1080/03610926.2015.1073313⟩

Article dans une revue hal-01163638v2

A modeler's guide to extreme value software

Léo Belzile , Christophe Dutang , Paul Northrop , Thomas Opitz

Extremes, 2023, 26 (4), pp.595-638. ⟨10.1007/s10687-023-00475-9⟩

Article dans une revue hal-04348302v1

fitdistrplus : An R Package for Fitting Distributions

Marie Laure Delignette-Muller , Christophe Dutang

Journal of Statistical Software, 2015, 64 (4), ⟨10.18637/jss.v064.i04⟩

Article dans une revue hal-01616147v1

Filtrer vos résultats

A survey of some recent results on Risk Theory

One-step closed-form estimator for generalized linear model with categorical explanatory variables

The extractData() dataset analyzed with K2, K3, K4 distributions

Competition among non-life insurers under solvency constraints: A game-theoretic approach

On a Markovian game model for competitive insurance pricing

Robust and bias-corrected estimation of the probability of extreme failure sets

A survey of GNE computation methods: theory and algorithms

Robust and bias-corrected estimation of the coefficient of tail dependence

Existence theorems for generalized Nash equilibrium problems: an analysis of assumptions

The customer, the insurer and the market

An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests

Machine Learning Methods to Perform Pricing Optimization. A Comparison with Standard GLMs

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

Some explanations about the IWLS algorithm to fit generalized linear models

One-step closed-form estimator for generalized linear model with categorical explanatory variables

A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables

Solvency tuned premium for a composite loss distribution

On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing

Competition among non-life insurers under solvency constraints: A game-theoretic approach

actuar : An R Package for Actuarial Science

Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling

An Explicit Split Point Procedure in Model-Based Trees Allowing for a Quick Fitting of GLM Trees and GLM Forests

Etude des marchés d'assurance non-vie à l'aide d'équilibre de Nash et de modèle de risques avec dépendance

Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving

On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing

Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators

A modeler's guide to extreme value software

fitdistrplus : An R Package for Fitting Distributions