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Lapse risk management in insurance
Xavier Milhaud
ANR LoLitA Conference, Jan 2018, Paris, France
Communication dans un congrès
hal-02025042v1
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Surrenders: risk factors and modelling
Xavier Milhaud
Conférence de l'ACPR, Nov 2014, Paris, France
Communication dans un congrès
hal-02025351v1
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Two-sample contamination model test
Xavier Milhaud
,
Denys Pommeret
,
Yahia Salhi
,
Pierre Vandekerkhove
Bernoulli, In press
Article dans une revue
hal-03985733v2
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Surrender triggers in Life Insurance: what main features affect the surrender behavior in a classical economic context ?
X Milhaud
,
S. Loisel
,
V Maume-Deschamps
Bulletin Français d'Actuariat, 2011, 11 (22), pp.5-48
Article dans une revue
hal-01985261v1
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Mass lapse scenario in insurance, the use of a dynamic contagion process
Xavier Milhaud
Séminaire L2, Nov 2015, Lausanne, Switzerland
Communication dans un congrès
hal-02025135v1
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Tree-based censored regression with applications in insurance
Olivier Lopez
,
Xavier Milhaud
,
Pierre-Emmanuel Thérond
Article dans une revue
hal-01141228v2
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A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS
Olivier Lopez
,
Xavier Milhaud
,
Pierre-E. Thérond
Article dans une revue
hal-03915490v1
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Microlevel-reserving with Machine Learning, a comparison
Xavier Milhaud
Colloquium AAI, Oct 2017, Barcelone, Spain
Communication dans un congrès
hal-02025046v1
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Operational choices for risk aggregation in insurance: PSDization and SCR sensitivity
Xavier Milhaud
IME Conference, Jul 2018, Sydney, Australia
Communication dans un congrès
hal-02025025v1
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Semiparametric two-sample admixture components comparison test: The symmetric case
Xavier Milhaud
,
Denys Pommeret
,
Yahia Salhi
,
Pierre Vandekerkhove
Article dans une revue
hal-02491127v2
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Arbres de régression et de classification (CART)
Olivier Lopez
,
Xavier Milhaud
,
Pierre-Emmanuel Thérond
l'actuariel, 2015, 15, pp.42-44
Article dans une revue
hal-01152263v1
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Mélanges de GLMs et nombre de composantes : application au risque de rachat en Assurance Vie
Xavier Milhaud
Mathématiques générales [math.GM]. Université Claude Bernard - Lyon I, 2012. Français. ⟨NNT : 2012LYO10097⟩
Thèse
tel-01153397v1
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Surrender tables for ALM in insurance, with competing risks
Xavier Milhaud
EAJ Conference, Sep 2018, Louvain, Belgium
Communication dans un congrès
hal-02025016v1
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Tree-based estimators for censored observations with actuarial applications
Xavier Milhaud
12th ICOR, Mar 2016, La Havane, Cuba
Communication dans un congrès
hal-02025053v1
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A tree-based algorithm for individual reserving, with reporting delays and long developments
Xavier Milhaud
SMIF, Mar 2020, Maresias, Brazil
Communication dans un congrès
hal-02292377v2
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Hétérogénéité inobservable, volumétrie limitée et mutualisation
Xavier Milhaud
l'actuariel, 2021
Article dans une revue
hal-03692878v1
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Facteurs explicatifs du rachat en Assurance-Vie : classification et prévisions du risque de rachat
Xavier Milhaud
,
Stéphane Loisel
,
Véronique Maume-Deschamps
42èmes Journées de Statistique, 2010, Marseille, France, France
Communication dans un congrès
inria-00494798v1
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Selection of GLM mixtures with a clustering approach
Xavier Milhaud
MBC2 Workshop, Sep 2014, Catane, Italy
Communication dans un congrès
hal-02025100v1
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Tree estimators in censored regression: application to reserving
Xavier Milhaud
EAJ Conference, Sep 2014, Vienne, Austria
Communication dans un congrès
hal-02025108v1
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Risk aggregation and PSDization of the correlation matrix
Xavier Milhaud
10th Conference in Actuarial Science and Finance, Jun 2018, Karlovasi, Greece
Communication dans un congrès
hal-02025115v1
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Risque de rachat en assurance, quelques approches
Xavier Milhaud
Chaire risques systémiques (ACPR), Jan 2015, Paris, France
Communication dans un congrès
hal-02025139v1
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Operational choices for risk aggregation in insurance: PSDization and SCR sensitivity
Xavier Milhaud
,
Victorien Poncelet
,
Clément Saillard
Article dans une revue
hal-01711196v1
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From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital
Stéphane Loisel
,
Xavier Milhaud
Article dans une revue
hal-01985266v1
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Prediction of lifetimes by tree-based estimators
Xavier Milhaud
Longevity 11 Conference, Sep 2015, Lyon, France
Communication dans un congrès
hal-02025067v1
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Regression trees and duration models
Xavier Milhaud
Ecole d'été de l'Institut des Actuaires, Jul 2014, Paris, France
Communication dans un congrès
hal-02025096v1
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Rachats de contrats d’assurance et Solvency 2
Xavier Milhaud
Conférence/débat par l'AFGAP, Mar 2015, Paris, France
Communication dans un congrès
hal-02025322v1
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From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital
Stéphane Loisel
,
Xavier Milhaud
Article dans une revue
hal-00502847v1
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A tree-based algorithm adapted to microlevel reserving and long development claims
Olivier Lopez
,
Xavier Milhaud
,
Pierre-Emmanuel Thérond
Article dans une revue
hal-01868744v2
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Selection of GLM mixtures: a new criterion for clustering purpose
Olivier Lopez
,
Milhaud Xavier
2014
Pré-publication, Document de travail
hal-00957880v1
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CONTAMINATION-SOURCE BASED K-SAMPLE CLUSTERING
Xavier Milhaud
,
Denys Pommeret
,
Yahia Salhi
,
Pierre Vandekerkhove
2023
Pré-publication, Document de travail
hal-04129130v1
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