My CV
Education
- 2023: ILB Research fellow
in
the academic college.
- 2021: HDR thesis in mathematics at Paris Dauphine | PSL
entitled: 'Some statistical and game-theoretic models with an actuarial perspective',
pdf.
- 2014: certified member of the French Institute of Actuaries1.
- 2013: qualification in the 26th section of the CNU
and qualification of the French
Institute of Actuaries1.
- 2009-2012: Ph.D. thesis in actuarial science, collaboration
between ISFA2 and AXA GRM:
Thesis title: 'Studying non-life insurance markets with Nash equilibria and dependent risk models',
Advisors: Stéphane
Loisel and Véronique
Maume-Deschamps, Slides presentation file
and printable version,
Abstract,
Thesis,
Errata.
- 2011: Awarded the French
actuary1 diploma (Abstract).
- 2007-2008 - Professional Master SAF at ISFA2,
Lyon
- 2006-2007 - Research Master SAF at ISFA2,
Lyon
- 2004-2007 - a 3-year engineering school at ENSIMAG3,
Grenoble
- 2002-2004 - a 2-year university level school at CPP4,
Grenoble
- 2002: Awarded the Baccalauréat Général
- majoring in Sciences with high honours.
Research statistics
Collaborative project accounts
1 - what is an actuary?
2 - Institut de Science Financière et
d'Assurances [institute of financial and actuarial sciences,
leading to the French actuary diploma]
3 - Ecole
Nationale Supérieure d'Informatique et de
Mathématiques Appliquées de Grenoble [a French
engineering school of computer science and applied
mathematics],
4 - Cycle Préparatoire
Polytechnique [a French '
classe
prepa'
preparing for engineering schools]
Professional Experience
- 2022 - present at LJK and Ensimag,
Grenoble INP,
UGA:
assistant professor.
- 2017 - 2022 at CEREMADE and
MIDO,
Université Paris Dauphine:
assistant professor.
- 2013 - 2017 at LMM
and IRA,
Université du Mans: assistant professor.
- 2012 - 2013 at IRMA,
Université de
Strasbourg: assistant professor.
- 2012 - 3 months at ISFA,
Université Lyon 1 and HEC,
Université de Lausanne: post-doc position.
- 2008-12 - 4 years at AXA Group Risk Management: in the P&C
Economic Capital and Value modelling, in charge of various actuarial
tool developments for non life insurance (without mentioning the Ph.D.
thesis).
- 2007 - Research memoir/internship (4.5 months)
at Université Laval (Québec city, Canada): research memoir on optimal
reinsurance, paper writing, contribution to the R package actuar,
attending ARC 2007.
- 2006 - Internship (2 months) at JPMorgan
(Bournemouth, UK): IT project management support and script developer.
Teaching
- 2022-present: Ensimag:
Statistics Principles L3,
Multidimensional Statistics M1,
Introduction to Derivatives Pricing M1,
Stochastic Processes and Financial Applications M1,
Stochastic Model for Finance M2
Time Series for Finance M2.
- 2017-2022: Université Paris Dauphine:
head of M2 Actuariat, teaching Actuarial Math. 1 and 2 M1 (2017-21),
Fin. Econometrics M2 (2017), Stat. Learning. M1. (2017-18),
and mentoring actuary memoirs.
- 2019-2022:
CEA:
coresponsible of mentoring actuary memoirs with Nicolas Baradel,
- 2015-2022: ENSAE:
Non-life actuarial mathematics M2 36h (2018-22),
Computational Actuarial Science with R M2 18h (2015-20),
- 2013-2017: Université du Mans:
Insur. Pricing Intro. M2 22h (2013-16), Non-life Act. science M2 15h (2013-17),
Insur. Economics M2 30h (2014-17), Finance L3 30h (2013),
Math Fi L3 30h (2014-17), Convex Analysis L3 30h (2013-17),
Matrix Analysis L2 33h (2013-17), Intro. to R L2 20h (2015-17),
Stat. insurance L1 20h (2014-17), Math Analysis L1 30h (2014, 2016),
- 2012-2013: Université de
Strasbourg: Stoch. Methods M1 36h, Stat. Math. L3 78h, Proba-Stat. L2 36h,
Stat. for Bio. L2 24h,
- 2009-2010: HEC Paris: Introduction of finance theory, 30h;
University Marne-La-Vallée: Introduction to actuarial science, 30h
Professional Training
- 2016-2017, 2019-2021: Customer behavior at Caritat Research &
Training,
- 2011-2013, 2015, 2017-2018: R for actuaries at Caritat Research &
Training,
- 2016-2017: Building Insurance at Université du Mans,
- 2012-2014: R for actuaries Sepia training of the French
institute of actuaries, link,
- 2013: statistical training at Service Technique de
l'Aviation Civile
- 2010: Introduction to the statistical software R for
AXA Risk Management teams,
Publications
Generalized Linear Models
- 2023: A. Brouste, L. Hovsepyan, T. Rohmer, C. Dutang, One-step closed-form estimator for generalized linear model with categorical explanatory variables,
Statistics and Computing, Volume 33, Issue 6, 2023
(pdf,
HAL preprint).
- 2022: A. Brouste, T. Rohmer, C. Dutang, A closed-form alternative estimator for GLM with categorical explanatory variables,
Communications in Statistics - Simulation and Computation, Volume 0, Issue 0, 2022
(pdf,
HAL preprint).
- 2022: Q. Guibert, C. Dutang, Nouvelles approches à partir d'arbres et de forêts GLM,
L'Actuariel #44 (non-peer reviewed).
- 2021: Q. Guibert, C. Dutang, An explicit split point procedure in model-based trees allowing for
a quick fitting of GLM trees and GLM forests, Statistics and Computing, Volume 32, Issue 1, 2021,
(pdf,
HAL preprint).
- 2020: A. Brouste, T. Rohmer, C. Dutang, Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling,
Computational Statistics, Volume 35, Issue 2, 2020,
(pdf,
HAL preprint).
Other Parametric Models
- 2022: V. Goulet, C. Dutang, N. Langevin, Numerical implementation of the Feller-Pareto distribution and related distributions,
Journal of Statistical Software, 2022, Volume 103, Issue 6
(pdf)
- 2021: A. Brouste, C. Dutang, OneStep - Le Cam's one-step estimation procedure,
R journal, Volume 13, Issue 1 (pdf)
- 2017: C. Dutang,
Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators,
Communications in Statistics - Theory and Methods, 2017, Volume 46, Issue 8,
(pdf,
HAL preprint).
- 2015: M.L. Delignette-Muller, C. Dutang, fitdistrplus: An R Package for Fitting Distributions,
Journal of Statistical Software, 2015, Volume 64, Issue 4 (pdf).
- 2014: Standard statistical inference, Chapter 2 in Computational
Actuarial Science with R, published
on July 17, 2014 by Chapman and Hall/CRC, edited by Arthur Charpentier.
- 2008: C. Dutang, V. Goulet, M. Pigeon, actuar:
An R Package for Actuarial Science, Journal of Statistical Software,
2008, Volume 25, Issue 7 (pdf).
Extreme Value Models
- 2023: L. Belzile, C. Dutang, P. Northrop, T. Opitz,
A modeler's guide to extreme value software,
Extremes, 2023,
(pdf,
HAL preprint).
- 2016: C. Dutang, Y. Goegebeur, A. Guillou,
Robust and bias-corrected estimation of the probability of extreme failure sets,
Series A of Sankhya - The Indian Journal of Statistics, 2016, Volume 78, Issue 1,
(pdf,
HAL preprint).
- 2014: C. Dutang, Y. Goegebeur, A. Guillou, Robust and
bias-corrected estimation of the coefficient of tail dependence,
Insurance: Mathematics and Economics, 2014, Volume 57
(pdf,
HAL preprint).
Ruin theory, reserving risk and credibility
- 2023: C. Dutang, G. Spedicato, Q. Guibert Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning,
Variance, to appear,
- 2016: A. Brouste, C. Dutang, Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving,
Bulletin Français d'Actuariat, 2016, Volume 16, Issue 31
(pdf,
HAL preprint).
- 2014: F. Avrim, R. Biard, C. Dutang, S. Loisel, L. Rabehasaina, A
survey on risk theory, ESAIM: PROCEEDINGS, January 2014,
Vol. 44, p. 322-337 (pdf,
HAL preprint).
- 2013: C. Dutang, C. Lefèvre, S. Loisel, On an asymptotic rule A+ B/u for ultimate ruin probabilities
under dependence by mixing, Insurance: Mathematics and Economics, 2013, Volume 53,
Issue 3 (pdf,
HAL preprint).
Customer modeling
- 2019: C. Dutang, Comparaison méthodologique d'une optimisation
tarifaire en affaire nouvelle, L'Actuariel #34 (non-peer reviewed).
- 2018: G. Spedicato, L. Petrini, C. Dutang, Machine Learning Methods to Perform Pricing Optimization.
A Comparison with Standard GLMs,
Variance, 2018, Volume 12, Issue 1,
(pdf,
HAL preprint).
- 2018: X. Milhaud, C. Dutang, Lapse tables for lapse risk management in insurance: a competing risk approach,
European Actuarial Journal, 2018, Volume 8, Issue 1,
(pdf,
HAL preprint).
- 2012: C. Dutang, The customer, the insurer and the market,
Bulletin Français d'Actuariat, 2012, Volume 12, Issue 24
(pdf,
HAL preprint).
Game theory
- 2022: H. Albrecher, C. Dutang, C. Mouminoux and S. Loisel, On a Markovian game model for competitive insurance pricing,
Methodology and Computing in Applied Probability,
Issue 24 (pdf,
HAL preprint).
- 2014: C. Dutang, A game-theoretic approach
to non-life insurance market cycles,
SCOR Paper #29
(non-peer reviewed).
- 2013: C. Dutang, Marchés d'assurance non-vie, équilibre de Nash
et modè de risques avec dépendance...,
L'Actuariel #8 (non-peer reviewed).
- 2013: C. Dutang, Existence theorems for generalized Nash
equilibrium problems, Journal of Nonlinear Analysis and Optimization: Theory and Applications,
2013, Volume 4, Issue 2 (pdf,
HAL preprint).
- 2013: C. Dutang, H. Albrecher, S. Loisel, Competition
between non-life insurers under Solvency constraints : a game-theoretic
approach, European Journal of Operational Research, 2013,
Volume 231, Issue 3 (pdf,
HAL preprint).
Misc.
- 2021: S. Mahdi, A. Verma, C. Dutang, P. Kiener, and J. C. Nash, A Review of R Neural
Network Packages (with NNbenchmark): Accuracy and Ease of Use,
preprint,
in revision.
- 2013: M. Royer-Carenzi, C. Dutang, Une bouffée d'R pour les actuaires,
Tribune de l'Assurance
(non-peer reviewed).
Papers submitted
- 2024: A. Burg, C. Dutang, Closed-form estimators for multivariate regressions
models - a single categorical variable approach,
Working papers
- 2024: A. Brouste, L. Hovsepyan, T. Rohmer, C. Dutang, One-step closed-form estimator and inference for margins to multivariate generalized linear model, in preparation.
- 2024: H. Albrecher, C. Dutang, C. Mouminoux and S. Loisel, A
game-theoretic approach to non-life insurance market cycles, in preparation
- 2022: P. Kiener, C. Dutang, A family of distributions tailored to skewed and fat tails, in
preparation
- 2021: G. Spedicato, C. Dutang, Statistical aspects of destruction rate models:
one-inflated and MBBEFD distributions,
- 2018: A. Brouste et al., Solvency tuned premium for a composite loss distribution,
HAL preprint
- 2017: C. Dutang, Some explanations about the IWLS algorithm to fit generalized linear models,
HAL preprint
- 2014: C. Dutang, A note on random number generation, postponed
- 2013: C. Dutang, A survey of GNE computation methods: theory and algorithms,
preprint on HAL preprint, postponed
Books
- 2012: with A. Charpentier and V. Goulet, Actuariat avec R,
postponed, preliminary ebook version on CRAN
Ph.D. Students
Ph.D. referee
- 2022: referee for Francois HU Ph.D. defense on June 2022
Actuarial students
- 2023-2024, AUGEREAU Clotaire, BERNARD Benoit, KERMORVANT Thomas, TUO Dossonguimon, WANG Jiarun, for actuary memoir
Dauphine
(Univ. Paris-Dauphine, Paris).
- 2022-2023, DE LA HAYE Amelie, DELORME Alexandre, EL KASMI Adnane, KOUAM Diletta,
MASSIOT Aymeric, PEYRAT Thomas, ROUER Thomas, TEBOUL Samuel, for actuary memoir
Dauphine
(Univ. Paris-Dauphine, Paris).
- 2021-2022, BOUDY Pauline, CLEMENT Mathilde, EMSALEM Lea, HASSBANE Jad, MBAH Carlos, MGHAIETH Bilel, NIANG Bamba,
OUALI Mathis, PERLICAN Audrey, SEMI Lou, for actuary memoir
Dauphine
(Univ. Paris-Dauphine, Paris).
- 2020-2021, GU Yu, PRIMEL Damien, SAVOYE Simon, VIDAL Quentin, AROULE Raphael, CHEVALLIER Alexandre,
RAMAMONJY Tahiry, AKA Samira, DUBOST Martin, for actuary memoir
Dauphine
(Univ. Paris-Dauphine, Paris).
- 2019-2020, BARAKAT Yola, DOMERGUE Thimothaée, KUEHM Thimothaé, LEBRA Mylan, MATRI Cérine, OCHOA Jorge,
RABY Philippe, RIFFAUD Jérémy, TARIQ El Mehdi,
for actuary memoir
Dauphine
(Univ. Paris-Dauphine, Paris).
- 2018-2019, BELOT Cassandra, CHEBCHOUB Mohamed, CHEIKH Yasmine, JEMLI Houweida, LAHLOU Wadia,
LAMON Claire, RIHANI Sinda, STERN Mathilde, TAITAI Ahmed,
for actuary memoir
Dauphine
(Univ. Paris-Dauphine, Paris).
- 2018-2019, ARNAUD Stephane, BOULAOUAD Fares, COUILLAUX Alexandre, CATARINO Thibaut, LIBAUD Clemence,
GHAFIR Naoufel, ZHONG Langzhi for actuary memoir
CEA
(Institut des Actuaires, Paris).
- 2018-2019, MARTINEZ Anais for actuary memoir
Actuariat
(CNAM, Paris).
- 2017-2018, GIULY Alicia, LAGARRIGUE Adrien, GHARBI Cyrine, LE CORNEC Daphne, LOPEZ Diego,
SALTIEL David, BOUACHIK Kays, TESSIER Martin, BAGAYOGO Souleymane, KEMBI Selim,
for actuary memoir
Dauphine
(Univ. Paris-Dauphine, Paris).
- 2017-2018, FAUVE Clemence, AIT ABRAHAM Gauthier, LANCELLE Louis, BEAUPOIL Manon, TANG Yu
for actuary memoir
ISUP
(Univ. Pierre and Marie Curie, Paris).
- 2017-2018, MUSTAFA Rudy for actuary memoir
ISFA
(Univ. Claude Bernard Lyon 1, Lyon).
- 2016-2017, BELABED Anais, RAITI Zakaria, SAMBE Marieme, RICHARD Lucas for actuary memoir
ISUP
(Univ. Pierre and Marie Curie, Paris).
- 2013-2014, OSSENI Zyad for actuary memoir DUAS (Univ. of Strasbourg).
Master students
- 2016-2017, FOGUE Corinne, SASSI Seif, WHITTAKER Jenifer, EL ATRASSI Mehdi, NCHOUWAT NDAM Aboubakar, co-supervised for master
MAFS
(University of Le Mans).
- 2015-2016, AADATI Adnane, DEUDJUI MOUKOUE Leopold Kevin for master
AAF
(University of Le Mans).
- 2015-2016, NDAGIJIMANA Liliane, ALLAIN Olivier, MASSEL Lionel, MEKONTSO FOTSING Arnold, EL KEBIR Mehdi,
KINDA Daouda, KOSTSOV Gilb, co-supervised for master
MAFS
(University of Le Mans).
- 2014-2015, DONGO NANFA Arnold, DONGMO Ulrich, SOW Papa, CHOLLET Maxime, NGOMO TCHAPTCHET Leonel, co-supervised for master
MAFS
(University of Le Mans).
- 2014-2015, JI Yujie for master
AAF
(University of Le Mans).
- 2013-2014, BIYE OTOUNGA Mureille, JIN Yike for master
AAF
(University of Le Mans).
Google Summer of Code Students
Editorial activities
Associate Editor for
Reviewer for the following journals [alphabetical order]
- Acta et Commentationes Universitatis Tartuensis de Mathematica (ACUTM),
- Actuarial STudies In Non-life insurance (ASTIN),
- Annals of Actuarial Science (AAS),
- Bulletin Francais d'Actuariat (BFA),
- Journal of Computing and Information Technology (CIT),
- Cogent Economics and Finance (COGENTECON),
- Computational Statistics (CS),
- Computational Statistics and Data Analysis (CSDA),
- Dependence Modeling (DEMO),
- European Journal of Operation Research (EJOR),
- European Actuarial Journal (EUAJ),
- Insurance : Mathematics and Economics (IME),
- Journal of Computing and Information Technology (JCIT),
- Journal of Nonlinear Analysis and Optimization: Theory and Applications (JNAO),
- Journal of Statistical Computation and Simulation (JSCS),
- Journal of Statistical Software (JSS),
- Mathematical Reviews of the American Mathematical Society (MathRev),
- Mathematical Methods of Operations Research (MMOR),
- Mathematics and Computers in Simulation (MATCOM),
- Methodology and Computing in Applied Probability (MCAP),
- North American Actuarial Journal (NAAJ),
- Optimization Methods and Software (OMS),
- R journal,
- Scandinavian Actuarial Journal (SAJ),
- European Actuarial Academy (EAA) Springer series,
- Statistica Neerlandica (SN),
- Statistics and Probability Letters (STATPRO).
International Conference
- Adjusting manual rates to own experience: comparing the credibility approach
to machine learning,
CIRM,
MLISTRAL conference, 2022.
- Machine Learning Methods to Perform Pricing Optimization: A Comparison with Standard Generalized Linear Models,
On-line,
Risk and Insurance - Wisconsin Business School Research Seminar, 2020.
- Maximum spacing estimation, a new method in fitdistrplus,
useR 2019,
videos,
Toulouse, France, 2019.
- Lapse tables for lapse risk management in insurance: a competing risk approach,
ISBA 2019 seminar, Louvain La Neuve,
Belgium, 2019.
- Numerical aspects and challenges of mortality models,
HMD Users conference #2 at Paris-Dauphine, France, 2019.
- Closed-form Maximum Likelihood Estimator
for Generalized Linear Models in the case
of categorical explanatory variables,
Lyon-Lausanne seminar, ISFA,
France, 2019.
- A unified approach of ruin theory and claim reserving, Colloque inaugural Panorisk, Le Mans, France, Summer 2016.
- Parameter estimation for mixed-type distributions with application to destruction rate modeling in insurance,
Extreme, copula and actuarial science colloquium, CIRM Luminy, France, Winter 2016.
- Parameter estimation for mixed-type distributions with application to destruction rate modeling in insurance,
JDS, Lille, France, Summer 2015.
- Robust and bias-corrected estimation of the coefficient of tail dependence and extreme failure sets with applications,
Le Mans Ins. and Fin. Risk Colloq., France, 2014.
- Robust and bias-corrected estimation of the coefficient of tail dependence and extreme failure sets with applications,
Rmetrics, Paris, France, Summer 2014.
- Robust and bias-corrected estimation of the coefficient of tail dependence and extreme failure sets with applications,
CoTAcS, Besancon, France, Summer 2014.
- A Game-Theoretic Approach to Non-Life Insurance Markets,
CAS Annual meeting, Minneapolis, USA, Fall 2013.
- Nouveaux asymptotiques pour la probabilité de ruine, MAS 2012
in Clermont-Ferrand, France, Summer 2012.
- New Asymptotics for the Ultimate Ruin Probability,
16th IME
in Hong Kong, China, Summer 2012.
- Computation of Generalized Nash Equilibria, useR 2011
in Warwick, UK Summer 2011 (pdf).
- A Unified Approach to fit probability distributions, useR 2011
in Warwick, UK Summer 2011.
- A game-theoretic approach of insurance market cycle - part II,
15th IME
in Trieste, Italy, Summer 2011.
- A game-theoretic approach of insurance market cycle,
14th IME
in Toronto, Canada, Summer 2010.
- An overview of random number generation,
3rd Rmetrics
Workshop in Meielisalp
09
, Switzerland, Summer 2009 (pdf
).
National Seminars
- Modèles linéaires généralisés à variables catégorielles, IdR RE2A, on-line, 2021.
- Solvabilité et compétition: une approche par la théorie des jeux, SCOR colloquium, Paris, 2019.
- Modèles mathématiques et tables de mortalité pour l'assurance vie, Ecole Ete Panorisk, Nantes, 2019.
- Theoretical and numerical aspect of penalized methods for regression models,
Economics big-data working group at Paris-Dauphine,
France, 2019.
- La demographie au service de l'assurance vie, conf Unveristé ouverte de Paris-Dauphine,
France, 2018.
- Some regression models for heavy-tailed distributions with application to loss modeling, Matinée du
CEREMADE, Paris, France, 2018.
- New challenges for claim reserving in non-life insurance, conf eurapco, Paris, France, 2017.
- Code collaboratif en R, usages et bonnes pratiques tirées d'expériences personnelles, chaire actinfo numéro 6, Paris, France, 2017.
- Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving, ISFA IRA colloquium, Lyon, France, Winter 2016.
- Table ronde : comportement client en assurance, Université d'été
de l'Institut des Actuaires, ISFA, 2016 in Lyon
- MBBEFD: modelisation des taux de destruction en actuariat non vie,
Cinquièmes Rencontres R, TSE, 2016 in Toulouse.
- Quels logiciels pour la recherche scientifique?,
IRA,
pdf,
2015
in Le Mans.
- Topics in non-life insurance : game-theoretic models for premium and bivariate extreme models for claim,
EURIA
2014
in Brest.
- Panorama de problématiques actuarielles,
LMM
2014
in Le Mans.
- A game-theoretic approach to non-life insurance markets,
LEMNA
2013
in Nantes.
- Nouvelles fonctionnalités du package fitdistrplus, Deuxièmes Rencontres R,
Lyon, France, Summer 2013.
- Modéles de risque et statistique en actuariat non-vie, Nantes 2013
in Nantes.
- Modélisations de la prime et des sinistres en assurance
non-vie: aspects théoriques et pratiques, CREST
2013
in Paris.
- Modélisation du marché de l'assurance, ISFA 2013
in Lyon.
- Modélisations de la prime et des sinistres en assurance
non-vie: aspects théoriques et pratiques, UNice 2013
in Nice.
- Modélisations de la prime et des sinistres en assurance
non-vie: aspects théoriques et pratiques, TSE
2013
in Toulouse.
- Modélisations de la prime et des sinistres en assurance
non-vie: aspects théoriques et pratiques, UM2
2013
in Montpellier.
- Modélisations de la prime et des sinistres en assurance
non-vie, Dauphine
2013
in Paris.
- Panorama de problématiques actuarielles, IRMA
2012
in Strasbourg.
Conference organization
- Member of the organizing and the scientific committees,
Second Printemps de l'assurance,
Paris, France, 2023.
- Member of the scientific committee,
2023 Insurance Data Science, London, UK, 2023.
- Member of the organizing and the scientific committees,
Premier Printemps de l'assurance,
Paris, France, 2022.
- Member of the organizing and the scientific committees,
20 ans Actuariat Dauphine,
Paris, France, 2022.
- Member of the scientific committee,
HMD Users Conference #4, on-line Paris time, France, 2022.
- Member of the scientific committee,
2022 Insurance Data Science, Milan, Italy, 2022.
Member of the organizing and the scientific committees,
HMD Users Conference #3, on-line Paris time, France, 2021.
- Member of the scientific committee,
2021 Insurance Data Science, London, UK, 2021.
- Member of the organizing and the scientific committees,
HMD Users Conference #2, Paris, France, 2019.
- Member of the scientific committee,
2019 Insurance Data Science, Zurich, Switzerland, 2019.
- Member of the scientific committee,
2018 Insurance Data Science, London, UK, 2018.
- Member of the organizing and the scientific committees,
2017 R in Insurance at ENSAE, Paris, France, 2017.
conf. report
- Member of the scientific committee,
2016 R in Insurance, London, UK, 2016.
- Member of the scientific committee,
2015 R in Insurance, Amsterdam, Netherlands, 2015.
- Member of the organizing and the scientific committees,
2014 Le Mans Insurance-Finance Risk Colloquium, Le Mans, France, 2014.
- Member of the scientific committee,
2014 R in Insurance, Conf. Report,
London, UK, 2014.
- Member of the scientific committee,
2013 R in Insurance, London, UK, 2013.
Academic chairs and working groups
- 2022-2024: mentoring an IEF grant on Machine learning and explicability with Quentin Guibert.
- 2020-2021: mentoring the project Adjusting Manual Rates to Own Experience: Comparing
the Credibility Approach to Machine Learning with Quentin Guibert and
Giorgio Spedicato and sponsored by CAS grant.
- 2020-present: participation to the chair DIALog
directed by Xavier Milhaud and Katrien Antonio,
- 2019-2022: participation to the chair IDR re2a
directed by Alexandre Brouste, Anis Matoussi, Mathieu Rosenbaum and Nizar Touzi,
- 2018-2022: working group ARC on actuarial risk
with Caroline Hillairet and Olivier Lopez,
- 2016-2018: participation to the chair actinfo
directed by Arthur Charpentier and Romuald Elie,
- 2016-2018: participation to the project Machine Learning and Big Data Methodologies for
Policyholders' Retention and Conversion Modeling directed by
Giorgio Spedicato
and sponsored by CAS grant.
Invitation in universities
- Visiting researcher at Cornell University, ORIE department,
Ithaca, US, March 2014.
Awards
- ARIA Brockett-Shapiro
award 2020.
- Hachemeister prize 2013,
- SCOR thesis prize 2012.
- second
best paper of the ASTIN-AFIR-IAALS congress, section ASTIN (Mexico, 2012).