My CV

• 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.

• ResearchGate: ResearchGate,
• ORCID ID: 0000-0001-6732-1501,
• Math Genealogy Project: MGP,
• Google scholar: g-scholar,
• IdHAL: christophe-dutang.

• Github: dutangc,
• R-forge: dutangc,
• Gitlab: gitlab,

• 2017 - present 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.

• 2017-present: 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-present: CEA: coresponsible of mentoring actuary memoirs with Nicolas Baradel,
• 2015-present: ENSAE: Non-life actuarial mathematics M2 36h (2018-21), 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

• 2016-2017, 2019-2020: Customer behavior at Caritat Research & Training,
• 2012-2013, 2015, 2017-2018: R for actuaries at Caritat Research & Training,
• 2017: Building Insurance at Université du Mans,
• 2016: Building Insurance at Université du Mans,
• 2013-2014: R for actuaries Sepia training of the French institute of actuaries,
• 2013: statistical training at Service Technique de l'Aviation Civile
• 2012: R for actuaries Sepia training of the French institute of actuaries, link,
• 2011: R for actuaries at Caritat Research & Training,
• 2010: Introduction to the statistical software R for AXA Risk Management teams,

• 2021: A. Brouste, C. Dutang, OneStep - Le Cam's one-step estimation procedure, accepted in R journal
• 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, preprint on HAL, Computational Statistics, Volume 35, Issue 2, 2020, (pdf).
• 2018: G. Spedicato, L. Petrini, C. Dutang, Machine Learning Methods to Perform Pricing Optimization. A Comparison with Standard GLMs, HAL preprint, Variance, 2018, Volume 12, Issue 1, (pdf).
• 2018: X. Milhaud, C. Dutang, Lapse tables for lapse risk management in insurance: a competing risk approach, HAL preprint, European Actuarial Journal, 2018, Volume 8, Issue 1, (pdf).
• 2017: C. Dutang, Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators, HAL preprint, Communications in Statistics - Theory and Methods, 2017, Volume 46, Issue 8, (pdf).
• 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).
• 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).
• 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: C. Dutang, Y. Goegebeur, A. Guillou, Robust and bias-corrected estimation of the coefficient of tail dependence, HAL preprint, Insurance: Mathematics and Economics, 2014, Volume 57 (pdf).
• 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, HAL preprint, Insurance: Mathematics and Economics, 2013, Volume 53, Issue 3 (pdf).
• 2013: C. Dutang, Existence theorems for generalized Nash equilibrium problems, HAL preprint, 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, HAL preprint, European Journal of Operational Research, 2013, Volume 231, Issue 3 (pdf).
• 2012: C. Dutang, The customer, the insurer and the market, Bulletin Français d'Actuariat, 2012, Volume 12, Issue 24 (pdf, HAL preprint).
• 2008: C. Dutang, V. Goulet, M. Pigeon, actuar: An R Package for Actuarial Science, Journal of Statistical Software, 2008, Volume 25, Issue 7 (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.

Articles (non-peer Reviewed)

• 2019: C. Dutang, Comparaison méthodologique d'une optimisation tarifaire en affaire nouvelle, L'Actuariel #34.
• 2014: C. Dutang, A game-theoretic approach to non-life insurance market cycles, SCOR Paper #29.
• 2013: M. Royer-Carenzi, C. Dutang, Une bouffée d'R pour les actuaires, Tribune de l'Assurance.
• 2013: C. Dutang, Marchés d'assurance non-vie, équilibre de Nash et modè de risques avec dépendance..., L'Actuariel #8.

• 2021: H. Albrecher, C. Dutang, C. Mouminoux and S. Loisel, On a Markovian game model for competitive insurance pricing
• 2021: A. Brouste, T. Rohmer, C. Dutang, A closed-form alternative estimator for GLM with categorical explanatory variables
• 2020: 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,
• 2020: V. Goulet, C. Dutang, Numerical implementation of the Feller-Pareto distribution and related distributions, in revision,
• 2017: G. Spedicato, C. Dutang, Using the MBBEFD distribution for destruction rate models,
• 2016: G. Spedicato, C. Dutang, Parameter estimation for one-inflated distributions with applications to actuarial science and ecotoxicology,
• 2013: C. Dutang, A survey of GNE computation methods: theory and algorithms, preprint on HAL

• 2021: P. Kiener, C. Dutang, A family of distributions tailored to skewed and fat tails, in preparation
• 2021: H. Albrecher, C. Dutang, C. Mouminoux and S. Loisel, A game-theoretic approach to non-life insurance market cycles, in preparation
• 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, D. Kortschak, C. Lefèvre, and S. Loisel, On the mixing approach for continuous-time risk models, postponed

• 2012: with A. Charpentier and V. Goulet, Actuariat avec R, postponed, preliminary ebook version on CRAN

• 2015-2018, Claire Mouminoux, CIFRE thesis co-supervised with S. Loisel, Ph.D. manuscript, now assistant professor at Strasbourg.

• 2019, 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, 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, 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, ARNAUD Stephane, BOULAOUAD Fares, CATARINO Thibaut, COUILLAUX Alexandre, GHAFIR Naoufel, LIBAUD Clemence, ZHONG Langzhi for actuary memoir CEA (Institut des Actuaires, Paris).
• 2018, MARTINEZ Anais for actuary memoir Actuariat (CNAM, Paris).
• 2017, 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, FAUVE Clemence, AIT ABRAHAM Gauthier, LANCELLE Louis, BEAUPOIL Manon, TANG Yu for actuary memoir ISUP (Univ. Pierre and Marie Curie, Paris).
• 2017, MUSTAFA Rudy for actuary memoir ISFA (Univ. Claude Bernard Lyon 1, Lyon).
• 2016, BELABED Anais, RAITI Zakaria, SAMBE Marieme, RICHARD Lucas for actuary memoir ISUP (Univ. Pierre and Marie Curie, Paris).
• 2013, OSSENI Zyad for actuary memoir DUAS (Univ. of Strasbourg).

• 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).

• GSoC 2020, supervision of Salsabila Mahdi with P. Kiener and J.C. Nash on neural network package validation project: full website, NNbenchmark package.
• GSoC 2019, supervision of Salsabila Mahdi and Akshaj Verma with P. Kiener and J.C. Nash on two neural network package validation projects 1 2: full website.
• GSoC 2016, supervision of Deepak Yadav with Giorgio Spedicato on the markovchain project.
• GSoC 2015, supervision of Tae Seung Kang with Giorgio Spedicato on the markovchain project.
• see also GSoC explorer for R community.

• Journal of Statistical Software JSS,
• Invited for the Special Issue 'Insurance Data Science' of Annals of Actuarial Science.

• 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),
• Computational Statistics (CS),
• Computational Statistics and Data Analysis (CSDA),
• European Journal of Operation Research (EJOR),
• European Actuarial Journal (EUAJ),
• Insurance : Mathematics and Economics (IME),
• Journal of Nonlinear Analysis and Optimization: Theory and Applications (JNAO),
• Mathematical Reviews of the American Mathematical Society (MathRev),
• Mathematics and Computers in Simulation (MATCOM),
• Methodology and Computing in Applied Probability (MCAP),
• North American Actuarial Journal (NAAJ),
• R journal,
• Scandinavian Actuarial Journal (SAJ),
• European Actuarial Academy (EAA) Springer series,
• Statistica Neerlandica (SN),
• Statistics and Probability Letters (STATPRO).

• 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 ).

• 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.

• Member of the organizing and the scientific committees, HMD Users Conference #3, on-line Paris time, France, 2021.
• Member of the scientific committee, 2020 Insurance Data Science, London, UK, 2020.
• 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.

• 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-present: participation to the chair IDR re2a directed by Alexandre Brouste, Anis Matoussi, Mathieu Rosenbaum and Nizar Touzi,
• 2018-present: 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.

• Visiting researcher at Cornell University, ORIE department, Ithaca, US, March 2014.

• ARIA Brockett-Shapiro award 2020.
• Hachemeister prize 2013,
• Among the nominees of AMIES thesis prize in 2013 received by Thierry Dumont and Vincent Verneuil.
• SCOR thesis prize 2012.
• second best paper of the ASTIN-AFIR-IAALS congress, section ASTIN (Mexico, 2012).