Research
Research statistics
Collaborative project accounts
Papers and book chapters
Generalized Linear Models
- 2025: A. Brouste, L. Hovsepyan, T. Rohmer, C. Dutang, Fast inference in copula
models with categorical explanatory variables using the one-step procedure,
accepted in Computational Statistics,
(pdf,
HAL preprint).
- 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).
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).
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,
HAL preprint)
- 2021: A. Brouste, C. Dutang, OneStep - Le Cam's one-step estimation procedure,
R journal, Volume 13, Issue 1 (
pdf,
HAL preprint)
- 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,
HAL preprint).
- 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,
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,
HAL preprint).
Ruin theory, reserving risk and credibility
- 2025: G. Spedicato, C. Dutang, Q. Guibert, Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning,
Variance Journal,
(pdf,
HAL preprint)
- 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).
- 2013: M. Royer-Carenzi, C. Dutang, Une bouffée d'R pour les actuaires,
Tribune de l'Assurance
(non-peer reviewed).
Customer modeling in insurance
- 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
- 2025: C. Dutang, C. Prieur, On the Use of Global Sensitivity Analysis in a
Game-Theoretic Approach to an Environmental Management Problem,
accepted in Environmental Modeling & Assessment
- 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)
HAL preprint.
- 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).
Mortality modeling
- 2025: A. Burg, C. Dutang, Closed-form estimators for multivariate regressions
models - a single categorical variable approach, accepted in Computational Statistics,
Misc.
- 2021: K. Antonio, C. Dutang, A. Tsanakas, Editorial,
Special issue of Annals of Actuarial Science,
(pdf,
HAL preprint).
Papers submitted
- 2024: A. Burg, C. Dutang, Alternative estimation framework based on GLM for
mortality models: from single population to cause-of-death.
Working papers or books
- 2025: A. Brouste, C. Dutang and T. Rohmer,
glmtools -- an R Package to compute closed-form estimator for Generalized Linear Models with categorical explanatory variables
HAL preprint
- 2025: H. Albrecher, C. Dutang, C. Mouminoux and S. Loisel,
A game-theoretic approach to non-life insurance market cycles, in preparation
- 2025: P. Kiener, C. Dutang,
A family of distributions tailored to skewed and fat tails, in preparation
- 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,
Zenodo preprint
HAL preprint.
- 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
- 2012: with A. Charpentier and V. Goulet, Actuariat avec R,
postponed, preliminary ebook version on CRAN
Software, packages and datasets
Insurance and actuarial science
- 2024: C.Dutang, A. Charpentier, Insurance datasets: the R package CASdatasets,
hosted at recherche.data.gouv.fr
DOI 10.57745/P0KHAG,
URLs: official website,
official repository,
devel github repository,
HAL tagged version
(since 2013).
- 2024: G. Spedicato, C. Dutang,
lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies,
project with Giorgio Spedicato:
stable CRAN version,
devel github version,
HAL tagged version
(since 2015).
- 2024: G. Spedicato, C. Dutang,
mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling,
project with Giorgio Spedicato:
stable CRAN version,
devel github version,
HAL tagged version
(since 2015).
- 2024: V. Goulet, M. Pigeon, C. Dutang,
actuar: Actuarial Functions and Heavy Tailed Distributions,
project with Vincent Goulet:
stable CRAN version,
devel gitlab version,
HAL tagged version
(since 2007).
- 2018: C. Dutang,
An actuary approach of risk evaluation during hospitalization,
stable CRAN version
(since 2006).
Statistics and probability
- 2024: M. Ribatet, C. Dutang,
POT: Generalized Pareto Distribution and Peaks Over Threshold,
project with Mathieu Ribatet:
stable CRAN version,
devel R-forge version,
HAL tagged version
(since 2016).
- 2024: A. Brouste, C. Dutang,
OneStep: Le Cam's One-Step Estimation,
project with Alexandre Brouste:
stable CRAN version,
HAL tagged version
(since 2020).
- 2024: C. Dutang,
tsallisqexp: Tsallis q-Exp Distribution,
stable CRAN version,
HAL tagged version
(since 2015).
- 2024: C. Dutang,
RTDE: Robust Tail Dependence Estimation,
stable CRAN version,
HAL tagged version
(since 2014).
- 2024: M.L. Delignette-Muller, C. Dutang,
fitdistrplus: Help to Fit of a Parametric Distribution to Non-Censored or Censored Data,
project with Marie-Laure Delignette Muller:
stable CRAN version,
devel github version,
HAL tagged version
(since 2009).
- 2024: C. Dutang,
gumbel: The Gumbel-Hougaard Copula,
stable CRAN version,
HAL tagged version
(since 2007).
Misc.
- 2024: C. Dutang,
R package to use MeteoFrance and other Open databases,
devel version,
HAL tagged version
(since 2023).
- 2024: C. Dutang,
GNE: Computation of Generalized Nash Equilibria,
project with John C. Nash:
stable CRAN version,
devel R-forge version,
HAL tagged version
(since 2010).
- 2024: M. Maechler, C. Dutang,
expm: Matrix Exponential, Log, and other matrix functions,
project with Martin Maechler:
stable CRAN version,
devel R-forge version,
HAL tagged version
(since 2008).
- 2024: Dutang,
randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests,
Rmetrics project:
stable CRAN version,
devel R-forge version,
HAL tagged version,
Old Fortran code is no longer available on CRAN, but only on
R-forge randsobolfortran
(since 2008).
- 2024: Dutang,
rngWELL: Toolbox for WELL Random Number Generators,
Rmetrics project:
stable CRAN version,
devel R-forge version,
HAL tagged version
(since 2008).
-
see also the software catalog of the French ESR.
Ph.D. Students
Ph.D. jury
- 2025: examiner for Oleksandr SOROCHYNSKYI Ph.D. defense on September 2025
- 2022: referee for Francois HU Ph.D. defense on June 2022
Actuarial students
- 2025-2026,
- Actuariat
(ENSAE, Paris):
POGU Thomas, LESECQ Zoe, MERAT Paul, TRAORE Ramatoulaye, MAISSORO MALAM Elhadj
- Dauphine
(Univ. Paris-Dauphine, Paris):
FLEUR Louise, JOLY Martin
- 2024-2025,
- Actuariat
(CNAM, Paris):
CHOUIBANI Ghizlane, GARAT Paul, GAUDEMET Thomas, NDJAMA Daniel, TAFO Jordan
- Dauphine
(Univ. Paris-Dauphine, Paris):
BAUMARD Léopoldine, CHAUVEAU Pauline, ROSAL Nicolas
- 2023-2024, Dauphine
(Univ. Paris-Dauphine, Paris):
AUGEREAU Clotaire, BERNARD Benoit, KERMORVANT Thomas, TUO Dossonguimon, WANG Jiarun.
- 2022-2023, Dauphine
(Univ. Paris-Dauphine, Paris):
DE LA HAYE Amélie, DELORME Alexandre, EL KASMI Adnane, KOUAM Diletta,
MASSIOT Aymeric, PEYRAT Thomas, ROUER Thomas, TEBOUL Samuel.
- 2021-2022, Dauphine
(Univ. Paris-Dauphine, Paris):
BOUDY Pauline, CLEMENT Mathilde, EMSALEM Lea, HASSBANE Jad, MBAH Carlos,
MGHAIETH Bilel, NIANG Bamba,
OUALI Mathis, PERLICAN Audrey, SEMI Lou.
- 2020-2021, Dauphine
(Univ. Paris-Dauphine, Paris):
GU Yu, PRIMEL Damien, SAVOYE Simon, VIDAL Quentin,
AROULE Raphael, CHEVALLIER Alexandre,
RAMAMONJY Tahiry, AKA Samira, DUBOST Martin.
- 2019-2020, Dauphine
(Univ. Paris-Dauphine, Paris):
BARAKAT Yola, DOMERGUE Thimothée, KUEHM Thimothé,
LEBRA Mylan, MATRI Cérine, OCHOA Jorge,
RABY Philippe, RIFFAUD Jérémy, TARIQ El Mehdi.
- 2018-2019,
- Dauphine
(Univ. Paris-Dauphine, Paris):
BELOT Cassandra, CHEBCHOUB Mohamed, CHEIKH Yasmine,
JEMLI Houweida, LAHLOU Wadia,
LAMON Claire, RIHANI Sinda, STERN Mathilde, TAITAI Ahmed
- CEA
(Institut des Actuaires, Paris):
ARNAUD Stéphane, BOULAOUAD Fares, COUILLAUX Alexandre,
CATARINO Thibaut, LIBAUD Clemence, GHAFIR Naoufel, ZHONG Langzhi?
- Actuariat
(CNAM, Paris):
MARTINEZ Anais.
- 2017-2018,
- Dauphine
(Univ. Paris-Dauphine, Paris):
GIULY Alicia, LAGARRIGUE Adrien, GHARBI Cyrine,
LE CORNEC Daphné, LOPEZ Diego, SALTIEL David,
BOUACHIK Kays, TESSIER Martin, BAGAYOGO Souleymane, KEMBI Selim.
- ISUP
(Univ. Pierre and Marie Curie, Paris):
FAUVE Clémence, AIT ABRAHAM Gauthier, LANCELLE Louis, BEAUPOIL Manon, TANG Yu.
- ISFA
(Univ. Claude Bernard Lyon 1, Lyon):
MUSTAFA Rudy.
- 2016-2017, ISUP
(Univ. Pierre and Marie Curie, Paris):
BELABED Anais, RAITI Zakaria, SAMBE Marieme, RICHARD Lucas.
- 2013-2014, DUAS (Univ. of Strasbourg): OSSENI Zyad.
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).
Engineer students
- 2023-2024: Ensimag: Quentin BLENEAU, Hugo BRUCKER, Paul GAUTHIER, Nassim KADRI,
Killian LANGLAIS, Mohamed LEMINE, Nada LABZAE, Isselmou OUMAR, Tim RAGNO,
Salma SAADAOUI.
- 2022-2023: Ensimag: Safouane BENDOU, Mohamed EL ALAMI.
Google Summer of Code Students
Editorial activities
Associate Editor for
- Journal of Dynamics and Games JDG, since 2025,
- Journal of Statistical Software JSS, since 2018,
- Invited for the Special Issue 'Insurance Data Science' of
Annals of Actuarial Science.
Reviewer for the following journals [alphabetical order]
- Acta et Commentationes Universitatis Tartuensis de Mathematica (ACUTM),
- Advances in Statistical Climatology, Meteorology and Oceanography (ASCMO),
- 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),
- Decisions in Economics and Finance (DEAF),
- Dependence Modeling (DEMO),
- Emerging Markets Finance and Trade (EMFT),
- ESAIM: Probability and Statistics (ESAIM PS),
- Empirical Economics (EMEC),
- European Actuarial Journal (EUAJ),
- European Actuarial Academy (EAA) Springer series,
- European Journal of Operation Research (EJOR),
- Hydrological Sciences Journal (HSJ),
- Insurance : Mathematics and Economics (IME),
- Journal of Computing and Information Technology (JCIT),
- Journal of Nonlinear Analysis and Optimization: Theory and Applications (JNAO),
- Journal of Risk and Insurance (JRI),
- 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,
- rOpenSci software peer-review,
- Scandinavian Actuarial Journal (SAJ),
- Statistica Neerlandica (SN),
- Statistics and Probability Letters (STATPRO),
- Swiss National Science Fund.
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.