Research

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

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

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, 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).

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).
• 2013: M. Royer-Carenzi, C. Dutang, Une bouffée d'R pour les actuaires, Tribune de l'Assurance (non-peer reviewed).

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) 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).

Misc.

• 2021: H. Albrecher, C. Dutang, C. Mouminoux and S. Loisel, Editorial, Special issue of Annals of Actuarial Science, (pdf, HAL preprint).

• 2024: A. Burg, C. Dutang, Closed-form estimators for multivariate regressions models - a single categorical variable approach,
• 2024: A. Burg, C. Dutang, Alternative estimation framework based on GLM for mortality models: from single population to cause-of-death.
• 2024: A. Brouste, L. Hovsepyan, T. Rohmer, C. Dutang, Fast inference in copula models with categorical explanatory variables using the one-step procedure.

• 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: 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

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.
• 2024: G. Spedicato, C. Dutang, lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies, project with Giorgio Spedicato (since 2015): stable CRAN version, devel github version, HAL tagged version.
• 2024: G. Spedicato, C. Dutang, mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling, project with Giorgio Spedicato (since 2015): stable CRAN version, devel github version, HAL tagged version.
• 2024: V. Goulet, M. Pigeon, C. Dutang, actuar: Actuarial Functions and Heavy Tailed Distributions, project with Vincent Goulet (since 2007): stable CRAN version, devel gitlab version, HAL tagged version.
• 2018: C. Dutang, An actuary approach of risk evaluation during hospitalization, (since 2006): stable CRAN version.

Statistics and probability

• 2024: M. Ribatet, C. Dutang, POT: Generalized Pareto Distribution and Peaks Over Threshold, project with Mathieu Ribatet (since 2016): stable CRAN version, devel R-forge version, HAL tagged version.
• 2024: A. Brouste, C. Dutang, OneStep: Le Cam's One-Step Estimation, project with Alexandre Brouste (since 2020): stable CRAN version, HAL tagged version.
• 2024: C. Dutang, tsallisqexp: Tsallis q-Exp Distribution, (since 2015): stable CRAN version, HAL tagged version.
• 2024: C. Dutang, RTDE: Robust Tail Dependence Estimation, (since 2014): stable CRAN version, HAL tagged version.
• 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 (since 2009): stable CRAN version, devel github version, HAL tagged version.
• 2024: C. Dutang, gumbel: The Gumbel-Hougaard Copula, (since 2007): stable CRAN version, HAL tagged version.

Misc.

• 2024: C. Dutang, GNE: Computation of Generalized Nash Equilibria, project with John C. Nash (since 2010): stable CRAN version, devel R-forge version, HAL tagged version.
• 2024: M. Maechler, C. Dutang, expm: Matrix Exponential, Log, and other matrix functions, project with Martin Maechler (since 2008): stable CRAN version, devel R-forge version, HAL tagged version.
• 2024: Dutang, randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests, Rmetrics project since 2008: 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.
• 2024: Dutang, rngWELL: Toolbox for WELL Random Number Generators, Rmetrics project since 2008: stable CRAN version, devel R-forge version, HAL tagged version.

• 2024-2027, Alban Kamga,
• 2022-2025, Antoine Burg co-supervised with M. Hoffmann,
• 2015-2018, Claire Mouminoux, CIFRE thesis co-supervised with S. Loisel, Ph.D. manuscript, now assistant professor at Strasbourg.

• 2022: referee for Francois HU Ph.D. defense on June 2022

• 2024-2025, CHOUIBANI Ghizlane, GARAT Paul, GAUDEMET Thomas, NDJAMA Daniel, TAFO Jordan for actuary memoir Actuariat (CNAM, Paris).
• 2024-2025, BAUMARD Léopoldine, CHAUVEAU Pauline, ROSAL Nicolas, for actuary memoir Dauphine (Univ. Paris-Dauphine, Paris).
• 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 Amélie, 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 Thimothée, KUEHM Thimothé, 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 Stéphane, 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 Daphné, LOPEZ Diego, SALTIEL David, BOUACHIK Kays, TESSIER Martin, BAGAYOGO Souleymane, KEMBI Selim, for actuary memoir Dauphine (Univ. Paris-Dauphine, Paris).
• 2017-2018, FAUVE Clémence, 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).

• 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),
• 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).

• 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.

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

• 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).