Some
Resources
Actuarial & Financial Sciences
Probability and Statistics
Numerical Methods
Past Courses
- Statistics for Economics, L1 Maths-Eco, Le Mans Univ. [in French]
(2016)
- Matrix calculus and applications, L2 Maths-Eco, Le Mans Univ. [in French]
(2016)
- Convex analysis and applications, L3 Maths, Le Mans Univ. [in French]
(2016)
- Financial mathematics, L3 Eco, Le Mans Univ. [in French]
(2016)
- Insurance Economics, M2 Maths-Eco, Le Mans Univ. [in French]
(2016)
- Building Insurance Economics, with Ihab Guirguis, Insurance Professionals, Le Mans Univ. [in French]
(2017)
Authorship of R packages
- One-step estimator: stable version on
CRAN OneStep (2020)
- Destruction rate models: stable version on
CRAN mbbefd and devel version on
github mbbefd (2015)
- Tsallis distribution: stable version on CRAN tsallisqexp (2015)
- Tail dependence estimation: stable version on CRAN RTDE (2014)
- Compilation of insurance datasets CASdatasets: stable version on this website free (this site), MathCNRS
or at UQAM (2014).
Some datasets are used by kaggle and the Swiss Association of Actuaries' Initiative ADS.
- Development a GNE computation package: stable version on
CRAN GNE and devel version on
R-forge GNE (2010)
- Probability distributions fitting with the 'fitdistrplus'
package: stable version on
CRAN fitdistrplus and devel version on
github fitdistrplus formerly on R-forge (2009)
- Pseudo and quasi random generation: stable version on
CRAN randtoolbox and devel version on
R-forge randtoolbox (part of Rmetrics managed by Diethelm Wuertz).
link (2008)
- Gumbel copula: stable version on
CRAN gumbel (2007)
- An actuary approach of risk evaluation during
hospitalizations: stable version on CRAN rhosp
(2006)
Contributions to R packages
- Modelling Peaks Over Threshold by maintaining the
POT
R-forge project
and provide a new version on
CRAN POT (2016)
- Life insurance modelling: stable version on
CRAN lifecontingencies and devel version on
github lifecontingencies (2015)
- Local R repository for CASdatasets package (2014)
- Contributions to the
Rmpfr
package developped by Martin Maechler (2011)
- Contributions to the
plotrix
package developped by Jim Lemon (2010)
- Contributions to the
biglm
package developped by Thomas Lumley (2009)
- Contributions to the
ff
package developped by Jens Oehlschlaegel (2009)
- Matrix exponential and other matrix functions through the expm
R-forge project; stable version on
CRAN expm (2008)
- Actuar
project under the supervision of Vincent Goulet (2007)
Contributions to the R community
- Member of the scientific committee of the
Insurance Data Science conference,
since 2018,
- Member of the scientific committee of the
2013,
2014,
2015,
2016,
2017
R in insurance conference,
- Co-maintainer of the 'CRAN task view' on extreme
value (quarterly update), which is integrated in the R-forge ctv
project of Achim Zeileis. (since 2016)
- Maintainer of the 'CRAN task view' on probability
distributions (quarterly update), which is integrated in the R-forge ctv
project of Achim Zeileis.
An overview of the Distribution task view is available
here and there (since 2008)
- See also CRAN check results
- For information, the package number hosted on CRAN.
Some templates for LateX
- An Actuarial memoir template: pdf/
src (2019)
- A beamer conf template (possibly with logos): pdf/ src (2012)
- A latex article template: pdf/ src (2019)
- A latex Ph.D.
template with chapterized bibliographies: pdf/ src/ file org. chart
(2015)
- A template for exercise sheet: pdf/ src (2019)
- An example of math course with wrap figures, small margins,
multicolumn layout: pdf
/ src.
(2009)
Miscellaneous