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 initiated by Diethelm Wuertz).
Old Fortran code is no longer available on CRAN but only on
R-forge randsobolfortran
French comments (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,
- Maintainer of the 'CRAN task view' on actuarial science (quarterly update), which is integrated in the github ctv
project of Achim Zeileis (since 2023).
- Maintainer of the 'CRAN task view' on extreme
value (quarterly update), which is integrated in the github ctv
project of Achim Zeileis (since 2016).
- Co-maintainer of the 'CRAN task view' on probability
distributions (quarterly update), which is integrated in the github ctv
project of Achim Zeileis.
An overview of the Distribution task view is available
here and there (since 2008)
- See also CRAN check result 1
and CRAN check result 2
- 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