Some Resources

An actuary memoir on price elasticity in non-life insurance (pdf) (2011)
An academic working group on securitization of insurance risks [in French] (2008)
An academic working group on introduction to climate derivatives [in French] (2007)
A research memoir on optimal reinsurance (2007)

A handbook on probability distributions: the vignette of the R-forge project distributions (2008)
A note on random number generation: vignette of randtoolbox package (2008)
Key characteristics of the Gumbel copula: vignette of gumbel package (2008)
An introduction to bootstrap (2008)

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)

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)

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)

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.

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)

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