Dutang Christophe - CV

Articles

Belzile L., Dutang C., Northrop P., Opitz T. (2023), A modeler's guide to extreme value software, Extremes - Statistical Theory and Applications in Science, Engineering and Economics, vol. 26, p. 595-638

Brouste A., Dutang C., Rohmer T. (2022), A closed-form alternative estimator for GLM with categorical explanatory variables, Communications in Statistics - Simulation and Computation, p. 1-17

Dutang C., Goulet V., Langevin N. (2022), Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications, Journal of Statistical Software, vol. 103, n°1, p. 1-22

Dutang C., Guibert Q. (2022), An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests, Statistics and Computing, vol. 32, p. numéro 6

Mouminoux C., Dutang C., Loisel S., Albrecher H. (2021), On a Markovian game model for competitive insurance pricing, Methodology and Computing in Applied Probability

Brouste A., Dutang C., Mieniedou D. (2021), OneStep : Le Cam's One-step Estimation Procedure, The R Journal, vol. 13, n°1, p. 366-377

Brouste A., Dutang C., Rohmer T. (2019), Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling, Computational Statistics, vol. 35, p. 689–724

Spedicato G., Dutang C., Petrini L. (2018), Machine Learning Methods to Perform Pricing Optimization. A Comparison with Standard GLMs, Variance, vol. 12, n°1, p. 69-89

Milhaud X., Dutang C. (2018), Lapse tables for lapse risk management in insurance: a competing risk approach, European Actuarial Journal, vol. 8, n°1, p. 97-126

Dutang C. (2017), Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators, Communications in Statistics. Theory and Methods, vol. 46, n°8, p. 3801-3828

Dutang C., Brouste A. (2016), Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving, Bulletin Français d'Actuariat, vol. 16, n°31, p. 111-137

Dutang C., Guillou A., Goegebeur Y. (2016), Robust and bias-corrected estimation of the probability of extreme failure sets, Sankhya A - The Indian Journal of Statistics , vol. 78, n°1, p. 52–86

Dutang C., Delignette-Muller M. (2015), fitdistrplus: An R Package for Fitting Distributions, Journal of Statistical Software, vol. 64, n°4

Avrim F., Biard R., Dutang C., Loisel S., Rabehasaina L. (2014), A survey of some recent results on Risk Theory, ESAIM: Proceedings and Surveys, vol. 44, p. 322-337

Dutang C., Goegebeur Y., Guillou A. (2014), Robust and bias-corrected estimation of the coefficient of tail dependence, Insurance: Mathematics and Economics, vol. 57, n°July 2014, p. 46-57

Dutang C., Albrecher H., Loisel S. (2013), Competition among non-life insurers under solvency constraints: A game-theoretic approach, European Journal of Operational Research, vol. 231, n°3, p. 702-711

Dutang C., Loisel S., Lefèvre C. (2013), On an asymptotic rule A+ B/u for ultimate ruin probabilities under dependence by mixing, Insurance: Mathematics and Economics, vol. 53, n°3, p. 774-785

Dutang C. (2013), Existence theorems for generalized Nash equilibrium problems, Journal of Nonlinear Analysis and Optimization: Theory & Applications, vol. 4, n°2, p. 115-126

Dutang C. (2012), The customer, the insurer and the market, Bulletin Français d'Actuariat, vol. 12, n°24

Dutang C., Goulet V. (2008), actuar: An R Package for Actuarial Science, Journal of Statistical Software, vol. 25, n°7

Communications sans actes

Guibert Q., Dutang C. (2022), An Explicit Split Point Procedure in Model-Based Trees Allowing for a Quick Fitting of GLM Trees and GLM Forests, MLISTRAL (Machine Learning in Insurance Sector Targeted to Risk Analysis and Losses ), Marseille, France

Prépublications / Cahiers de recherche

Brouste A., Matoussi A., Rohmer T., Dutang C., Désert V., Gales E., Golhen P., Milleville ., Lekeufack W. (2018), Solvency tuned premium for a composite loss distribution, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 17 p.