Christophe Dutang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A modeler's guide to extreme value software Extremes	2024-01-08	Paper
One-step closed-form estimator for generalized linear model with categorical explanatory variables Statistics and Computing	2023-11-17	Paper
On a Markovian game model for competitive insurance pricing Methodology and Computing in Applied Probability	2022-07-07	Paper
An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests Statistics and Computing	2022-01-14	Paper
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling Computational Statistics	2020-07-28	Paper
scientific article; zbMATH DE number 6969558 (Why is no real title available?)	2018-10-31	Paper
Lapse tables for lapse risk management in insurance: a competing risk approach European Actuarial Journal	2018-10-31	Paper
Theoretical L-moments and TL-moments using combinatorial identities and finite operators Communications in Statistics: Theory and Methods	2017-07-27	Paper
Robust and bias-corrected estimation of the probability of extreme failure sets Sankhyā. Series A	2016-05-25	Paper
A survey of some recent results on risk theory ESAIM: Proceedings	2015-11-17	Paper
Competition among non-life insurers under solvency constraints: a game-theoretic approach European Journal of Operational Research	2015-07-29	Paper
Robust and bias-corrected estimation of the coefficient of tail dependence Insurance Mathematics & Economics	2015-01-28	Paper
On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing Insurance Mathematics & Economics	2014-06-23	Paper

Research outcomes over time

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