Christophe Dutang

Available identifiers

Publication	Date of Publication	Type
A modeler's guide to extreme value software	2024-01-08	Paper
One-step closed-form estimator for generalized linear model with categorical explanatory variables	2023-11-17	Paper
On a Markovian game model for competitive insurance pricing	2022-07-07	Paper
An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests	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	2020-07-28	Paper
https://portal.mardi4nfdi.de/entity/Q4553762	2018-10-31	Paper
Lapse tables for lapse risk management in insurance: a competing risk approach	2018-10-31	Paper
Theoretical L-moments and TL-moments using combinatorial identities and finite operators	2017-07-27	Paper
Robust and bias-corrected estimation of the probability of extreme failure sets	2016-05-25	Paper
A survey of some recent results on Risk Theory	2015-11-17	Paper
Competition among non-life insurers under solvency constraints: a game-theoretic approach	2015-07-29	Paper
Robust and bias-corrected estimation of the coefficient of tail dependence	2015-01-28	Paper
On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing	2014-06-23	Paper

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