| Publication | Date of Publication | Type |
|---|
| Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments | 2024-09-18 | Paper |
| Testing for auto-calibration with Lorenz and concentration curves | 2024-07-17 | Paper |
| Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking | 2024-05-30 | Paper |
| Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration | 2024-02-21 | Paper |
| From Pareto to Weibull – A Constructive Review of Distributions on ℝ+ | 2023-12-15 | Paper |
| Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link | 2023-01-02 | Paper |
| Bounds on Spearman's rho when at least one random variable is discrete | 2022-07-27 | Paper |
| Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance | 2022-07-27 | Paper |
| Some expressions of a generalized version of the expected time in the red and the expected area in red | 2022-07-07 | Paper |
| Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance | 2022-07-07 | Paper |
| JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE | 2022-04-04 | Paper |
| Impact of Underwriting Cycles on the Solvency of an Insurance Company | 2022-02-11 | Paper |
| Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors | 2022-01-03 | Paper |
| Generalization error for Tweedie models: decomposition and error reduction with bagging | 2021-12-17 | Paper |
| Testing for more positive expectation dependence with application to model comparison | 2021-11-19 | Paper |
| Autocalibration and Tweedie-dominance for insurance pricing with machine learning | 2021-11-19 | Paper |
| Optimal prevention of large risks with two types of claims | 2021-07-21 | Paper |
| Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model | 2021-07-21 | Paper |
| Effective Statistical Learning Methods for Actuaries II | 2020-12-03 | Paper |
| Ruin-based risk measures in discrete-time risk models | 2020-08-03 | Paper |
| Optimal prevention strategies in the classical risk model | 2020-03-20 | Paper |
| Multivariate modelling of multiple guarantees in motor insurance of a household | 2020-03-06 | Paper |
| Bounds on concordance-based validation statistics in regression models for binary responses | 2019-12-19 | Paper |
| Model selection based on Lorenz and concentration curves, Gini indices and convex order | 2019-11-28 | Paper |
| Concordance-based predictive measures in regression models for discrete responses | 2019-11-06 | Paper |
| Effective Statistical Learning Methods for Actuaries I | 2019-09-11 | Paper |
| Effective Statistical Learning Methods for Actuaries III | 2019-08-13 | Paper |
| Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis | 2019-05-28 | Paper |
| Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development | 2019-05-28 | Paper |
| A dynamic equivalence principle for systematic longevity risk management | 2019-05-23 | Paper |
| MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE | 2018-10-19 | Paper |
| On a risk measure inspired from the ruin probability and the expected deficit at ruin | 2018-07-13 | Paper |
| Collective loss reserving with two types of claims in motor third party liability insurance | 2018-04-16 | Paper |
| Updating mechanism for lifelong insurance contracts subject to medical inflation | 2018-04-03 | Paper |
| Some comparison results for finite-time ruin probabilities in the classical risk model | 2017-11-23 | Paper |
| From regulatory life tables to stochastic mortality projections: the exponential decline model | 2016-12-14 | Paper |
| An Interpolating Family of Size Distributions | 2016-06-14 | Paper |
| Model points and tail-VaR in life insurance | 2015-09-14 | Paper |
| A note on compound renewal risk models with dependence | 2015-05-22 | Paper |
| Properties of a risk measure derived from the expected area in red | 2014-09-22 | Paper |
| Ruin problems under IBNR dynamics | 2013-11-15 | Paper |
