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Christophe Dutang
Christophe Dutang
assistant professor at Univ. Paris Dauphine
E-mailová adresa ověřena na: ceremade.dauphine.fr - Domovská stránka
Název
Citace
Citace
Rok
fitdistrplus: An R Package for Fitting Distributions
ML Delignette-Muller, C Dutang
J. Stat. Softw 64 (4), 2014
1843*2014
actuar: An R package for actuarial science
C Dutang, V Goulet, M Pigeon
Journal of Statistical Software 25 (7), 1-37, 2008
1542008
randtoolbox: Generating and Testing Random Numbers
C Dutang, P Savicky
R package, 2013
81*2013
expm: matrix exponential, log,’etc’
V Goulet, C Dutang, M Maechler, D Firth, M Shapira, M Stadelmann
R package version 0.999–2, 2017
77*2017
POT: generalized pareto distribution and peaks over threshold
M Ribatet, C Dutang
R package version 1, 1-7, 2019
542019
Competition among non-life insurers under solvency constraints: a game-theoretic approach
C Dutang, H Albrecher, S Loisel
European Journal of Operational Research 231 (3), 702-711, 2013
482013
CASdatasets
C Dutang, A Charpentier
44*2016
Machine learning methods to perform pricing optimization. A comparison with standard GLMs
GA Spedicato, C Dutang, L Petrini
Variance 12 (1), 69-89, 2018
382018
CRAN Task View: Probability Distributions
C Dutang
322018
Existence theorems for generalized Nash equilibrium problems: an analysis of assumptions
C Dutang
Journal of Nonlinear Analysis and Optimization 4 (2), 115-126, 2013
272013
Actuariat avec R
A Charpentier, C Dutang
222013
A survey of GNE computation methods: theory and algorithms
C Dutang
https://hal.archives-ouvertes.fr/hal-00813531, 2013
222013
A note on random number generation
C Dutang, D Wuertz
Overview of Random Generation Algoritms, 1-29, 2009
212009
Lapse tables for lapse risk management in insurance: a competing risk approach
X Milhaud, C Dutang
European Actuarial Journal 8 (1), 97-126, 2018
162018
Robust and bias-corrected estimation of the coefficient of tail dependence
C Dutang, Y Goegebeur, A Guillou
Insurance: Mathematics and Economics 57, 46-57, 2014
152014
On an asymptotic rule A+ B/u for ultimate ruin probabilities under dependence by mixing
C Dutang, C Lefèvre, S Loisel
Insurance: Mathematics and Economics 53 (3), 774-785, 2013
102013
The customer, the insurer and the market
C Dutang
Bulletin Français d'Actuariat 12 (24), 2012
82012
Some explanations about the IWLS algorithm to fit generalized linear models
C Dutang
72017
Theoretical L-moments and TL-moments using combinatorial identities and finite operators
C Dutang
Communications in Statistics-Theory and Methods 46 (8), 3801-3828, 2017
62017
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling
A Brouste, C Dutang, T Rohmer
Computational Statistics 35 (2), 689-724, 2020
52020
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–20