Publications

Publications



3 documents

Article dans une revue

  • Olivier Lopez, Xavier Milhaud, Pierre-Emmanuel Thérond. A tree-based algorithm adapted to microlevel reserving and long development claims. ASTIN Bulletin, Cambridge University Press (CUP), 2019, 49 (3), pp.741-762. ⟨10.1017/asb.2019.12⟩. ⟨hal-01868744v2⟩

Communication dans un congrès

  • Xavier Milhaud. A tree-based algorithm for individual reserving, with reporting delays and long developments. SMIF, Mar 2020, Maresias, Brazil. ⟨hal-02292377v2⟩

Pré-publication, Document de travail

  • Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove. Semiparametric two-sample mixture components comparison test. 2020. ⟨hal-02491127⟩

Milhaud (2020, L’Actuariel). Hétérogénéité inobservable, volumétrie limitée et mutualisation.

Lopez, Milhaud (2020, Scandinavian Actuarial Journal). Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays.

Milhaud, Pommeret, Salhi and Vandekerkhove (2020, soumis). Semiparametric two-sample mixture components comparison test.

Milhaud, Pommeret, Salhi and Vandekerkhove (2020, preprint). Relaxed Cramer-Von Mises approach for mixture components comparison.

Milhaud, Pommeret, Salhi and Vandekerkhove (2020, preprint). Clustering for heterogeneous populations following admixture distributions.

Crevecoeur and Antonio (2020, soumis), Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims.

Henckaerts, Antonio, & Côté (2020, en révision), Model-Agnostic Interpretable Data-driven surrogate.

Deresa, Van Keilegom and Antonio (2020, prêt à soumettre). Copula-based inference for bivariate survival data with left truncation and dependent censoring.

Antonio, Devriendt and Robben (2020), The IA|BE 2020 mortality projection for the Belgian population.

Antonio, Devriendt, Robben and Sznajder (2020), Assessing the impact of COVID-19 on the IA|BE 2020 mortality projections: a scenario analysis.