Changer la langue ici !
Data Science and Statistical Learning for Actuaries
, 37h (2019,2018), Master, ISFA, University Lyon 1, Lectures (L) + Tutorials (T);
Advanced methods for pricing and reserving in Insurance
, 34h (2019,2018), Master, ISFA, Univ. Lyon 1, L+T;
Behaviour Modelling in Life Insurance
, 8h (2019,2018), Master, ISFA, Univ. Lyon 1, L;
Resampling techniques, Bootstrap and applications
, 12h (2019,2018,2017), Master, ISFA, Univ. Lyon 1, L+T;
Introduction to R open-source statistical language
, 12h (2018,2017,2016), Bachelor, ISFA, Univ. Lyon 1, L+T;
Introduction to Big Data in Insurance
, 16h (2017,2016), Master, ISFA, Univ. Lyon 1, L+T;
Generalized Linear Models and pricing in Non-Life Insurance
, 6h (2017,2016), Master, ISFA, Univ. Lyon 1, L;
A priori VS a posteriori pricing in Non-Life Insurance
, 20h (2016), Master, University Cheick Anta Diop, Dakar (Senegal), L+T.
Stochastic reserving in Non-Life Insurance
, 20h (2018,2016), Master, University Aix-Marseille (France), L+T;
Econometrics applied to Insurance
, 20h (2018,2017,2016), Master, ENSEA Abidjan (Ivory Coast), L+T;
, 20h (2017,2016,2015), Master, International University of Rabat (IUR, Marocco), L+T.
Risk theory and premium principles
, 20h (2015,2014,2013,2012), Master, ENSAE ParisTech (Paris), L.
Statistical methods to study the lapse risk
, 4h (2012), Master (M2MO), University Paris VII, L.
Non-parametric, semi-parametric and parametric estimation of copulas
, 6h (2013,2012,2011), Master, University Paris VII, L.
Introduction to copulas
, 4h (2010), Master, University Paris VII, L.
Various tutorials in risk theory, probability and inferential statistics
Please send me an email to get the slides/poly of those courses (when possible).
Deterministic and stochastic reserving
. Data in XLS :
Data from the book by Partrat and al.,
Data presented in the paper by Taylor and Ashe,
R Code R to start the tutorial without loosing too much time,
Pricing in Non-Life insurance
. Data in Excel:
Database in motor insurance needed for the tutorial (CSV),
How to read this data?
And below the tutorial in PDF:
Contributed to the Working Group on how actuarial programs should evolve, related to the Core Syllabus of the International Actuarial Association (IAA) :
What to teach? To remain in line with the evolution of actuarial practices and regulation over the world.
Presentation of these evolutions.
Educating Future Actuaries
, 5th Fund seminar of the IAA, 27-28 nov. 2014, Lima (Peru), link to the présentation.
> Back to the top menu