SÉLECTION DE PUBLICATIONS

• Abgrall D., Habart M., Rainer C., Sow A. Exploring the longevity risk using statistical tools derived from the Shiryaev–Roberts procedure. Eur. Actuar. J. 8, 27–51 (2018)
   
• Ailliot P., Thompson C., Thomson P., Mixed methods for fitting the GEV distribution. Water Resources Research 47, W0551, (2011)
   
• Armel K., Planchet F., Kamega A., Quelle structure de dépendance pour un générateur de scénarios économiques en assusrance ? Impact sur le besoin en capital. Bull. Français d'Actuariat, Vol. 11, n° 22 (2011)
   
• As Soulaimani, S.; Quincampoix, M.; Sorin, S. Repeated games and qualitative differential games: approachability and comparison of strategies. SIAM J. Control Optim. 48 (2009), no. 4, 2461–2479
   
• E. Berthelé, R. Billot, C. Bothorel, M. Habart, J. Janssen, Ph. Lenca, F. Picard, G. Saporta, F. Vermet, Le big data pour les compagnies d'assurance. (French), ISTE Editions, 2017
   
• E. Berthelé, R. Billot, C. Bothorel, M. Habart, J. Janssen, Ph. Lenca, F. Picard, G. Saporta, F. Vermet, Big Data for Insurance companies.  ISTE Editions, 2018 (ISTE)
   
• Buckdahn, R.; Hu, Y. Hedging contingent claims for a large investor in an incomplete market. Adv. in Appl. Probab. 30 (1998), no. 1, 239–255
   
• Buckdahn, R.; Quincampoix, M.; Rainer, C.; Teichmann, J. Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Bull. Sci. Math. 134 (2010), no. 2, 207–214
   
• Buckdahn, R.; Li, J. Peng, S. Mean-field backward stochastic differential equations and related partial differential equations. Stochastic Process. Appl. 119 (2009), no. 10, 3133–3154.
   
• Bai, XuePeng; Buckdahn, R. Inf-convolution of G-expectations. Sci. China Math. 53 (2010), no. 8, 1957–1970.
   
• Cardaliaguet, P.; Quincampoix, M. Deterministic differential games under probability knowledge of initial condition. Int. Game Theory Rev. 10 (2008), no. 1, 1–16.
   
• Cardaliaguet, P.; Rainer, C. On a continuous-time game with incomplete information. Math. Oper. Res. 34 (2009), no. 4, 769–794,
   
• Cardaliaguet, P.; Rainer, C. Stochastic differential games with asymmetric information. Appl. Math. Optim. 59 (2009), no. 1, 1–36.
   
• Corlosquet-Habart M., Janssen J., Lefevre C., Manca R., The impact of a pandemic event on mortality risk for protection insurance, Applied Stochastic Models and Data Analysis, Rome, Italy, June 7 - 10, 2011
   
• Corlosquet-Habart M., Janssen J., Manca, R., Modélisation stochastique du risque de pandémie, Stratégies de couverture et d'assurance, Ed. Lavoisier (2012)
   
• D. Delcaillau, A. Ly, A. Papp, F. Vermet, Model Transparency and Interpretability : Survey and Application to the Insurance Industry.  Eur. Actuar. J. (2022) (arXiv:2209.00562)
   
• Gaitsgory, V.; Quincampoix, M. Linear programming approach to deterministic infinite horizon optimal control problems with discounting. SIAM J. Control Optim. 48 (2009), no. 4, 2480–2512.
   
• Goreac D., Insurance, Reinsurance and Dividend Payment, 2010, arXiv:0804.3900
   
• Habart M., Lenca P., The need to assess and to manage the risk of avian in influenza in insurance business, International Workshop on Applied Probability, Compiègne, France, 7-10 July, 2008.
   
• Habart M., Lenca P., Hillion A., Modelling the Spread of Pandemic Influenza for Insurance Industry, Applied Stochastic Models and Data Analysis, Vilnius, Lithuania, June 30 - July 3, 2009
   
• Habart M., Taking into account the pandemic risk in a partial internal model, Bulletin Français d'Actuariat, vol. 11, n°20, / juillet-décembre 2010. pp 101-138.
   
• Hénaff, P. Hedging exotic derivatives through stochastic optimization. Algorithms and economic dynamics (Geneva, 1996). J. Econom. Dynam. Control 22 (1998), no. 8-9, 1453–1466,
   
• Kala Kamdjoug J.-R., Lenca P. and Barthélemy J.-P., Assessment of actions in a multi-actor and multicriteria framework: application to the refunding of microfinance institutions, Computational Economics, 2007, vol. 29 (2), pp. 213-227.
   
• Kaméga A. Impact de la sursuicidité en Bretagne sur les garanties temporaires de décès, Bulletin Français d'Actuariat, Vol. 8, n°15, janvier-juin 2008, pp. 97-128
   
• Kamega A. Planchet, F Hétérogénéité : mesure du risque d’estimation dans le cas d’une modélisation intégrant des facteurs observables. Bulletin Français d'Actuariat, Vol. 11, n°21
   
• Lenca P., Lallich S., Vaillant B., Construction of an off-centered entropy for the supervised learning of imbalanced classes: Some first results, Communications in Statistics - Theory and Methods, Taylor & Francis, 2010, vol. 39(3), pp. 493-507.
   
• Lenca P., Meyer P., Vaillant B. and Lallich S., On selecting interestingness measures for association rules: user oriented description and multiple criteria decision aid, European Journal of Operational Research, 2008 vol. 184 (2), pp. 610-626.
   
• M. Löwe, K. Schubert, F. Vermet, Multi-group Binary Choice with Social Interaction and a Random Communication Structure - a Random Graph Approach.   Physica A: Stat. Mech. Appl. 556, 124735 (2020) (arXiv:1904.11890)
   
• Paglia A., Phelippe-Guinvarc'h, Tarification des risques en assurance non-vie, une approche par modèle d'apprentissage statistique. Bulletin Français d'Actuariat, Vol. 11, n°22 (2011)
   
• Planchet F. Thérond P. Kamega A. Scénarios économiques en assurance, Économica, Collection Assurance Audit Actuariat (2009)
   
• Souquière. Approximation and representation of the value for some differential games with asymmetric information. Internat. J. Game Theory 39 (2010), no. 4, 699–722.

SÉLECTION DE PUBLICATIONS

• Ailliot P., Thompson C., Thomson P., Mixed methods for fitting the GEV distribution. Water Resources Research 47, W0551, (2011)
   
• Armel K., Planchet F., Kamega A., Quelle structure de dépendance pour un générateur de scénarios économiques en assusrance ? Impact sur le besoin en capital. Bull. Français d'Actuariat, Vol. 11, n° 22 (2011)
   
• As Soulaimani, S.; Quincampoix, M.; Sorin, S. Repeated games and qualitative differential games: approachability and comparison of strategies. SIAM J. Control Optim. 48 (2009), no. 4, 2461–2479
   
• E. Berthelé, R. Billot, C. Bothorel, M. Habart, J. Janssen, Ph. Lenca, F. Picard, G. Saporta, F. Vermet, Le big data pour les compagnies d'assurance. (French), ISTE Editions, 2017
   
• E. Berthelé, R. Billot, C. Bothorel, M. Habart, J. Janssen, Ph. Lenca, F. Picard, G. Saporta, F. Vermet, Big Data for Insurance companies.  ISTE Editions, 2018 (ISTE)
   
• Buckdahn, R.; Hu, Y. Hedging contingent claims for a large investor in an incomplete market. Adv. in Appl. Probab. 30 (1998), no. 1, 239–255
   
• Buckdahn, R.; Quincampoix, M.; Rainer, C.; Teichmann, J. Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Bull. Sci. Math. 134 (2010), no. 2, 207–214
   
• Buckdahn, R.; Li, J. Peng, S. Mean-field backward stochastic differential equations and related partial differential equations. Stochastic Process. Appl. 119 (2009), no. 10, 3133–3154.
   
• Bai, XuePeng; Buckdahn, R. Inf-convolution of G-expectations. Sci. China Math. 53 (2010), no. 8, 1957–1970.
   
• Cardaliaguet, P.; Quincampoix, M. Deterministic differential games under probability knowledge of initial condition. Int. Game Theory Rev. 10 (2008), no. 1, 1–16.
   
• Cardaliaguet, P.; Rainer, C. On a continuous-time game with incomplete information. Math. Oper. Res. 34 (2009), no. 4, 769–794,
   
• Cardaliaguet, P.; Rainer, C. Stochastic differential games with asymmetric information. Appl. Math. Optim. 59 (2009), no. 1, 1–36.
   
• Corlosquet-Habart M., Janssen J., Lefevre C., Manca R., The impact of a pandemic event on mortality risk for protection insurance, Applied Stochastic Models and Data Analysis, Rome, Italy, June 7 - 10, 2011
   
• Corlosquet-Habart M., Janssen J., Manca, R., Modélisation stochastique du risque de pandémie, Stratégies de couverture et d'assurance, Ed. Lavoisier (2012)
   
• D. Delcaillau, A. Ly, A. Papp, F. Vermet, Model Transparency and Interpretability : Survey and Application to the Insurance Industry.  Eur. Actuar. J. (2022) (arXiv:2209.00562)
   
• Gaitsgory, V.; Quincampoix, M. Linear programming approach to deterministic infinite horizon optimal control problems with discounting. SIAM J. Control Optim. 48 (2009), no. 4, 2480–2512.
   
• Goreac D., Insurance, Reinsurance and Dividend Payment, 2010, arXiv:0804.3900
   
• Habart M., Lenca P., The need to assess and to manage the risk of avian in influenza in insurance business, International Workshop on Applied Probability, Compiègne, France, 7-10 July, 2008.
   
• Habart M., Lenca P., Hillion A., Modelling the Spread of Pandemic Influenza for Insurance Industry, Applied Stochastic Models and Data Analysis, Vilnius, Lithuania, June 30 - July 3, 2009
   
• Habart M., Taking into account the pandemic risk in a partial internal model, Bulletin Français d'Actuariat, vol. 11, n°20, / juillet-décembre 2010. pp 101-138.
   
• Hénaff, P. Hedging exotic derivatives through stochastic optimization. Algorithms and economic dynamics (Geneva, 1996). J. Econom. Dynam. Control 22 (1998), no. 8-9, 1453–1466,
   
• Kala Kamdjoug J.-R., Lenca P. and Barthélemy J.-P., Assessment of actions in a multi-actor and multicriteria framework: application to the refunding of microfinance institutions, Computational Economics, 2007, vol. 29 (2), pp. 213-227.
   
• Kaméga A. Impact de la sursuicidité en Bretagne sur les garanties temporaires de décès, Bulletin Français d'Actuariat, Vol. 8, n°15, janvier-juin 2008, pp. 97-128
   
• Kamega A. Planchet, F Hétérogénéité : mesure du risque d’estimation dans le cas d’une modélisation intégrant des facteurs observables. Bulletin Français d'Actuariat, Vol. 11, n°21
   
• Lenca P., Lallich S., Vaillant B., Construction of an off-centered entropy for the supervised learning of imbalanced classes: Some first results, Communications in Statistics - Theory and Methods, Taylor & Francis, 2010, vol. 39(3), pp. 493-507.
   
• Lenca P., Meyer P., Vaillant B. and Lallich S., On selecting interestingness measures for association rules: user oriented description and multiple criteria decision aid, European Journal of Operational Research, 2008 vol. 184 (2), pp. 610-626.
   
• M. Löwe, K. Schubert, F. Vermet, Multi-group Binary Choice with Social Interaction and a Random Communication Structure - a Random Graph Approach.   Physica A: Stat. Mech. Appl. 556, 124735 (2020) (arXiv:1904.11890)
   
• Paglia A., Phelippe-Guinvarc'h, Tarification des risques en assurance non-vie, une approche par modèle d'apprentissage statistique. Bulletin Français d'Actuariat, Vol. 11, n°22 (2011)
   
• Planchet F. Thérond P. Kamega A. Scénarios économiques en assurance, Économica, Collection Assurance Audit Actuariat (2009)
   
• Souquière. Approximation and representation of the value for some differential games with asymmetric information. Internat. J. Game Theory 39 (2010), no. 4, 699–722.