Christophe Dutang

Enseignant-chercheur, Grenoble INP - UGA
57
Documents
Affiliations actuelles
  • Laboratoire Jean Kuntzmann (LJK)
  • Applied Statistics And Reliability - ASAR (ASAR)

Domaines de recherche

Statistiques [math.ST] Finance quantitative [q-fin.CP] Probabilités [math.PR]

Publications

Publications

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On the Use of Global Sensitivity Analysis in a Game-Theoretic Approach to an Environmental Management Problem

Christophe Dutang , Clémentine Prieur

Environmental Modeling & Assessment, 2026, ⟨10.1007/s10666-025-10098-y⟩

Article dans une revue hal-05461442v1
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Closed-form estimators for multivariate regressions models -a single categorical variable approach

Antoine Burg , Christophe Dutang

Computational Statistics, 2026, 41 (3), pp.50. ⟨10.1007/s00180-025-01679-2⟩

Article dans une revue hal-05539060v1
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Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning

Giorgio Alfredo Spedicato , Christophe Dutang , Quentin Guibert

Variance, 2025, 18

Article dans une revue hal-04821310v2
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One-step closed-form estimator for generalized linear model with categorical explanatory variables

Alexandre Brouste , Christophe Dutang , Lilit Hovsepyan , Tom Rohmer

Statistics and Computing, 2023, 33 (6), pp.138. ⟨10.1007/s11222-023-10313-4⟩

Article dans une revue hal-04251559v1
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A modeler's guide to extreme value software

Léo Belzile , Christophe Dutang , Paul Northrop , Thomas Opitz

Extremes, 2023, 26 (4), pp.595-638. ⟨10.1007/s10687-023-00475-9⟩

Article dans une revue hal-04348302v1
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Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications

Christophe Dutang , Vincent Goulet , Nicholas Langevin

Journal of Statistical Software, 2022, 103 (6), ⟨10.18637/jss.v103.i06⟩

Article dans une revue hal-03725415v1
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A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables

Alexandre Brouste , Christophe Dutang , Tom Rohmer

Communications in Statistics - Simulation and Computation, In press, pp.1-17. ⟨10.1080/03610918.2022.2076870⟩

Article dans une revue hal-03689206v1
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An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests

Christophe Dutang , Quentin Guibert

Statistics and Computing, 2021, 32 (1), ⟨10.1007/s11222-021-10059-x⟩

Article dans une revue hal-03448250v1
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On a Markovian game model for competitive insurance pricing

Claire Mouminoux , Christophe Dutang , Stéphane Loisel , Hansjoerg Albrecher

Methodology and Computing in Applied Probability, 2021, ⟨10.1007/s11009-021-09906-1⟩

Article dans une revue hal-03448339v1
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OneStep : Le Cam's One-step Estimation Procedure

Alexandre Brouste , Christophe Dutang , Darel Noutsa Mieniedou

The R Journal, 2021, 13 (1), pp.366. ⟨10.32614/RJ-2021-044⟩

Article dans une revue hal-03452455v1
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Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling

Alexandre Brouste , Christophe Dutang , Tom Rohmer

Computational Statistics, 2020, ⟨10.1007/s00180-019-00918-7⟩

Article dans une revue hal-01781504v3
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Machine Learning Methods to Perform Pricing Optimization. A Comparison with Standard GLMs

Giorgio Alfredo Spedicato , Christophe Dutang , Leonardo Petrini

Variance, 2018, 12 (1), pp.69-89

Article dans une revue hal-01942038v2
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Lapse tables for lapse risk management in insurance: a competing risk approach

Xavier Milhaud , Christophe Dutang

European Actuarial Journal, 2018, 8 (1), pp.97-126. ⟨10.1007/s13385-018-0165-7⟩

Article dans une revue hal-01985256v1
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Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators

Christophe Dutang

Communications in Statistics - Theory and Methods, 2017, 46 (8), pp.3801-3828. ⟨10.1080/03610926.2015.1073313⟩

Article dans une revue hal-01163638v2
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Robust and bias-corrected estimation of the probability of extreme failure sets

Christophe Dutang , Yuri Goegebeur , Armelle Guillou

Sankhya A, 2016, 78 (1), pp.52-86. ⟨10.1007/s13171-015-0078-3⟩

Article dans une revue hal-01616187v1
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Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving

Alexandre Brouste , Christophe Dutang

Bulletin Français d'Actuariat, 2016

Article dans une revue hal-01616192v1
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fitdistrplus : An R Package for Fitting Distributions

Marie Laure Delignette-Muller , Christophe Dutang

Journal of Statistical Software, 2015, 64 (4), ⟨10.18637/jss.v064.i04⟩

Article dans une revue hal-01616147v1
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A survey of some recent results on Risk Theory

Florin Avram , Romain Biard , Christophe Dutang , Stéphane Loisel , Landy Rabehasaina

ESAIM: Proceedings, 2014, 44, pp.322 - 337. ⟨10.1051/proc/201444020⟩

Article dans une revue hal-01616178v1
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Robust and bias-corrected estimation of the coefficient of tail dependence

Christophe Dutang , Yuri Goegebeur , Armelle Guillou

Insurance: Mathematics and Economics, 2014, 57 (1), ⟨10.1016/j.insmatheco.2014.05.003⟩

Article dans une revue hal-01311680v1
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Existence theorems for generalized Nash equilibrium problems: an analysis of assumptions

Christophe Dutang

Journal of Nonlinear Analysis and Optimization, 2013, 4 (2), pp.115-126

Article dans une revue hal-00828948v2
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Competition among non-life insurers under solvency constraints: A game-theoretic approach

Christophe Dutang , Hansjoerg Albrecher , Stéphane Loisel

European Journal of Operational Research, 2013, 231 (3), pp.702 - 711. ⟨10.1016/j.ejor.2013.06.029⟩

Article dans une revue hal-01616156v1
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On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing

Christophe Dutang , Claude Lefèvre , Stéphane Loisel

Insurance: Mathematics and Economics, 2013, 53 (3), pp.774-785

Article dans une revue hal-00746251v2
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Competition among non-life insurers under solvency constraints: A game-theoretic approach

Christophe Dutang , Hansjoerg Albrecher , Stéphane Loisel

European Journal of Operational Research, 2013, 231 (3), pp.702-711

Article dans une revue hal-00746245v1

On an asymptotic rule <mml:math altimg="si14.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd" xmlns:sa="http://www.elsevier.com/xml/common/struct-aff/dtd"><mml:mi>A</mml:mi><mml:mo>+</mml:mo><mml:mi>B</mml:mi><mml:mo>/</mml:mo><mml:mi>u</mml:mi></mml:math> for ultimate ruin probabilities under dependence by mixing

Christophe Dutang , C. Lefevre , S. Loisel

Insurance: Mathematics and Economics, 2013, 53 (3), pp.774 - 785. ⟨10.1016/j.insmatheco.2013.09.020⟩

Article dans une revue hal-01616175v1
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The customer, the insurer and the market

Christophe Dutang

Bulletin Français d'Actuariat, 2012

Article dans une revue hal-01616152v1
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actuar : An R Package for Actuarial Science

Vincent Goulet , Christophe Dutang , Mathieu Pigeon

Journal of Statistical Software, 2008, 25 (7), ⟨10.18637/jss.v025.i07⟩

Article dans une revue hal-01616144v1
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Inference rapide dans les modèles GLM à copule avec variables explicatives catégorielles en utilisant une procédure IFM -OSCFE

Alexandre Brouste , Christophe Dutang , Lilit Hovsepyan , Tom Rohmer

55e Journées de Statistique 2024, Université de Bordeaux, May 2024, Bordeaux, France

Communication dans un congrès hal-04633377v1

Utilisation des bases MeteoFrance en assurance automobile

Christophe Dutang

Open Science Days @UGA, Université Grenoble Alpes, Dec 2024, Grenoble, France

Communication dans un congrès hal-04840703v1
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One-step closed-form estimator for generalized linear model with categorical explanatory variables

Alexandre Brouste , Christophe Dutang , Lilit Hovsepyan , Tom Rohmer

54es Journées de Statistique 2023, Université Libre de Bruxelles, Jul 2023, Bruxelles, Belgium. 7 p

Communication dans un congrès hal-04251593v1

An Explicit Split Point Procedure in Model-Based Trees Allowing for a Quick Fitting of GLM Trees and GLM Forests

Quentin Guibert , Christophe Dutang

MLISTRAL (Machine Learning in Insurance Sector Targeted to Risk Analysis and Losses ), Sep 2022, Marseille, France

Communication dans un congrès hal-03833418v1

New goodness-of-fit plots for censored data in the package fitdistrplus

Marie-Laure Delignette-Muller , Christophe Dutang , Aurélie Siberchicot

7ème rencontres R, Jul 2018, Rennes, France

Communication dans un congrès hal-04920835v1
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Standard statistical inference

Christophe Dutang

Arthur Charpentier. Computational Actuarial Science with R, Chapter 2, CRC press, https://www.routledge.com/Computational-Actuarial-Science-with-R/Charpentier/p/book/9781466592599, 2015, Chapman--Hall CRC-The-R-Series

Chapitre d'ouvrage hal-04723337v1

R Project to use MeteoFrance and other Open databases

Christophe Dutang Logiciel hal-04786582v1

mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

Christophe Dutang , Giorgio Alfredo Spedicato , Markus Gesmann Logiciel hal-04722771v1

lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies

Giorgio Alfredo Spedicato , Christophe Dutang , Reinhold Kainhofer , Kevin Owens , Ernesto Schirmacher et al. Logiciel hal-04726614v1

POT: Generalized Pareto Distribution and Peaks Over Threshold

Christophe Dutang , Mathieu Ribatet Logiciel hal-04726599v1

rngWELL: Toolbox for WELL Random Number Generators

Christophe Dutang , Petr Savicky Logiciel hal-04726570v1

RTDE: Robust Tail Dependence Estimation

Christophe Dutang Logiciel hal-04726561v1

OneStep: One-Step Estimation

Alexandre Brouste , Christophe Dutang , Darel Noutsa Mieniedou Logiciel hal-04722770v1

fitdistrplus: Help to Fit of a Parametric Distribution to Non-Censored or Censored Data

Marie-Laure Delignette-Muller , Christophe Dutang , Aurelie Siberchicot Logiciel hal-04722769v1

randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests

Christophe Dutang , Petr Savicky Logiciel hal-04726578v1

tsallisqexp: Tsallis q-Exp Distribution

Christophe Dutang , Cosma Rohilla Shalizi Logiciel hal-04722773v1

gumbel: The Gumbel-Hougaard Copula

Christophe Dutang Logiciel hal-04726584v1

expm: Matrix Exponential, Log, 'etc

Martin Maechler , Christophe Dutang , Vincent Goulet , Douglas Bates , David Firth et al. Logiciel hal-04726629v1

GNE: Computation of Generalized Nash Equilibria

Christophe Dutang Logiciel hal-04723252v1

actuar: Actuarial Functions and Heavy Tailed Distributions

Vincent Goulet , Christophe Dutang Logiciel hal-04726636v1