Christophe Dutang Enseignant-chercheur, Grenoble INP - UGA

Identifiants chercheurs

IdHAL :

christophe-dutang

ORCID :

0000-0001-6732-1501

IdRef :

16878016X

Publications

Article dans une revue (26)

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
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
Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning Giorgio Alfredo Spedicato,Christophe Dutang,Quentin Guibert Variance: Advancing the Science of Risk , 2025, 18 Article dans une revue hal-04821310v2
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
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
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
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
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
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
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
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
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
Machine Learning Methods to Perform Pricing Optimization. A Comparison with Standard GLMs Giorgio Alfredo Spedicato,Christophe Dutang,Leonardo Petrini Variance: Advancing the Science of Risk , 2018, 12 (1), pp.69-89 Article dans une revue hal-01942038v2
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
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
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
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
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
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
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
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
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
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 &lt;mml:math altimg=&quot;si14.gif&quot; display=&quot;inline&quot; overflow=&quot;scroll&quot; xmlns:xocs=&quot;http://www.elsevier.com/xml/xocs/dtd&quot; xmlns:xs=&quot;http://www.w3.org/2001/XMLSchema&quot; xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xmlns=&quot;http://www.elsevier.com/xml/ja/dtd&quot; xmlns:ja=&quot;http://www.elsevier.com/xml/ja/dtd&quot; xmlns:mml=&quot;http://www.w3.org/1998/Math/MathML&quot; xmlns:tb=&quot;http://www.elsevier.com/xml/common/table/dtd&quot; xmlns:sb=&quot;http://www.elsevier.com/xml/common/struct-bib/dtd&quot; xmlns:ce=&quot;http://www.elsevier.com/xml/common/dtd&quot; xmlns:xlink=&quot;http://www.w3.org/1999/xlink&quot; xmlns:cals=&quot;http://www.elsevier.com/xml/common/cals/dtd&quot; xmlns:sa=&quot;http://www.elsevier.com/xml/common/struct-aff/dtd&quot;&gt;&lt;mml:mi&gt;A&lt;/mml:mi&gt;&lt;mml:mo&gt;+&lt;/mml:mo&gt;&lt;mml:mi&gt;B&lt;/mml:mi&gt;&lt;mml:mo&gt;/&lt;/mml:mo&gt;&lt;mml:mi&gt;u&lt;/mml:mi&gt;&lt;/mml:math&gt; 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
The customer, the insurer and the market Christophe Dutang Bulletin Français d'Actuariat, 2012 Article dans une revue hal-01616152v1
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

Communication dans un congrès (5)

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
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
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

Chapitre d'ouvrage (1)

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

Autre publication scientifique (2)

Insurance dataset Christophe Dutang,Arthur Charpentier,Ewen Gallic 2024, ⟨10.57745/P0KHAG⟩ Autre publication scientifique hal-04721562v1
Editorial Katrien Antonio,Christophe Dutang,Andreas Tsanakas 2021, pp.205-206. ⟨10.1017/S174849952100018X⟩ Autre publication scientifique hal-04748464v1

Pré-publication, Document de travail (7)

A note on the beta and the generalized beta distributions Christophe Dutang 2026 Pré-publication, Document de travail hal-05579388v1
Alternative Estimation Framework Based on GLM for Mortality Models: From Single Population to Cause-of-Death Antoine Burg,Christophe Dutang 2024 Pré-publication, Document de travail hal-04959839v1
A 2019-2020 Review of R Neural Network Packages with NNbenchmark Salsabila Mahdi,Akshaj Verma,Christophe Dutang,Patrice Kiener,John C Nash 2024 Pré-publication, Document de travail hal-04732774v1
Solvency tuned premium for a composite loss distribution Alexandre Brouste,Anis Matoussi,Tom Rohmer,Christophe Dutang,Vanessa Désertet al. 2018 Pré-publication, Document de travail hal-01883508v1
Some explanations about the IWLS algorithm to fit generalized linear models Christophe Dutang 2017 Pré-publication, Document de travail hal-01577698v1
A game-theoretic approach to non-life insurance market cycles Christophe Dutang 2014 Pré-publication, Document de travail (preprint/prepublication) hal-04722360v1
A survey of GNE computation methods: theory and algorithms Christophe Dutang 2013 Pré-publication, Document de travail hal-00813531v1

Thèse (1)

Etude des marchés d'assurance non-vie à l'aide d'équilibre de Nash et de modèle de risques avec dépendance Christophe Dutang Mathématiques générales [math.GM]. Université Claude Bernard - Lyon I, 2012. Français. ⟨NNT : 2012LYO10070⟩ Thèse tel-00703797v3

HDR (1)

Some statistical and game-theoretic models with an actuarial perspective Christophe Dutang Statistics [math.ST]. Université Paris Dauphine - PSL, 2021 HDR tel-03581539v1

Vidéo (1)

The extractData() dataset analyzed with K2, K3, K4 distributions Patrice Kiener,Christophe Dutang 2016 Vidéo medihal-01338886v1

Logiciel (14)

randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests Christophe Dutang,Petr Savicky 2024, ⟨swh:1:dir:5bdc7ecf7cc646fad76edf41cd07684bb6f31cc2;origin=https://hal.archives-ouvertes.fr/hal-04726578;visit=swh:1:snp:2b080bf0294b30f92f19da0483f7e82d89648cd7;anchor=swh:1:rel:3b158522fa3d68ec1eec2a1cd9e43d57f088c847;path=/⟩ Logiciel hal-04726578v1
tsallisqexp: Tsallis q-Exp Distribution Christophe Dutang,Cosma Rohilla Shalizi 2024, ⟨swh:1:dir:04e96e1747dfecfe620f3eda29d64dd9d1fed262;origin=https://hal.archives-ouvertes.fr/hal-04722773;visit=swh:1:snp:4a6857c9f9c2ab936cc22b204ad06f829bec7c39;anchor=swh:1:rel:00fc23608564454e057077ed3df3920b1e3cb24e;path=/⟩ Logiciel hal-04722773v1
OneStep: One-Step Estimation Alexandre Brouste,Christophe Dutang,Darel Noutsa Mieniedou 2024, ⟨swh:1:dir:72f9217cdeafa1b05b6bc10b054a5cfb31fc3826;origin=https://hal.archives-ouvertes.fr/hal-04722770;visit=swh:1:snp:5d257aebd756a870436dc126eab654c39f582e4a;anchor=swh:1:rel:4c3b1953dc57e71d448788da4310d619ba648c90;path=/⟩ 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 2024, ⟨swh:1:dir:0dd1ff04558397de7014131b4e575196da3f4a53;origin=https://hal.archives-ouvertes.fr/hal-04722769;visit=swh:1:snp:ce008b885058bee712ed7d6da61ec12e67c58036;anchor=swh:1:rel:c45c4f67197365c5c3d20b9d67c3d239c8fbe96e;path=/⟩ Logiciel hal-04722769v1
RTDE: Robust Tail Dependence Estimation Christophe Dutang 2024, ⟨swh:1:dir:e4e5120969135072ed02fcc5f7cbe41e4315259a;origin=https://hal.archives-ouvertes.fr/hal-04726561;visit=swh:1:snp:1e062b01384e8fe995e0cba35885968fe3b180b2;anchor=swh:1:rel:981c17e4479ec948535eeca83578669ba7b2b0e3;path=/⟩ Logiciel hal-04726561v1
rngWELL: Toolbox for WELL Random Number Generators Christophe Dutang,Petr Savicky 2024, ⟨swh:1:dir:07a2b3065235e3358e9b33a8aa2dec0ec237d8a0;origin=https://hal.archives-ouvertes.fr/hal-04726570;visit=swh:1:snp:138ae4c9aaac39623f4118f71949da4f5047b90b;anchor=swh:1:rel:109a455ed77e3f9f990ec3f6da413c00ae3df0cf;path=/⟩ Logiciel hal-04726570v1
POT: Generalized Pareto Distribution and Peaks Over Threshold Christophe Dutang,Mathieu Ribatet 2024, ⟨swh:1:dir:7a60cfacdaa3d837aa4305d3d70f23bdd8fc6616;origin=https://hal.archives-ouvertes.fr/hal-04726599;visit=swh:1:snp:b41723518cd2f74aac5e03b4cbfbf21090c78aab;anchor=swh:1:rel:c02d1560c54e811a4988bcfaef48f9d073d1b511;path=/⟩ Logiciel hal-04726599v1
expm: Matrix Exponential, Log, 'etc Martin Maechler,Christophe Dutang,Vincent Goulet,Douglas Bates,David Firthet al. 2024, ⟨swh:1:dir:aab5b7a41df4106e2aba8fc279b33699824dc0e0;origin=https://hal.archives-ouvertes.fr/hal-04726629;visit=swh:1:snp:4eb25433a7ccf9cbbf83af61e1b4373f35038761;anchor=swh:1:rel:5bd68293619d336ed5a5bc7a50d22eb89010841b;path=/⟩ Logiciel hal-04726629v1
GNE: Computation of Generalized Nash Equilibria Christophe Dutang 2024, ⟨swh:1:dir:881c942b9a7a4162ccec44bf071b32cce1be6246;origin=https://hal.archives-ouvertes.fr/hal-04723252;visit=swh:1:snp:3e23d18277187ffb9ab2dcc857eb58f43ae0ce3a;anchor=swh:1:rel:bef7ff974220f204c93f1bdb87b3f4d7e1b2af77;path=/⟩ Logiciel hal-04723252v1
gumbel: The Gumbel-Hougaard Copula Christophe Dutang 2024, ⟨swh:1:dir:0ad92fb19f92cd85ba0dd3ac8d1554f06c24f6b3;origin=https://hal.archives-ouvertes.fr/hal-04726584;visit=swh:1:snp:d54b52d565bbf3b31fe648cefa646eab7717efc9;anchor=swh:1:rel:2adc0fa542b8984e56727a4fbe85d839ce2f1695;path=/⟩ Logiciel hal-04726584v1
R Project to use MeteoFrance and other Open databases Christophe Dutang 2024, ⟨swh:1:dir:55fb67a470a81d28b0ca21aa89aa38a819901c99;origin=https://hal.archives-ouvertes.fr/hal-04786582;visit=swh:1:snp:bf9984287d68ae58e2b8fcd324eeb4f9e821a8fe;anchor=swh:1:rel:33b960a3ee889392072f86f6df4f454be7250d61;path=/⟩ Logiciel hal-04786582v1
lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies Giorgio Alfredo Spedicato,Christophe Dutang,Reinhold Kainhofer,Kevin Owens,Ernesto Schirmacheret al. 2024, ⟨swh:1:dir:f08322915e5debdba3af8b81706a23b18a3e4762;origin=https://hal.archives-ouvertes.fr/hal-04726614;visit=swh:1:snp:7cbe6d541049d6cf3fbe52a53c850d5f9e1f6cf1;anchor=swh:1:rel:4bf9b740f98b524b33c021557411aae02e279976;path=/⟩ Logiciel hal-04726614v1
mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling Christophe Dutang,Giorgio Alfredo Spedicato,Markus Gesmann 2024, ⟨swh:1:dir:cd5eb342d0e2a276ab5dfcb1830aa3fb3437d559;origin=https://hal.archives-ouvertes.fr/hal-04722771;visit=swh:1:snp:bc0b6279b005fea5da9e72ab100e6d11afacb321;anchor=swh:1:rel:95a9b5f9763b4ec357e5b29199a3ff8347cf049c;path=/⟩ Logiciel hal-04722771v1
actuar: Actuarial Functions and Heavy Tailed Distributions Vincent Goulet,Christophe Dutang 2023, ⟨swh:1:dir:e67e1ccee19841f64c084ace3db3a01cf7fce0d8;origin=https://hal.archives-ouvertes.fr/hal-04726636;visit=swh:1:snp:8b3ed7caacd21664ccf066c35176fdbadc2a5e67;anchor=swh:1:rel:025e303c1027ef3c4b629ef8d0ed0ca1c6ae16fe;path=/⟩ Logiciel hal-04726636v1