Mathias Valla
Publications
Publications
The Gardener’s Guide to Growing (Time-penalized) Trees:MLISTRAL 2: Climate Evolution and Insurability, Chaire DIALog, Nov 2025, Marseille, France |
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Some properties of time-penalized trees56es Journées de Statistique, SFdS, Jun 2025, Marseille, France |
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Feature and quantile selection for the actuarial climate index: Everything, everywhere, all at once (1/2)Insurance Data Science Conference, Bayes Business School, Jun 2025, Londres, United Kingdom |
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EAJ Zoom session: Including individual customer lifetime value and competing risks in tree-based lapse management strategiesPresentation of EAJ Issues 14/1-2 - October 7th, European Actuarial Journal, Oct 2024, Online, France. ⟨10.52843/cassyni.d6gmwp⟩ |
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Time-penalised tree : un algorithme temporel interprétable appliqué aux risques climatiquesJournée 100% Actuaires 100% Data sciences 100% Durabilité, Institut des actuaires, Nov 2024, Paris, France |
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Including Customer Lifetime Value in tree-based lapse management strategyMLISTRAL, Sep 2022, Marseille, France |
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Améliorer un modèle de Machine Learning par la personnalisation : fonction de perte et enrichissement par les données100% Actuaires 100% Data Science, Institut des actuaires, Nov 2022, Paris, France |
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Time-penalized trees: consistency results and simulations2025 |
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A Longitudinal Tree-Based Framework for Lapse Management in Life InsuranceAnalytics, 2024 |
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Time-penalised trees (TpT): a new tree-based data mining algorithm for time-varying covariatesAnnals of Mathematics and Artificial Intelligence, 2024 |
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Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategiesEuropean Actuarial Journal, 2023, ⟨10.1007/s13385-023-00358-0⟩ |
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Temporal dynamics in tree-based models and applications to lapse behaviour in life insurance.Statistics [math.ST]. Université Claude Bernard Lyon 1; Katholieke Universiteit Leuven, 2024. English. ⟨NNT : ⟩ |
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Privacy in Machine LearningDoctoral. CIRM – Centre International de Rencontres Mathématiques, Marseille, France. 2022, pp.18 |