Pierrick Piette

Publications

Pré-publication, Document de travail (3)

Market-based insurance ratemaking: application to pet insurance Pierre-Olivier Goffard,Pierrick Piette,Gareth W. Peters 2023 Pré-publication, Document de travail hal-04297811v3
Bridging the Li-Carter's gap: a locally coherent mortality forecast approach Quentin Guibert,Stéphane Loisel,Olivier Lopez,Pierrick Piette 2020 Pré-publication, Document de travail hal-02472777v1
Forecasting Mortality Rate Improvements with a High-Dimensional VAR Quentin Guibert,Olivier Lopez,Pierrick Piette 2017 Pré-publication, Document de travail hal-01613050v1

Article dans une revue (2)

Applying economic measures to lapse risk management with machine learning approaches Stéphane Loisel,Pierrick Piette,Cheng-Hsien Jason Tsai ASTIN Bulletin, 2021, 51 (3), pp.839-871. ⟨10.1017/asb.2021.10⟩ Article dans une revue hal-02150983v2
Forecasting mortality rate improvements with a high-dimensional VAR Quentin Guibert,Pierrick Piette,Olivier Lopez Insurance: Mathematics and Economics, 2019, 88, pp.255-272. ⟨10.1016/j.insmatheco.2019.07.004⟩ Article dans une revue hal-02402342v1

Proceedings/Recueil des communications (1)

Can Satellite Data Forecast Valuable Information from USDA Reports ? Evidences on Corn Yield Estimates Pierrick Piette NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, Apr 2019, Minneapolis (MN), United States. 2019 Proceedings/Recueil des communications hal-02149355v1