Posts

Version control for academics

A few months ago, I was proposed the opportunity to give a talk at ISBA’s Young researcher’s day 2023 (UcLouvain, Louvain-la-neuve, BE) about version control. I already wrote a bit on git and GitHub for latex writing and even more automation.
Oct 18, 2023 1 min read latex, git, automation, writting

Estimation and sampling of copulas in Julia with Copulas.jl

Announce I am proud to annonce the publication and the registration of my new Julia package, Copulas.jl. As it’s name suggests, Copulas.jl is a package that implements methods and tools to work with an arround copulas in the Julia programming language.
Oct 4, 2022 3 min read julia, package, copula

Automatic latex resume with github action and gitinfo2 watermark

The problematic A latex-written resume is always a nice thing to have: easy to update, practical to integrate .bib bibliographies, and automatic management of the look (you only provide its content).
Feb 2, 2022 8 min read latex, git, automation

Using Git and Github for LaTeX writing

The problematic As an academic, I spend my life writing papers. Since these papers are mostly about math or some applications of math, I am an extensive user of latex.
Jul 23, 2021 7 min read latex, git, automation, writting

The `cort` Package is now on Cran !

The cort package is now on cran ! The cort package provides S4 classes and methods to fit several copula models: The classic empirical checkerboard copula and the empirical checkerboard copula with known margins, see Cuberos, Masiello and Maume-Deschamps (2019) https://arxiv.
Apr 1, 2020 1 min read R, machine learning, copula, cort

The MBMCL R package for multi-line stochastic reserving

After working on a bootstrapping framework for the Mack model, with a one-year point of view and with several triangles to bootstrap jointly, i decided to put some of my code into a litle package, mbmcl.
Dec 6, 2018 3 min read R, Non-life Reserving

Provisionnement et risque de réserve en assurance construction

My actuarial thesis got published online there This work took me a little more than one year to do, an was dealing with non-life reserving in solvency 2 context for the french decenial insurance contracts.
Dec 1, 2018 1 min read R, Non-life Reserving, Solvency 2, Actuarial sciences

Agregate models with caretEnsemble

Introduction Suppose you have a dataset, and you are narowing possible machine learning models to 2 or 3 models, but you still cant choose which you want : Will the benefit of understandability from my CART cost me too much compare to a random forest or some bootsting ?
Aug 19, 2018 4 min read R, models, machine learning

Log-normal model for solvency 2 USP

Introduction The log-normal model Generating dummy dataset. Checking model hypohtesis. Log-normality of \(y_t\) Linearity between \(y_t\) and \(x_t\) Results from the model References Introduction Under Solvency 2 framework, insurance compagnies can calculate undertaking specific parameters to modify their application of the standard formula, as dictates Commission-Européenne (2014) .
Aug 19, 2018 7 min read R, Solvency 2

Mack's model is a Glm !

Which actuary does not know about Mack’s model ? Due to Mack (1991), this model is fairly simple. Suppose you have a triangle. Ok seeing the origin dates of claims, thoose data are old.
Aug 18, 2018 9 min read R, Non-life Reserving