DissLiteratur/storage/V4S5Z2PD/.zotero-ft-cache

Arthur Charpentier
å arthur.charpentier@gmail.com | DZ 0003-3654-6286 | H freakonometrics | D ƞ @freakonometrics |  scholar |  hypotheses.org | https://freakonometrics.github.io/
Personal

Canadian & French citizen – Bilingual (French-English) – 3 children
Research Interests

Predictive Modeling, Insurance, Mathematical Economics, Networks, Statistics & Econometrics, Machine Learning & Algorithms, Climate & Catastrophe Modeling, Extremes & Dependence, Inequalities, Discrimination & Fairness.
Bio

Experience
Université du Québec à Montréal (UQAM) à Full Professor, Mathematics Department
• Member of MSc & PhD Admission Selection Committee • Former member of BSc Supervising committee (in Actuarial Science) • Teaching STT1000, STT3030, MAT4681, STT5100, ACT6100 (BSc)
INF7100, MAT7381, STT8330, MAT998P (graduate) • Quantact Member of the Scientific Committee & Seminar Organisation
Université de Rennes à Full Professor (Professeur des Universités), Faculty of Economics
• Member of CREM (UMR 6211 CNRS) • Currently secondment (“détachement”) at UQAM
Institut des Actuaires Director, Data Science for Actuaries Program
(with R.Élie and J.Jakubowicz) • Continuing education for qualified actuaries on machine learning and data science
Université de Rennes à Assistant Professor (Maître de Conférences), Faculty of Economics
• Member of the faculty board • Teaching Statistics, Networks, Mathematical Finance and Portfolio Management
Université du Québec à Montréal à Professor, Mathematics Department
• Member of BSc Supervising committee (in Actuarial Science) • Member of Recruiting Committees (Statistics and Actuarial Science) • Teaching ACT2040, ACT2121, ACT6420, MAT7381, MAT8181, MAT8595, MAT8886
Université de Montréal Visiting Professor, Mathematics Department • Teaching STT2700, STT6705
École Polytechnique à
Professeur Chargé de Cours, Economics Department • Teaching ECO431, ECO550, ECO556, ECO568

Montréal, Canada
since 2018
Rennes, France since 2017
Paris, France 2015-2018
Rennes, France 2014-2017
Montréal, Canada
2011-2014
Montréal, Canada 2010-2011
Palaiseau, France 2008-2010

Université de Rennes à Assistant Professor - Maître de Conférences, Faculty of Economics
• Co-director of the Econometrics & Statistics MSc • Teaching Econometrics, Mathematical Statistics, Insurance Modeling

Rennes, France 2007-2010

École Nationale de la Statistique et d’Analyse de l’Information à
ENSAI, Lecturer • Teaching Numerical techniques in finance, copulas and risk measures

Ker Lann, France 2006-2007

École Nationale de la Statistique et de l’Administration Économique à Malakoff, France

ENSAE, Lecturer

2002-2006

• Teaching Non-life Insurance, Reinsurance and Extreme Value

• Institute of Actuaries correspondent, Jury for actuarial thesis

French Federation of Insurers à
France Assureurs (ex FFA, FFSA), Statistics department • Publications on Cat Bonds and Insurers Solvency

Paris, France 2001-2002

AXA General Insurance Hong Kong Limited 安盛保險有限公司 à Hong Kong 香港, China

Pricing and Reserving Actuary

1999-2001

Exane à Fixed Income Research Department

Paris, France 1998-1999

Education

Université de Rennes à Habilitation à diriger des recherches
• Contributions to dependence modeling Reviewers : N. El Karoui, P. Embrechts & M. Hoffmann Jury : K. Antonio, D. Florens, J. Garrido, O. L’Haridon & S. Loisel

Rennes, France
2016

Katholieke Universiteit Leuven (KU Leuven) à Doctor in de Wetenschappen Wiskunde - PhD in Applied Mathematics
• Dependence structures and limiting results,with applications in finance and insurance Supervisors : J. Beirlant & M. Denuit Jury : J. Dhaene, A.L. Fougères, I. Gijbels, C. Gouriéroux & W. Schoutens

Leuven, Belgium
2006

École Nationale de la Statistique et de l’Administration Économique à Malakoff, France

ENSAE, MSc. in statistics & actuarial science

1999

Université Paris Dauphine à DEA MASE, MSc. in mathematical economics & finance

Paris, France 1999

Affiliations & Fellowships

Current CRM (Centre de Recherche Mathématiques de Montréal), StatLab, CRI2GS Réseau de recherche sur le numérique, Réseau de recherche en sécurité routière du Québec OBVIA (Observatoire international sur les impacts sociétaux de l’IA à),

Previous CREM, GERAD, IRT St Exupery-MILA, CREST, École Polytechnique, HumanIA

Adjunct Professor (professeur associé)
Université Laval à (Québec, Canada) University of Waterloo à (Ontario, Canada)

since 2022 since 2020

Louis Bachelier Fellowship Academic Fellow à

Paris, France since 2021

Fellow of the (French) Institut des Actuaires
Member of the International Actuarial Association (IAA) • Member of working groups, anticipate IA impacts, big data, enterprise risk management
Grants

Paris, France since 2003

Financial Grants

SCOR Foundation à Fairness of predictive models: an application to insurance markets, PI Single (100%) Newsletter #1 (Oct 23-Mar 24) #2 (Apr-Sep 24) #3 (Oct 24-Mar 25)

300,000e 2023-2026

Chaire Thélem/ILB Data Science and Insurance Fraud Detection co-PI, with Marie-Pier Côté (50%)

10,000e 2023

Chaire ACTIONS BNP-Cardif, Institut des Actuaires & ILB à Actuaries for Change in Technologies and Insurees Opportunities for Next Steps associated researcher, PI: Yahia Sahli & Denys Pommeret (1%)

1,500,000e 2024-2029

Chaire PARI ILB-ENSAE-Sciences Po à Programme de recherche sur l’appréhension des risques et des incertitudes associated researcher, PI: Pierre François & Laurence Barry (1%)

1,000,000e 2024-2029

AXA Research Fund à Joint research initiative, PI Single (100%) http://jridata.github.io/

200,000e 2020-2022

Natural Sciences and Engineering Research Council of Canada (NSERC) à $3,000,000

Emerging Infectious Diseases Modelling Initiative (Mf PH), Fields-CRM Group (2%)

2020-2022

MITACS (EY) Insurance and fairness

$30,000 2021-2022

Natural Sciences and Engineering Research Council of Canada (NSERC) à New algorithms and new data for insurance : impact of machine learning techniques... NSERC-CRSNG, Discovery Grant, PI Single (100%)

$140,000 2019-2025

Agence Nationale pour la Recherche ORDINEQ project Ordinal and Multivariate Inequalities (5%)

525,000e 2015-2019

Institut Louis Bachelier à ACTINFO Research Chair, co-PI, with Romuald Élie (50%)

558,000e 2015-2018

PEPS MoMIS, CNRS co-I, with Fréderic Giroire (30%)

15,000e 2015

Natural Sciences and Engineering Research Council of Canada (NSERC) à Univariate and Multivariate Risk Measures NSERC-CRSNG, Discovery Grant, PI Single (100%)

$70,000 2012-2015

Institut Louis Bachelier Chaire Groupama-Dauphine, Research Grant (100%)

10,000e 2010

Agence Nationale pour la Recherche AST&Risk Approches spatio-temporelles pour la modélisation du risque (5%)

500,000e 2008-2012

Institut Louis Bachelier Chaire AXA-ENSAE(100%)

24,000e 2010

Duties

Journal, Books & Association Boards
Canadian Statistical Sciences Institute (CANSSI) à Member of the Board of Directors
Chapman & Hall/CRC Series in Actuarial Science à Series Editor Board
Journal of Risk and Insurance à Senior Editor
Risks à Member of the Editorial Board
Astin Bulletin Editorial Board à Journal of the International Actuarial Association, member of the Editorial Board
Economics Bulletin Member of the Editorial Board
European Actuarial Journal à Associate Editor

Canada 2022-2025 since 2024 2022–2025 since 2019 since 2018 2021-2022 2014-2022

Selected recent services
NSERC EG 1508 Member of the Mathematics and Statistics (1508) Evaluation Group
FRQNT Grants Member of the jury (B1/B2/B3-03E), Master, PhD, Postdocs
Faculty of Science, UQAM Member of the Research Committee
MSc Program in Mathematics, UQAM Member of the supervising committee
Bachelor Program in Actuarial Science, UQAM Member of the supervising committee
Conseil de Faculté, Université de Rennes Member of the faculty board
France Stratégie - Cabinet du Premier Ministre Membre du groupe de travail sur la mutualisation des risques climatiques
HCÉRES Haut Conseil de l’évaluation de la recherche et de l’enseignement supérieur Evalution committee president

Ottawa, Canada 2022-2025
Québec, Canada 2019-2023
Montréal, Canada 2018-2024
Montréal, Canada since 2021
Montréal, Canada 2018-2021
Rennes, France 2016-2018
Paris, France 2024
Paris, France
2020

Data & Code
Insurance Pricing Game http://pricing-game.com/ with A. Farzanehfar & F. Houssiau (Imperial College) CASDataset 1.2-0 CASDataset R package Ɵ doi:10.57745/P0KHAG with C. Dutang (ENSIMAG)

AICrowd 2020-2021
R since 2015

Dissemination

Blue sky account @freakonometrics.bsky.social Scientific dissemination
ƞ Mastodon account @freakonometrics@mastodon.social Scientific dissemination, ∼ 4,100 followers
F Twitter account @freakonometrics Scientific dissemination, ∼ 28,100 followers
 Hypotheses Blog Notebook https://freakonometrics.hypotheses.org/ Scientific blogging

since 2024 since 2022 2010-2022 since 2008

• Quinquennat Macron : quelle évolution du droit des assurances?

Dalloz Actualité 2022

• Rapport Langreney : lutter contre le désengagement des assureurs dans la ... Dalloz Actualité 2022

• Arthur Charpentier on Freakonometrics, Machine Learning and Big Data Economic Rockstar 2018

• Les Cat Bonds ont de l’avenir

France Culture 2018

• Coupe du Monde 2018 : des chercheurs de Rennes prévoient la victoire de la France

RTL 2018

• Peut-on vraiment prévoir la probabilité de gagner une élection présidentielle?

La Tribune 2017

• Le casino des catastrophes

La Revue Dessinée 2016

• How social media usage does and does not predict protests

Washington Post, 2015

• You can vote twice! The many political appeals of proxy votes in France

Washington Post, 2014

see https://freakonometrics.github.io/dissemination/ for more details

Interviews

• IA et assurance 

La Lettre de l’Assurance 2024

• Assurances : des collectivités désemparées face aux effets du dérèglement climatique ŷ Politis 2024

• Actuarial ethics and the future of the profession ŷ

The European Actuary 2024

• L’indispensabile e controverso uso dell’intelligenza artificiale ŷ

Da Il Sole 24 Ore, 2024

• Podcast: IA, biais et éthique en assurance S €

Nexialog 2023

• Quand les assurances n’assurent plus, un autre effet du changement climatique ĝ RTS (rts.ch) 2023

• Qu’est-ce que l’assurance? Interview d’un économiste de l’assurance ŷ

Dalloz actualité 2022

• Algorithmes : garder le contrôle ŷ

L’Actuariel (44) 2022

• Coronavirus : un pic très net de mortalité en France depuis le 1er mars... ŷ

Le Monde 2020

• #fakenews : non, l’IA ne peut pas prédire les émeutes ŷ

Sciences & Vie 2019

• Les données actuarielles des assureurs, un trésor pour la connaissance client? ŷ Les Echos 2018

• Les risques en économie : le mécanisme de l’assurance S

It’s the Economy, Stupid 2018

Opinion columns • Ni les assureurs ni les gouvernements ne sont préparés à l’augmentation exponentielle...Le Monde 2023

Selected expertise

International Monetary Fund (IMF) Assessing Central Bank Solvency

Washington DC, US 2021

International Fund for Agricultural Development (IFAD) United Nations NLP and Topic Modeling

Roma, Italy 2020-2021

HMG Finance First-In First-Out (FIFO) vs Last-In First-Out (LIFO), perpertual rents

Paris, France 2012

Academic activities

Recent conferences organization

Fairness and Insurance title to be confirmed, with A. Ly (scientific & organization committee)

Paris, France 2025

Workshop on Probability and Machine Learning with H. Guérin, D.M. López, M. Morales, J.C. Pardo, V. Rivero à

Guanajuato, Mexico 2025

6th Insurance Data Science conference (scientific committee) à

London, UK 2025

2nd Workshop of Fairness and Discrimination in Insurance with M.-P. Coté (scientific & organization committee) à

Québec, Canada 2024

5th Insurance Data Science conference (scientific committee) à

Stockholm, Sweden 2024

Networks, Games and Risk with M. Ghossoub (scientific & organization committee) à

Montréal, Canada 2023

5th Insurance Data Science conference (scientific committee) à

London, UK 2023

Modeling of Infectious Diseases Colloquium with B. Nasri & Hélène Guérin (scientific & organization committee) à

CRM-Fields, Canada 2023

Association for the Development of Research in Economics and Statistics Paris, France

Annual Doctoral Conference of ADRES (scientific committee)

2022-2023

Workshop of Fairness and Discrimination in Insurance with M.-P. Coté (scientific & organization committee) à

Québec, Canada 2022

Emerging Insights in Insurance Statistics ‰ with E. Valdez, J. Cao & H. Jeong (scientific & organization committee) à

BIRS, Banff, Canada 2022

MLISTRAL Machine Learning in Insurance, CIRM (scientific committee) à

Marseille, France 2022

4th Insurance Data Science conference (scientific committee) à

Milano, Italy 2022

Journées de la Statistique SFdS (Société Française de Statistique) Annual Meeting (scientific committee)

Lyon, France 2022

3rd Insurance Data Science conference with M. Gesmann, S. Pesenti & A. Tsanakas (scientific & organization committee) à

online 2021

36th Meeting of the Canadian Econometric Study Group Machine Learning Econometrics, at UQAM (scientific committee)

Montréal, Canada 2019

Atlantic Causal Inference Conference University McGill (scientific committee)

Montréal, Canada 2019

2nd Insurance Data Science conference with M. Gesmann & A. Tsanakas (scientific committee) à

ETH Zürich, Switzerland 2019

Workshop on data science for actuarial applications ACTINFO Chair, with Chairs at University CB Lyon (ISFA)

Paris, France 2018

Workshop on multivariate inequalities ANR Ordineq, with O. L’Haridon & B. Taroux

Rennes, France 2018

5th R in Insurance conference (scientific committee) à

Paris, France 2017

Selected presentations at conferences and workshops

Financial Conduct Authority (FCA) Seminar to be confirmed (invited speaker)

London, UK 2024

Canadian Econometrics Study Group (CESG) Calibration of scoring functions (invited speaker)

Toronto, Canada 2024

Statlab CRM, Université Laval Algorithmic fairness with optimal transport (invited speaker)

Québec, Canada 2024

Mathematical Foundations of AI Workshop Optimal transport and fairness ... (keynote speaker)

Sorbonne Center for AI, Paris, France 2024

Colloque l’assurance face à ses ruptures (CCIC) Certitudes collective et incertitudes individuelles, les données ... (invited speaker)

Cerisy, France 2024

Workshop on decentralized insurance and risk sharing Collaborative insurance, unfairness and discrimination (invited speaker)

Chicago, IL, US 2024

6th edition of the European Actuarial Journal Conference Calibration of insurance models

Lisbon, Portugal 2024

27th International Congress on Insurance: Mathematics & Economics Chicago, IL, US

Optimal transport and Wasserstein barycenter for algorithmic fairness

2024

Optimization Days Market Pricing with Reinforcement Learning

Montréal, Canada 2024

Optimal Transport Workshop Optimal transport for fairness (invited)

Institut d’Etudes Scientifiques (IES), Cargèse, France 2024

Journée d’étude sur le blanchiment et la fraude L’intelligence artificielle comme instrument de lutte contre le blanchiment (invited)

Nîmes, France 2024

6th Insurance Data Science Conference Optimal transport for fairness with multiple sensitive attributes

Stockholm, Sweden 2024

Actuarial Science Workshop, SSC Annual Conference Optimal transport for fairness, in insurance (invited speaker)

Carleton Univ., Ottawa, Canada 2023

Foundations and Applications of Decentralized Risk Sharing Risk sharing on irregular networks (invited speaker)

KU Leuven, Belgium 2023

16th Annual Conference of Thailand Econometric Society

Chiang Mai, Thailand

Quantifying discrimination and fairness in predictive models (invited speaker)

2023

6th International Econometric Conference of Vietnam Thành phố Hồ Chí Minh, Vietnam

Causal inference with optimal transport (invited speaker)

2023

Montréal AI Symposium (MAIS2022) Insurance, fairness and discrimination

Montréal, Canada 2022

Workshop on Impacts of Climate Change Catastrophic risks and insurance (invited speaker)

Fields Institute, Toronto, Canada 2022

Deutsche Gesellschaft für Versicherungs- und Finanzmathematik (DGVFM) Germany

A fair pricing model via adversarial learning (invited speaker)

2022

20 ans du Master d’Actuariat Climate risk and insurance fairness (invited speaker)

Universtié Dauphine, Paris 2022

Simulation & IA 2022 Simulations and risk (keynote)

Cargèse, Universita di Corsica, France 2022

Actuarial Sciences and Applications Fairness in insurance pricing (keynote)

CIRM, Luminy, France 2022

CMStatistics Modeling Joint Lives within Families (invited speaker)

King’s College, London, UK 2021

Emeritaat Jan Beirlant Extended Pareto distribution and applications (invited speaker)

Leuven, Belgium 2021

Justice sociale, l’équité et les discriminations dans les systèmes algorithmiques CNRS

Assurance et discrimination (invited speaker)

2021

IAA (International Actuarial Association) Online Joint Section Colloquium Individual risks and collective decisions (invited speaker)

2021

Institut Universitaire de France (IUF) Conference Risque de pandémie, pertes d’exploitation et incertitudes

Le Mans, France 2021

5e Conférence annuelle PANORisk Autocalibration and Insurance Pricing (invited speaker)

Le Mans, France 2021

SSC (Statistical Society of Canada) Annual Conference Autocalibration & Premium Calculations (invited session)

Canada 2021

IME (Insurance: Mathematics & Economics) Annual Conference Champaign, Illinois, US

Autocalibration & Premium Calculations S (and panel discussion S)

2021

ASTIN Annual Conference Autocalibration & Premium Calculations

Orlando, Florida, US 2021

MODCOV19-CNRS

Paris, France

Modèles épidémiologiques pour analyse coût-efficacité sous incertitude (invited speaker)

2020

Machine learning for economists and applied social scientists Machine Learning in Actuarial Science & Insurance (plenary speaker S)

Hallifax, Canada 2020

Actuarial and Financial Mathematics Conference Insurance Pricing in Competitive Markets (invited speaker)

Brussels, Belgium 2020

Online International Conference in Actuarial science and finance Modeling Joint Lives within Families Risk Analytics Conference Actuarial Pricing and Competition, University of Illinois (keynote speaker)

Lyon, France 2020
Chicago, US 2019

UCSB InsurTech Summit Insurance Pricing in Competitive Markets (invited speaker)

Santa Barbara, US 2019

Natural Catastrophe Economics Workshop Assessing Probabilities with Climate Change (invited speaker)

Zürich, Switzerland 2019

XXVIIIth International Biometric Conference Collaborative Genealogical Data in Demography (invited session)

Barcelona, Spain 2018

European R Users Meeting S Collaborative Genealogical Data in Demography (invited speaker)

Budapest, Hungary 2018

Ecole Thématique sur l’Evaluation des Politiques Publiques Evaluation du prejudice corporel en assurance automobile (invited speaker)

Aussois, France 2018

Big data empirics and policy analysis, Bank of England Insurance: Risk Pooling or Price Segmentation (keynote speaker)

London, UK 2017

Artificial Intelligence for fintech and insurtech Insurance Pricing and Competition (invited speaker)

IHP, Paris, France 2017

New challenges in the measurement of economic inequalities Extended Pareto Models and Incomes (invited speaker)

Marseille, France 2017

Cartostats La Ville en Économie (invited speaker)

Université Paris Diderot, France 2017

Dependence Modelling with Applications Insurance Pricing and Competition (invited speaker)

Athens Αθήνα, Greece 2017

Comprendre et Anticiper la Révolution du Numérique en Assurance Assurance et Responsabilité (invited speaker)

Caen, France 2017

Statistical Learning and Data Science Quantiles and Expectiles (invited speaker)

Erasmus University, Rotterdam, Netherlands 2017

Sciences XXL Collaborative Data in Genealogy (invited speaker)

INED, Paris, France 2017

3rd International MACroeconomics workshop (IMAC) From Micro to Macro (invited speaker)

Rennes, France 2016

Ordinal and Multidimensional Inequalities Pareto Models and Incomes (invited speaker)

Montpelier, France 2016

Droit des données personnelles

Amiens, France

Assurance & RGPD (règlement général sur la protection des données) (invited speaker)

2016

3rd EAJ Conference (European Actuarial Journal) Big Data and Insurance (invited speaker)

Lyon, France 2016

International Conference on Applied Business and Economics Natural Catastrophes and Governement Intervention

Nanterre, France 2016

Big Data : la recherche s’expose Big Data and Insurance (invited speaker)

Paris, France 2016

Centre for Central Banking Studies Big Data and Insurance (keynote speaker)

Bank of England, London, UK 2016

Asociación Española de Gerencia de Riesgos y Seguros Machine Learning and Insurance (keynote speaker)

Barcelona, Spain 2016

Big Data & Environment Impact of time Granularity on Statistical Modeling (invited speaker)

Buenos Aires, Argentina 2015

IA|BE Summer School Machine Learning and Insurance (keynote speaker)

Louvain, Belgium 2015

ACP meeting Big and Small Data in Insurance (invited speaker)

Leuven, Belgium 2015

Journées de Statistiques Probit transformation for nonparametric kernel estimation of the copula density

Lille, France 2015

22nd International Forecasting Financial Markets Conference Copulas and Finance

Rennes, France 2015

Insurance & Finance Colloquium Risk Measures and Pareto Models

Le Mans, France 2015

R in Insurance Conference Getting into Bayesian Wizardry... with the eyes of a muggle actuary (keynote speaker)

London, UK 2014

SSC annual conference Risk Measures and Pareto Models (invited session)

Toronto, Canada 2014

Mathematical Finance Days Risk Measures and Pareto Models

HEC Montréal, Canada 2014

World Social Science Forum (UNESCO) Academic Blogging (invited session)

Montréal, Canada 2013

Mathematical Finance Days Quantiles Estimation from Heavy Tailed Distribution

HEC Montréal, Canada 2013

6th R/Rmetrics Summer School on Computational Finance Actuarial Science with R (invited speaker)

Meielisalp, Switzerland 2012

Journées de la Société Canadienne de Sciences Économiques Mont Tremblant, Canada

Modeling dynamic incentives an application to basketball

2012

Québec-Ontario Workshop on Insurance Mathematics Quantiles Estimation from Heavy Tailed Distribution

Montréal, Canada 2012

Mathematical Finance Days Fast Computations on Binomial Trees

HEC Montréal, Canada 2012

Journées de la Société canadienne de sciences économiques Insurance of Natural Catastrophes When Should Government Intervene?

Sherbrooke, Canada 2011

Changement climatique et gestion des risques Modeling heat-waves: return period for non-stationary extremes

Lyon, France 2011

Journées d’Etudes Statistique Copulas, Insurance and Risk Measures (invited speaker)

Luminy, France 2010

IA-Lyon Summer School Solvency II’ newspeak ’one year uncertainty for IBNR’ : the boostrap approach

Lyon, France 2010

Financial Risks International Forum Multiple Risk Measures

Paris, France 2010

Assessment and Mitigation of Emerging Risks Emerging risks: an actuarial perspective

Paris, France 2009

R.I.S.K. Symposium Incertitude des régimes des retraites

Paris, France 2009

Workshop Finance & Insurance Estimation of quantile related risk measures (invited speaker)

Sao Paulo, Brazil 2009

Workshop on Actuarial Science IBNR and quantification of uncertainty

Belo Horizonte, Brazil 2009

7th International Workshop on Rare Event Simulation (RESIM) Optimal Reinsurance with ruin probability target

Rennes, France 2008

Deutsche Mathematiker-Vereinigung, Humboldt-Universität Estimating (properly) copula densities in tails

Berlin, Germany 2007

Conference Insurance Mathematics & Economics Extremes for Archimedean copulas

Leuven, Belgium 2006

Extreme Values, Copulas and Applications Day, UdeM Estimating (properly) copula densities in tails

Montréal, Canada 2005

Conference Insurance Mathematics & Economics Can one model natural hazards independently

Québec, Canada 2005

XXXVIèmes Journées de statistique Distribution limite des structures de dépendance dans des processus de défauts

Montpellier, France 2004

3rd Conference in Actuarial Sci- ence & Finance on Samos Extreme and dependence, a copula approach
Dependence Modelling: Statistical theory and applications Limiting dependence structure for credit defaults
Statistical Issues in Actuarial Risk Modelling, Eurandom Dependence in tail distributions
XXXVIIIèmes Journées de statistique Extremes for Archimedean copulas
Conference Insurance Mathematics & Economics Tail distribution and dependence measures

Samos Σάμος, Greece 2004
Québec, Canada 2004
Eindhoven, Netherlands 2003
Clamart, France 2003
Lyon, France 2003

Selected talks at academic seminars

HEC Lausanne & UNIL

Lausanne, Switzerland, 2025

Københavns Universitet

Copenhagen, Denmark, 2024

Séminaire de modélisation financière de Paris, Université Paris Sorbonne

Paris, France, 2024

Groupe de travail ARC (Actuariat et Risques Contemporains), Sorbonne Université Paris, France, 2024

ENS Ker-Lann S

Rennes, France, 2023

UdeM & CIREQ Econometrics Seminar

Montréal, Canada, 2023

SINCLAIR (Saclay INdustrial Collaborative Laboratory for Artificial Intelligence Research) Paris, 2023

Bayes Business School, Actuarial Seminar, City, University of London

London, UK, 2023

University of Waterloo, Actuarial and Statistical Seminar

Waterloo, Canada, 2023

Séminaire StatQAM

UQAM, Montréal, Canada, 2023

ASTIN Reading Group S

Online, 2023

Séminaire Bachelier

IHP, Paris, France, 2023

University of Illinois

Urbana-Champaign, IL, US, 2022

Centre interdisciplinaire en modélisation mathématique (CIMMUL)

Laval, Québec, 2022

Laws, Institutions and Economics

Nanterre, Paris, France, 2022

Intel – Institute of Electrical and Electronics Engineers (IEEE)

Bengaluru, India, 2021

Université de Sherbrooke

Sherbrooke, Canada, 2021

Institut Louis Bachelier

Paris, France, 2021

HEC Montréal, IRE - CREE Seminar

Montréal, Canada, 2021

Science Po (TransNum)

Paris, France, 2020

University of Connecticut, Actuarial Seminar

Storrs, CT, US, 2020

University of New South Wales (UNSW)

Sydney, Australia, 2020

Aix-Marseille School of Economics (AMSE)

Marseille, France, 2020

European Network for Business and Industrial Statistics (ENBIS)

Palaiseau, France, 2020

Paris Machine Learning Group

Paris, France, 2020

CMAP, École Polytechnique

Palaiseau, France, 2020

AICS S

Toronto, Canada, 2020

Chaire Pari (Programme sur l’Appréhension des Risques et des Incertitudes)

Paris, France, 2019

ESSEC Risk Seminar

Paris, France, 2019

University of California, Actuarial & Statistical Seminar

Santa Barbara, CA, US, 2019

University of Wisconsin, Risk & Insurance Seminar

Madison, WI, US, 2019

University of Waterloo, Actuarial Seminar

Waterloo, Canada, 2019

UQAM, LATECE, Computer Science Seminar

Montréal, Canada, 2019

Université Laval, Quantact Actuarial Seminar UQAM, Economics Seminar Telecom ParisTech Università degli Studi dell’Insubria, Economics Seminar ESSEC Risk Seminar Université Laval, Economics Seminar University of Michigan, Mathematics Seminar Université de Caen, Economics Seminar Université Paris Diderot, Statistics Seminar Université Catholique de Louvain GERAD, Université de Montréal Université Laval, Computational Science Seminar Centro de Investigación en Matemáticas Universiteit van Amsterdam HEC Lausanne, Actuarial Seminar GeoTop, UQAM Université Laval, Statistical Seminar Université Laval, Business School Seminar Université Laval, Actuarial Seminar HEC Montréal McGill University, Statistical Seminar Université de Rennes, Economics Seminar ESSEC Risk Seminar Université de Montpellier Université de Brest Université de Rennes Université de Nantes Université Pierrre & Marie Currie Universiteit van Amsterdam Université de Toulouse 1 Imperial College PSE ENS Cachan Université de Grenoble Université Paris Nanterre Université de Compiègne Hong Kong University 香港大學 Universidad de Valparaíso ENSAI PSE Paris Sorbonne Katholieke Universiteit Leuven Institut de Mathématiques Appliqués

Québec, Canada, 2019 Montréal, Canada, 2018
Paris, France, 2018 Varese, Italy, 2018 Paris, France, 2018 Québec, Canada, 2018 Ann Arbor, US, 2017 Caen, France, 2017 Paris, France, 2016 Louvain, Belgium, 2015 Montréal, Canada, 2014 Quebec, Canada, 2014 Guanajuato, Mexico, 2014 Amsterdam, Netherlands, 2013 Lausanne, Switzerland, 2013 Montréal, Canada, 2012 Québec, Canada, 2011 Québec, Canada, 2011 Québec, Canada, 2011 Montréal, Canada, 2010 Montréal, Canada, 2010 Rennes, France, 2010 Paris, France, 2009 Montpellier, France, 2009 Brest, France, 2009 Rennes, France, 2008 Nantes, France, 2008 Paris, France, 2008 Amsterdam, Netherlands, 2008 Toulouse, France, 2007 London, UK, 2007 Paris, France, 2007 Grenoble France, 2007 Nanterre, France, 2007 Compiègne, France, 2007 Hong Kong 香港, China, 2007 Valparaíso, Chile, 2006 Rennes, France, 2006 Paris, France, 2006 Leuven, Belgium, 2006 Angers, France, 2006

Selected talks and presentations at practitioners seminars

Institut Luxembourgeois des Actuaires (ILAC) Annual Meeting to be confirmed (keynote speaker)

Luxembourg 2025

Workshop on Trustworthy AI Insurance, discrimination and fairness

Montréal, Canada 2024

Actuarial Contact Program, ACP – KUL

Leuven, Belgium

From contemplative to predictive modeling in actuarial science and risk management

2024

Groupe de Travail ‘Mutualisation des risques’, France Stratégie Member of group, various participations and presentations

Paris, France 2024

SCOR monthly webinar Scope and limits of artificial intelligence S

Paris, France (online) 2024

TD General Insurance Pricing Seminar Fairness and Ethics in Actuarial Pricing

Montréal, Canada 2024

Akur8 Technical Seminar Ethics in Actuarial Pricing, and equipy

Paris, France (online) 2024

Chaire Thélem / ILB Fairness and Ethics in Actuarial Pricing

Orléans, France 2024

Data Talk Generali Fairness and Ethics in Actuarial Pricing

Paris, France 2024

Colloque Actuariat Francophone La mutualisation et l’inclusion à l’épreuve de la segmentation (invited speaker) S

Paris, France 2023

TD Insurance Data Analytics Seminar Fairness and Ethics in Actuarial Pricing

Montréal, Canada 2023

Intact Seminar Causal Models for Discrimination in Insurance

Montréal, Canada 2023

Akur8 Pricing Seminar Fairness and Ethics in Actuarial Pricing

Paris, France 2023

Conference Data Science Institute Les enjeux des risques climatiques en assurance de dommages

Montréal, Canada 2023

Table ronde sur la pratique actuarielle, AG2R Perspective de la pratique actuarielle

Paris, France 2023

3e Colloque International de l’Actuariat Francophone La mutualisation et l’inclusion à l’épreuve de la segmentation

Paris, France 2023

Journée d’étude AIvidence Machine Learning with Fairness Contraints

Paris, France 2023

Data Science Webinar, Institut du Risk Management Machine Learning with Fairness Contraints S

Paris, France 2023

Service Juridique France Assureurs Insurance & ‘high-risk’ AI systems - EU AI Act

Paris, France 2023

Comité Corporel de France Assureurs To Sue or not to Sue

Paris, France 2023

Colloque SCOR-Institut des Actuaires Assurance collaborative, théorie des graphes et actuariat

Paris, France 2022

Beneva (La Capitale & SSQ Assurance) Competitions in insurance markets
Optimind Webinar La non-discrimination dans l’usage des données et les modèles actuariels
Cov&Data, Covea (MAAF, MMA & GMF) Interpretability of predictive models
100% Data Science, Institut des Actuaires Are you a probability?
DataDay MAIF Data and climate change
Casualty Actuarial and Statistical Task Force (CASTF), NAIC An introduction to Bayesian models
Journées actuarielles - Actuarial Days - Groupama Flood and subsidence
Chaire DIALog (digital insurance and long term risk) Insurance, fairness and discrimination
Institut des Actuaires & Institut Louis Bachelier Vision bayésienne de l’apprentissage S
ASTIN – International Actuarial Association Insurance: discrimination and fairness
Journée de l’actuariat IARD (Institut des Actuaires) Machine Learning : de la promesse à la réalité (table ronde)
IVADO (Communauté de pratique) Insurance: biases, discrimination & fairness
COV&Data Conference: IA de confiance Insurance: biases, discrimination & fairness
AXA Actuarial Conference # 62 Catastrophic Climate risks and Insurance
100% Data Science, Institut des Actuaires Modeling subsidence risk in France
Institut Louis Bachelier & Institut des Actuaires Assurance collaborative : Théorie des graphes et Actuariat S
TD Insurance Insurance pricing in competitive markets
Autorité de contrôle prudentiel et de résolution (ACPR) Insurance pricing in competitive markets
SCOR, Rencontres Mutualistes Insurance pricing in competitive markets
AON Benfield, Journées du marché Insurance and climate
Data science conference, Generali Machine learning in insurance
Institut des Actuaires, Big Data Semimar Machine learning in insurance

Québec, Canada 2022
Paris, France 2022
Paris, France 2022
Paris, France 2022
Niort, France 2022
Washington, DC, USA 2022
Paris, France 2022
Paris, France 2022
Paris, France 2022
Ottawa, Canada 2022
Paris, France 2022
Montréal, Canada 2022
Paris, France 2022
Paris, France 2022
Paris, France 2021
Paris, France 2021
Montréal, Canada 2020
Paris, France 2019
Beaune, France 2018
Paris, France 2018
Paris, France 2016
Paris, France 2015

Society of Actuaries, Predictive Modeling Seminar From Generalized Linear Models to Trees Desjardins Reserving Seminar One-year uncertainty Milliman Reserving Seminar One-year uncertainty
Reviewer activities
Peer reviewed journals

Chicago, IL, US 2013
Montréal, Canada 2011
Paris, France 2010

Stochastic Environmental Research and Risk Assessment; Theory and Decision; Insurance: Mathematics & Economics; Journal of Banking & Finance; The Canadian Journal of Statistics; Journal of Computational and Graphical Statistics; Journal of Multivariate Analysis; Communications in Statistics: Theory and Methods; Quantitative Finance; Journal of the American Statistical Association; TEST; Asia-Pacific Journal of Financial Studies; Statistics and Decision; Kybernetika; European Journal of Finance; Mathematics and Financial Economics; Statistica Sinica; Extremes; Physics and Chemistry of the Earth; Computational Statistics; Geneva Papers on Risk and Insurance; Bernoulli; Water Resources; Statistics & Probability Letters; Mathematical Finance; Journal of Risk; Journal of Hydrology; Scandinavian Actuarial Journal; Advances in Statistical Analysis; European Actuarial Journal; Metrika; Journal of Statistical Planning and Inference; Annals of Applied Statistics; Constructive Approximation; Econometric Reviews; Annals of Economics and Statistics; Annals of Actuarial Science; Journal of the Royal Statistical Society (JRSS) –Series B; Mathematics of Social Sciences; Economic Theory; ASTIN Bulletin (Journal of the International Actuarial Association); Journal of Statistical Software; Journal of Population Economics; Risks; Journal of Zhejiang University Science A; Journal of Time Series Analysis; European Journal of Operation Research; Econometrica; Dependence Modeling; Journal of Economic Behavior & Organization; Annals of Actuarial Science; Entropy; Sustainability; Risk Analysis; Journal of Statistical Computation and Simulation, North American Actuarial Journal; Global Food Security; IEEE Transactions on Information Theory; Remote Sensing; Stochastic Processes & Applications, Journal of Mathematical Economics; Journal of Risk and Insurance; PLOS One; Journal of Theoretical Biology; Bulletin de l’Association Mathématique du Québec; International Journal of Mathematics in Operational Research; Artificial Intelligence Review; Journal of Economic Inequality; Patterns; Systems and Control Letters; Annals of Operations Research; Natural Hazards and Earth System Sciences; EGUsphere; Information Sciences; International Journal of Information Management; Data Insight; Big Data & Society; Measurement (Journal of the International Measurement Confederation); ACM Computing Surveys; Finance Research Letters; Neurocomputing; Management Science; Journal of Economic Theory; Philosophy & Public Affairs; Operational Research; Computers in Human Behavior: Artificial Humans; Compte Rendus de l’Académie des Sciences; Journal of the Royal Statistical Society (JRSS) – Series C; Expert Systems With Applications; European Economic Review; Agua y Territorio (Water and Landscape);
Conferences / Program Committee (PC) member / Reviewer
ECML-PKDD; AIStats
Books Project Reviewer

MIT Press, Springer Verlag, CRC Press, SAGE, Economica, Cambridge University Press

Tenure Reviewer

UC Santa Barbara, HEC Lausanne, Heriot-Watt University, University of Madison Wisconsin, University of Toronto
Grants Reviewer

ANR (Agence Nationale pour la Recherche, France), AXA Research Fund, FNR Luxembourg CORE program (Luxembourg), FRQNT (Fonds de Recherche du Québec - Nature & Technologie, Canada), F.R.S.-FNRS (Fonds de la Recherche Scientifique, Belgique), MICTACS (Mathematics of Information Technology and Complex systems, Canada), NSA (National Security Agency - Mathematical Sciences Grant Program - U.S.A.), NSERC (Natural Sciences and Engineering Research Council, Canada), IVADO (Institut de valorisation des données, Canada), ANRT (Agence Nationale Recherche & Technologie, France), Fondation SCOR, ISF (Israel), NWO (Nederlandse organisatie voor wetenschappelijk onderzoek), RGC (Hong Kong Research Grants Council - 研究资助局), OBVIA (Observatoire international sur les impacts sociétaux de l’IA et du numérique).

Member of the jury (B1/B2/B3-03E) 2019-3023 Mathematics and Statistics Evaluation Group (EG 1508) 2022-2025

FQRNT (Quebec) Canada NSERC (Canada)

Selected research visits and invitations (> 1 week)

University of California visiting Mike Ludkovski
Universitat de Barcelona visiting Montserrat Guillen
Università degli Studi dell’Insubria visiting Raffaello Seri
Harvard University visiting Christine Choirat & Pierre Jacob
Universitat de Barcelona visiting Montserrat Guillen
Centro de Investigación en Matemáticas visiting Victor Rivero
Universidade Federal de Minas Gerais visiting Renato Assunção
Raphaël Suire Fei Huang Laurence Barry Stéphane Loisel Mario Ghossoub Ewen Gallic Jean-Michel Loubes Andreaa Enache ( ‰ Covid-19)

Santa Barbara, CA, US 2019
Barcelona, Spain 2018
Varese, Italy 2018
Cambridge, US 2017
Barcelona, Spain 2016
Guanajuato, Mexico 2014
Belo Horizonte, Brazil 2013
Université de Nantes, France 2024 UNSW, Sydney, Australia, 2024 Chaire PARI, 2024 CNAM Paris, France, 2024
Waterloo University, Canada, 2022, 2023 Université Aix-Marseille, France, 2023-2025 Université Paul Sabatier, Toulouse, France, 2022 Stockholm School of Economics, Sweden, 2020-2021

Master students (since 2015)

Noé Bosc-Haddad D

Ecole Centrale, Paris, France, 2024

Aña María Patrón Piñerez D

Universidad de los Andes, Colombia, 2024

Julien Siharath D

Université de Rennes, France, 2024

Cassandra Mussard D

ENSEEIHT & INSA Toulouse-ModIA, France, 2024

Florent Crouzet

École Polytechnique, France, 2024

Suzie Grondin D

ENSAE, Paris, France, 2023

Gaspard Ichas

ENSAI, Rennes, France, 2023

Nathan Herzhaft D

École Polytechnique, France, 2023

Kim Anh Lê D

Ludwig Maximilian University of Munich, Germany, 2023

Olivier Côté D H

(co-supervision) Université Laval, Québec, Canada, 2023

Martin de Closets D

École Polytechnique, France, 2022

Franklin Feukam Kouhoue D (Prix des Sciences du Risque Optimind)

ENSAE, Paris, France, 2022

Rawanda Matar D

UQAM, Canada, 2021

Menna Hassan D

(co-supervision) American University, Cairo, Egypt, 2021

Thomas Carpentier D

Université de Lyon, France, 2021

Lariosse Kouakou D

Université de Brest, France, 2020

Elie Odin

ENS (École Normale Supérieure) Ker Lann, France, 2020

Apollinaire Barme D

ENSAE, Paris, France, 2019

Molly James D

Université de Brest, France, 2019

Enora Belz D

Université de Rennes, France, 2017

Clothilde Davesne D

ENSAE, Paris, France, 2015

Julie Viard D

Université de Rennes, France, 2015

PhD Students supervision (3 ongoing, 5 completed)

à Agathe Fernandes Machado Fairness and causal models, co-supervised with E. Gallic (Aix-Marseille University)

DZD 2023-today

à Olivier Côté

DZD

Predictive Models, Interpretability and Explainability, co-supervised with M.P. Côté (Laval) 2023-today

à Hongda Hu Bandits and risks, co-supervised with M. Ghossoub & A. Schied (Waterloo)

DZD 2020-today

Samuel Stocksieker Unbalanced Data, co-supervised with D. Pommeret (Université de Lyon)

DZD 2020-2024

Philipp Ratz Constraints in Fair Estimation and Games

then FEDRO research fellow DZ D H 2021-2024

Enora Belz Etude de données agrégées et mesures d’inégalités

then Excelcio D 2016-2021

Antoine Ly

then CDSO at SCOR DZ D

Algorithmes de machine learning en assurance, co-supervised with R. Élie

2015-2019

Amadou Barry

then McGill DZ D

Régression expectile pour données longitudinales, co-supervised with K. Oualkacha

2013-2019

PhD Students invitations
Charles Condevaux (Université de Nîmes, France) Gilles Hacheme ( ‰ AMSE, France) Loann Desboulets ( ‰ AMSE, France) Bertille Picard (AMSE, France), Samira Ait Mekideche (University of Béjaïa, Algeria), Fallou Niakh (ENSAE-Polytechnique, France)

Post-doctoral supervision (2 ongoing, 5 completed)

à Arsene-Brice Zotsa Ngoufack Generative models, co-supervised with H. Guérin (UQAM)

(exp) 2024-2025

à Marouane Il-Idrissi Interpretability and fairness, co-supervised with M.P. Côté (Laval University)

DZDH 2024-2026

François Hu Fairness, co-supervised with M. Moralès (UdeM)

then Milliman R&D, DZ D H 2022-2024

Félix Foutel Rodier Mathematical models for pandemics, co-supervised with H. Guérin

then Oxford University DZ 2021-2022

Amirouche Benchallal

then Natural Resources Canada D

Extracting information from satellite pictures, with Y. Bouroubi

2021-2022

Ewen Gallic

then Aix-Marseille Univ. (AMSE) DZ D

Extracting information from collaborative genealogical data

2017-2018

Arnaud Goussebaïle Insurance and prevention of natural catastrophes

then ETH Zürich DZ D 2016-2017

Jury (Habilitation à Diriger des Recherches, PhD, MSc)

HDR (rapporteur, 3): Emilie Devijver (CNRS & Université de Grenoble), Christophe Dutang (Université Paris Dauphine); Nabil Kazi-Tani (Université de Lyon)
PhD (34): Marc Yeterian (Université Paris Dauphine-PSL); Wistan Marchadour (Université de Brest); Marouane Il-Idrissi (Université de Toulouse); Francis Duval (UQAM, Montréal); Eric Vansteenberghe (Paris School of Economics); Dafnis Krasniqi (Université Paris-Sorbonne); Bertille Picard (Université d’Aix-Marseille); Lucas de Lara (Université de Toulouse); Mohamed Ouhourane (UQAM, Montréal): Pierre Chatelain (Université de Lyon); Antoine Heranval (Sorbonne Université); Geoffrey Ecoto (Sorbonne Université); Guillaume Boglioni Beaulieu (UNSW, Sydney); Mohamed Ouhourane (UQAM, Montréal); François Hu (Institut Polytechnique, Paris); Sander Devriendt (KU Leuven); Meryem Yankol Schalck (Université Paris Nanterre); Debora Zaparova (Université de Strasbourg); Loann Desboulets (Aix-Marseille School of Economics); Lenin Arango Castillo (Queen’s University); Pierrick Piette (Université de Lyon 1); Oscar Alberto Quijano Xacur (Concordia University, Montréal); Yang Jiao (Telecom SudParis); Edouard Debonneuil (Université de Lyon 1); Alexandre Godzinski (EHESS, PSE, Paris); Fattouma Souissi (Université de Montpellier); Arnaud Goussebaïle (École Polytechnique); Leo Guelman (Universitat de Barcelona); Przemyslaw Sloma (Université Paris VI); Mathieu Pigeon (UC Louvain); Julien Tomas (Uv Amsterdam); Aymric Kamega (Université Lyon I); Tarek Zari (Université Paris VI); Meriem Maatig (Université Paris II Assas); Noureddine Ben Lagha (Université Paris II Assas)
MSc: Mélanie Raymond, Jordi Rolls Teikeu Jatsa, Francis Duval, Roxane Turcotte, Olivier Binette, Julie Bélanger, Alexandre Roy-Gaumond (UQAM), Paul Mathivon (Polytechnique)

Jury (Prices)
Journal of Risk and Insurance Jury for Robert I. Mehr Award
Annals of Economics and Statistics Jury for the best young researcher paper
Scor Actuarial Price Jury for MSc and PhD Best Thesis Prices

2023 2021,2022 since 2023

Recruiting committees (external member)
CNRS IA-SHS chaire professeur junior, CPJ Aix-Marseille School of Economics, PR Aix-Marseille School of Economics, MCF Université Lyon 1-ISFA, MCF
Publications

2022 2022 2018 2016

over 3250 citations ( q, December 2024), 50 published papers in peer reviewed journals, 9 published papers in peer reviewed international conferences, 7 books, 51 papers in French (including dissemination papers), 17 chapters in textbooks, 2 practitioners’ report and 21 working papers.

Published papers in peer reviewed journals (50)
1. F.Foutel-Rodier+, A.Charpentier & H.Guérin (2024). Optimal Vaccination Policy to Prevent Endemicity: a Stochastic Model. Journal of Mathematical Biology, to appear, ArXiv:2306.13633
2. X.Vamparys⋆& A.Charpentier (2024). Artificial Intelligence and Personalization of Insurance: Failure or Delayed Ignition? Big Data & Society, to appear
3. O.Côté⋆, M.P.Côté & A.Charpentier (2024). A Fair price to pay: exploiting directed acyclic graphs for fairness in insurance. Journal of Risk & Insurance, to appear doi:10.2139/ssrn.4709243
4. K.Aas, A.Charpentier, F.Huang & R.Richman (2024). Insurance analytics: prediction, explainability and fairness. Annals of Actuarial Science, 10.1017/S1748499524000289.
5. A.Charpentier (2024). The Role of Government vs. Private Sector Provision of Insurance. Journal of Risk & Insurance. doi:10.1111/jori.12497
6. S.Stocksieker⋆, D.Pommeret & A.Charpentier (2024). Generalized Oversampling for Learning from Imbalanced datasets and Associated Theory: Application in Regression. Transactions on Machine Learning Research, issn:2835-8856
7. M.Moriah⋆, F.Vermet & A.Charpentier (2024). Measuring and Mitigating Biases in Motor Insurance Pricing. European Actuarial Journal, 10.1007/s13385-024-00390-8
8. L.Barry & A.Charpentier (2023). Melting Contestation: Insurance Fairness and Machine Learning, Ethics and Information Technology 10.1007/s10676-023-09720-y
⋆: graduate student; +: post doc fellow

9. A.Barry⋆ , K.Oualkacha & A.Charpentier (2023). Alternative fixed-effects panel model using weighted asymmetric least squares regression, Statistical Methods & Applications 10.1007/s10260-023-00692-3
10. L.Barry & A.Charpentier (2022) L’équité de l’apprentissage machine en assurance. Statistiques & Société, Š
11. A.Charpentier & E.Flachaire (2022). Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approach, Economics Bulletin, Š
12. R.Bigot, A.Cayol & A.Charpentier (2022) Risque de pandémie, pertes d’exploitation et incertitudes des garanties assurantielles. Revue Responsabilité civile et Assurances Š
13. A.Charpentier & E.Flachaire (2022). Pareto Models for Top Incomes and Wealth. Journal of Economic Inequality, 20 doi:10.1007/s10888-021-09514-6 H.
14. A.Charpentier, M. James⋆& H. Ali (2021). Predicting Drought and Subsidence Risks in France, Natural Hazards and Earth System Sciences, 22, 2401–2418, doi:10.5194/nhess-2021-214
15. A.Charpentier, M.Denuit & J.Trufin (2021). Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning. Insurance: Mathematics and Economics, 101, 485–497, 10.1016/j.insmatheco.2021.09.001 H
16. A.Barry⋆, A.Charpentier & K. Oualkacha (2022) A new GEE method to account for heteroscedasticity, using asymmetric least-square regressions. Journal of Applied Statistics, 49, 3564–3590, doi:10.1080/02664763.2021.1957789
17. A.Charpentier, R.Élie & C.Remlinger⋆(2021) Reinforcement Learning in Economics and Finance. Computational Economics, doi:10.1007/s10614-021-10119-4
18. A.Charpentier, L.Barry & M.James⋆(2022) Insurance against Natural Catastrophes: Balancing Actuarial Fairness and Social Solidarity. Geneva Papers on Risk & Insurance, 47, 50–78, doi:10.1057/s41288-021-00233-7 H
19. A.Charpentier, S.Mussard & T.Ouraga⋆(2021) Principal Component Analysis: A Generalized Gini Approach. European Journal of Operational Research, 294 doi:10.1016/j.ejor.2021.02.010 H
20. A.Charpentier, R.Élie, M.Laurière+& V.C.Tran (2020) COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability. Mathematical Modelelling of Natural Phenomena doi:10.1051/mmnp/2020045
21. L.Barry & A.Charpentier (2020) Personalization as a Promise: Can Big Data Change the Practice of Insurance?. Big Data & Society. doi:10.1177/2053951720935143
22. A.Charpentier & E.Gallic+(2020) Can historical demography benefit from the collaborative data of genealogy websites?. Population, doi:10.3917/popu.2002.0391 H
23. A.Charpentier & E.Gallic+(2019) Using collaborative genealogy data to study migration: a research note. The History of the Family, doi:10.1080/1081602X.2019.1641130, poster ǚ
24. A.Charpentier, N.Ka⋆, SMussard & O.H. Ndiaye (2019) Gini Regressions and Heteroskedasticity. Econometrics, 7, doi:10.3390/econometrics7010004
25. A.Charpentier, E.Flachaire & A.Ly⋆(2018) Econometrics and Machine Learning. Economics & Statistics, doi:10.24187/ecostat.2018.505d.1970

26. A.Charpentier & B.Coulmont (2018) We are not alone ! (at least, most of us aren’t) Significance, doi:10.1111/j.1740-9713.2018.01108.x H
27. A.Charpentier, A.David⋆& R.Élie (2017) Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains. Risks, doi:10.3390/risks5040058
28. A.Charpentier & M.Pigeon (2016) Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective). Risks, 4: 1-18, doi:10.3390/risks4020012
29. G.Geenens, A.Charpentier & D.Paindaveine (2017) Probit transformation for nonparametric kernel estimation of the copula density. Bernoulli doi:10.3150/15-BEJ798
30. A.Charpentier, A.Galichon & M.Henry (2016) Local Utility and Multivariate Risk Aversion. Mathematics of Operations Research, 41: 466-476 doi:10.1287/moor.2015.0736
31. A.Charpentier & E.Gallic⋆(2016) Kernel density estimation based on Ripley’s correction. Geoinformatica, 20: 95-116, 2016 doi:10.1007/s10707-015-0232-z H
32. A.Charpentier & E.Flachaire (2015) Log-transform kernel density estimation of income distribution. L’Actualité Economique, 91 :141-149, doi:10.7202/1036917ar
33. C.Tavéra, J.-C.Poutineau, J.-S.Pentecôte, I. Cadoret-David, A.Charpentier, C.Guéguen, M.Huchet-Bourdon, J.Licheron⋆& G.L’Oeillet⋆(2015) The ”Mother of All Puzzles” at thirty: a meta-analysis. International Economics, 141 :80-96, doi:10.1016/j.inteco.2015.01.001
34. M.T.Bastos, D.Mercea & A.Charpentier (2015) Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media. Journal of Communication, 65: 320–350, doi:10.1111/jcom.12145
35. A.Charpentier & B.Le Maux (2014) Natural catastrophe insurance: How should the government intervene?. Journal of Public Economics, 115: 1-17, doi:10.1016/j.jpubeco.2014.03.004
36. A.Charpentier, M.Durand⋆(2015) Modeling earthquake dynamics. Journal of Seismology, 19: 721-739, doi:10.1007/s10950-015-9489-9
37. A.Charpentier, A.-L.Fougères, C.Genest & J.G.Nešlehová (2014) Multivariate Archimax copula. Journal of Multivariate Analysis, doi:10.1016/j.jmva.2013.12.013
38. A.Charpentier & S.Mussard (2011) Income Inequality Games. Journal of Economic Inequality, 9: 529–554, 20 doi:10.1007/s10888-011-9184-1
39. A.Charpentier (2011) On the return period of the 2003 heat wave. Climatic Change, 109: 245–260, doi:10.1007/s10584-010-9944-0
40. A.Charpentier & A.Oulidi+(2010) Beta kernel quantile estimators of heavy-tailed loss distributions. Statistics and Computing, 20: 35–55, doi:10.1007/s11222-009-9114-2
41. A.Charpentier & A.Oulidi+(2009) Estimating allocations for value-at-risk portfolio optimization. Mathematical Methods of Operations Research, 69: 395, doi:10.1007/s00186-008-0244-7
42. A.Charpentier & J.Segers (2009) Tails of multivariate Archimedean copulas. Journal of Multivariate Analysis, 100: 1521–1537, 2009 doi:10.1016/j.jmva.2008.12.015
43. A.Charpentier & D. Sibaï⋆(2009) Dynamic flood modeling: combining Hurst and Gumbel’s approach. Environmetrics, 20: 32–52, doi:10.1002/env.909

44. A.Charpentier (2008) Insurability of climate risks. The Geneva Papers on Risk and Insurance, 33: 91–109, doi:10.1057/palgrave.gpp.2510155
45. A.Charpentier (2008) Dynamic dependence ordering for Archimedean copulas and distorted copulas. Kybernetika, doi:10338.dmlcz/135890
46. A.Charpentier & J.Segers (2008) Convergence of Archimedean copulas. Statistics and Probability Letters, doi:10.1016/j.spl.2007.07.014
47. A.Charpentier & J.Segers (2007) Lower tail dependence for Archimedean copulas: Characterizations and pitfalls. Insurance: Mathematics and Economics, doi:10.1016/j.insmatheco.2006.08.004
48. A.Charpentier & A.Juri (2006) Limiting dependence structures for tail events, with applications to credit derivatives. Journal of Applied Probability, doi:10.1239/jap/1152413742
49. J.-C.Boüette⋆, J.-F.Chassagneux⋆, D.Sibaï⋆, R.Terron⋆& A.Charpentier (2006) Wind in Ireland: long memory or seasonal effect?. Stochastic Environmental Research and Risk Assessment, doi:10.1007/s00477-005-0029-y
50. A.Charpentier (2006) Actuariat et data mining: prise en compte des dépendances. Revue des Nouvelles Technologies de l’Information, isbn:978-2-85428-794-3
Published papers in peer reviewed conferences (9)
51. A.Fernandes-Machado⋆, A.Charpentier & E.Gallic (2025). Sequential Conditional Transport on Probabilistic Graphs for Interpretable Counterfactual Fairness. 39th Annual AAAI Conference on Artificial Intelligence (AAAI 2025) arXiv:2408.03425
52. A.Fernandes-Machado⋆, A.Charpentier, E.Flachaire, E.Gallic & F.Hu (2024). Post-Calibration Techniques: Balancing Calibration and Score Distribution Alignment. Thirty-Eighth Annual Conference on Neural Information Processing Systems (NeurIPS 2024) BDU Workshop, arXiv:2403.xxx and poster ǚ
53. S.Stocksieker⋆, D.Pommeret & A.Charpentier (2024). Boarding for ISS: Imbalanced Self-Supervised: Discovery of a Scaled Autoencoder for Mixed Tabular Datasets. International Joint Conference on Neural Networks (IJCNN’24) - IEEE World Congress on Computational Intelligence (IEEE WCCI 2024) arXiv:2403.15790
54. F.Hu+, P.Ratz⋆ & A.Charpentier (2024). A Sequentially Fair Mechanism for Multiple Sensitive Attributes. 38th Annual AAAI Conference on Artificial Intelligence (AAAI 2024), arXiv:2309.06627, equipy package ŋ, S and poster ǚ
55. A.Charpentier, F.Hu+, & P.Ratz⋆ (2023) Mitigating Discrimination in Insurance with Wasserstein Barycenters. 3rd Workshop on Bias and Fairness in AI (BIAS 2023), arXiv:2306.12912, poster ǚ
56. F.Hu+, P.Ratz⋆ & A.Charpentier (2023). Fairness in Multi-Task Learning via Wasserstein Barycenters. Machine Learning and Knowledge Discovery in Databases: Research Track (ECML/PKDD 2023) 10.1007/978-3-031-43415-0_18, poster ǚ
57. S.Stocksieker⋆, A.Charpentier & D.Pommeret (2023). Data Augmentation for Imbalanced Regression. Proceedings of The 26th International Conference on Artificial Intelligence and Statistics (AISTATS 2023), 7774–7799, PMLR 206:7774-7799, Š, H, poster ǚ

58. A.Charpentier & L.Barry (2022). The fairness of machine learning in insurance. Montréal AI Symposium (MAIS 2022), arXiv:2205.08112, poster ǚ
59. A.Charpentier (2008). Pricing catastrophe options in incomplete markets. Actuarial and Financial Mathematics Conference, Gand, Belgium, 19–31
Books (7)
60. A.Charpentier (2024). Insurance, biases, discrimination and fairness. Springer Nature . ISBN 9783031497827 H, InsurFair package Ɵ
61. G. Bénéplanc, A.Charpentier & P. Thourot (2022). Manuel de l’Assurance. Presses Universitaires de France. ISBN 9782130832935 H
62. A.Charpentier (2015). Computational Actuarial Science with R. CRC Press. ISBN 9781138033788, R Casdataset package Ɵ
63. A.Charpentier & C. Dutang (2013). Actuariat avec R. CRAN. ļ 64. M.Denuit & A.Charpentier (2005) Mathématiques de l’assurance non-vie - Tarification et
provisionnement (Tome 2). Economica (ESA). ISBN 9782717848601 ļ (english) 65. M.Denuit & A.Charpentier (2004) Mathématiques de l’assurance non-vie - Principes
fondamentaux de théorie du risque (Tome 1). Economica (ESA). ISBN 9782717848540 ļ 66. Collective Actuarial Community Loss Data Analytics. An open text authored by the
Actuarial Community. 2019. ļ
Published papers in French & Dissemination papers (51) 67. A.Charpentier & B.Cherrier (2025). Comment escompter le futur ? Risques, to appear 68. A.Charpentier & N.Marescaux (2024). Comment dépasser la froideur des chiffres, et agir? Risques, to appear 69. A.Charpentier (2024). Diversification des risques extrêmes. Risques Š 70. A.Charpentier & E.Gallic (2024). Croissance, décroissance, de quoi parle-t-on? Risques ļ 71. A.Charpentier & L.Barry (2024). Partage des données, à qui profite le crime? Risques Š 72. A.Charpentier (2023). Est-il nécessaire (et utile) d’être en guerre contre tout? Risques Š 73. A.Charpentier & N.Marescaux (2023). L’incertitude empêche-t-elle de prendre des décisions? Risques Š

74. A.Charpentier (2023). La société du “bullshit”, Risques ļ
75. A.Charpentier & L.Barry (2023). Y-a-t-il une discrimination contre les pauvres? Risques ļ
76. A.Charpentier (2022). Assurance: discrimination, biais et équité. Institut Louis Bachelier Working Papers, Opinions & Débats, 25 ļ
77. A.Charpentier (2022). Le risque climatique, une tendance lente de long terme? Risques Š
78. A.Charpentier (2022). Y-a-t-il des morts acceptables? ou comment finir une pandémie. Risques Š
79. A.Charpentier (2022). Modéliser la contagion. Risques Š
80. A.Charpentier (2022). Le tabou de l’exponentielle. Risques Š
81. A.Charpentier (2021). Assurance et discrimination, quel rôle pour les actuaires? Risques Š
82. A.Charpentier & E.Gallic (2021). Intelligence collective et données. Risques Š
83. A.Charpentier (2021). Un double centenaire : Treatise on probabilities de John Maynard Keynes et Risk, Uncertainty and Profit de Frank Knight. Variance.eu Š
84. A.Charpentier (2021). Une mesure ne peut être un objectif. Risques Š
85. A.Charpentier & L.Barry (2020) Concilier risques collectifs et décisions individuelles. Risques Š
86. A.Charpentier, L.Barry & E.Gallic (2020) Quel avenir pour les probabilités prédictives en assurance? Annales des Mines doi:10.3917/rindu1.201.0074 Š
87. A.Charpentier (2020) Big Data, GAFA et assurance. Annales des Mines doi:10.3917/rindu1.201.0053 Š
88. R.Bigot & A.Charpentier (2019) Repenser la responsabilité, et la causalité. Risques Š
89. A.Charpentier (2019) Les autorités publiques face aux risques, de la confiance au doute. Risques, 119, Š.
90. A.Charpentier & B.Cherrier (2019) La valeur de la vie. Risques, 118 Š
91. A.Charpentier (2019) Les classes de risques vont-elles plus loin que les stéréotypes?. L’actuariel, 32 Š.
92. A.Charpentier (2019) Du pari au ”marché prédictif ”. Variance.eu Š
93. A.Charpentier (2019) Petite histoire des paris sportifs. Variance.eu Š
94. A.Charpentier (2018) Les réseaux pour réinventer l’assurance? Risques Š
95. A.Charpentier (2018) Histoire du hasard et de la simulation. Risques, 116 Š
96. A.Charpentier (2018) La représentation cartographique des villes. Variance.eu, Š
97. A.Charpentier (2018) Fake news, post-truth, Wikipedia et blockchain : vérité et consensus. Risques, 115, Š

98. A.Charpentier (2018) L’intelligence artificielle dilue-t-elle la responsabilité?. Risques, 114, Š
99. A.Charpentier (2018) Les modèles prédictifs peuvent-ils être loyaux et justes. Risques, 113, Š
100. A.Charpentier (2017) L’éthique de la modélisation dans un monde où la normalité n’existe plus. Risques, 112, Š
101. A.Charpentier (2017) Les marchés prédictifs comme technique de prévision. Risques, 111, Š
102. Antonio, K. & A.Charpentier (2017) La tarification par genre en assurance, corrélation ou causalité?. Risques, 110, Š
103. A.Charpentier (2016) Les dérives du principe de précaution. Risques, 108, Š
104. A.Charpentier & T. Renault⋆(2016). Les promesses de la blogosphère économique. L’Écomomie Politique, 72:4, 10.3917/leco.072.0080
105. A.Charpentier & R.Suire (2016) Données et santé: valeurs, acteurs et santé. Risques, 107, Š
106. A.Charpentier (2016) Fibonacci, les lapins, le nombre d’or et les calculs actuariels. Risques, 106, Š
107. A.Charpentier (2016) La guerre des étoiles: distinguer le signal et le bruit. Risques, 105, Š
108. A.Charpentier, A.Eyraut-Loisel, A. Hannart, & J. Tomas+(2015) Changement Climatique et Assurance. Variances, 54, Š
109. A.Charpentier & B.Cherrier (2015) ‘Mathiness’ et Assurance. Risques, 104, Š
110. A.Charpentier, M.Denuit & R.Elie (2015) Segmentation et Mutualisation, les deux faces d’une même pièce. Risques, 103, Š
111. A.Charpentier & A.Diogo⋆(2015) Barry Big data : passer d’une analyse de corrélation à une interprétation causale. Risques, 101, Š
112. A.Charpentier (2015) Interprétation, intuition et probabilités. Risques, 99.
113. A.Charpentier (2014) De la difficulté de faire des prévisions (quand on a peu de données). Risques, 98.
114. B.Coulmont, A.Charpentier & J.Gombin (2014) Un homme, deux voix : le vote par procuration. La Vie des Idées, 11 février 2014 hal:00945233 ,
115. A.Charpentier (2014) La loi des petits nombres. Risques, 97, Š
116. A.Charpentier (2014) L’efficience des marchés : hypothèse de modèle ou fait stylisé?. Risques, 96, Š
117. A.Charpentier (2011) La loi des grands nombres et le théorème central limite comme base de l’assurabilité? Risques, 86, Š

Chapters & Participations (17)
118. R.Bigot & A.Charpentier (2025) Regards croisés dans le champ des assurances et de la responsabilité civile in Genre, algorithmes et droit, Bonifay & Serino Eds.
119. A.Charpentier, E. Flachaire & E. Gallic (2023) Optimal Transport for Counterfactual Estimation: A Method for Causal Inference in Optimal Transport Statistics for Economics and Related Topics, Ngoc Thach, Kreinovich, Thanh Ha & Duc Trung Eds. Springer Nature doi:10.1007/978-3-031-35763-3_3, H
120. A.Charpentier (2023) Quantifying fairness and discrimination in predictive models. in Machine Learning for Econometrics and Related Topics, Kreinovich, SriboonchiNa & Yamaka Eds, Springer Nature, doi:10.1007/978-3-031-43601-7_3
121. A.Charpentier (2021) Changement Climatique et Assurance. in Le livre vert, E. Challier Ed., Pommier Éditions. ISBN:978-2746523609
122. A.Charpentier & R.Bigot (2021) Le rôle des actuaires. in Le droit des assurances en tableaux, R.Bigot & A.Cayol Ed., Ellipses Éditions. ISBN:978-2340040045
123. A.Charpentier & E.Flachaire (2020) Pareto Models for Risk Management in Recent Econometric Techniques for Macroeconomic and Financial Data, G. Dufrénot & T. Matsuki Ed., Springer Verlag, doi:10.1007/978-3-030-54252-8_14
124. A.Charpentier & M.Denuit (2020) On limits for machine learning algorithms in insurance in Insurance data analytics, F.Planchet & C.Y.Robert Ed., Economica. ISBN:978-2717871371
125. A.Charpentier (2020) Prévision avec des copules en finance in Prévisions en Finance, Charles, Darne & Ferrara Eds., Economica hal:01151233 ,
126. D. Cocteau-Senn, A.Charpentier & R. Bigot (2019) La protection des données personnelles en assurance : dialogue du juriste avec l’actuaire in Regards sur le nouveau droit des données personnelles, Netter, E., Ndior, V., Puyraimond, J.F., Vergnoll, S. Eds. Ceprisca hal:02357967 Š ,
127. A.Charpentier (2018) Central Limit Theorem in The SAGE Encyclopedia of Educational Research, Measurement, and Evaluation, B. Frey Ed., SAGE. doi:10.4135/9781506326139.n105
128. A.Charpentier & R.Kaas (2014) Introduction in Computational Actuarial Science With R, Charpentier, A. Eds. CRC Press. https://doi.org/10.1201/b17230
129. A.Charpentier & S.Tufféry (2014) Statistical Learning in Computational Actuarial Science With R, Charpentier, A. Eds. CRC Press. https://doi.org/10.1201/b17230
130. B.Escoto & A.Charpentier (2014) Bayesian Philosophy in Computational Actuarial Science With R, Charpentier, A. Eds. CRC Press. https://doi.org/10.1201/b17230
131. A.Charpentier (2014) Modèles statistiques du risque en assurance in Statistique du Risque, Droesbeke, Maumy-Bertrand, Saporta & Thomas-Agnan Eds. Technip. ISBN:978-2710809654 Š
132. A.Charpentier (2014) Copules et Risques Multiples in Statistique du Risque, Droesbeke, Maumy-Bertrand, Saporta & Thomas-Agnan Eds. Technip. ISBN:978-2710809654 Š

133. A.Charpentier (2014) Mesures de Risques in Statistique du Risque, Droesbeke, Maumy-Bertrand, Saporta & Thomas-Agnan Eds. Technip. ISBN:978-2710809654 Š
134. A.Charpentier, J.D.Fermanian & O.Scaillet (2006) The estimation of copulas: Theory and practice. in Copula Methods in Derivatives and Risk Management: From Credit Risk to Market Risk, Rank, J. Eds. Risks. ISBN:978-1904339458 Š
Practitioners’ reports (2)
135. A.Charpentier & R.Suire (2024). The insurance market in the era of digital transitions: identify the relationships between insurers, BigTech and insurtechs. SOA Report
136. A.Charpentier, O.Côté, M.P.Côté & A.Fernandes Machado (2024) Feedback on FSRA’s “Proposed Automobile Insurance Rating and Underwriting Supervision Guidance”. Financial Services Regulatory Authority of Ontario Š
Working Paper & in Progress (21)
137. O.Côté⋆, M.P.Côté & A.Charpentier (2024). Selection bias in insurance: why portfolio-specific fairness fails to extend market-wide. doi:10.2139/ssrn.5018749
138. S.Stocksieker⋆, D.Pommeret & A.Charpentier (2024). Data Augmentation with Variational Autoencoder for Imbalanced Dataset. doi:10.48550/arXiv.2412.07039
139. A.Fernandes-Machado⋆, A.Charpentier, E.Flachaire, E.Gallic & F.Hu (2024). Probabilistic Scores of Classifiers, Calibration is not Enough arXiv:2408.03421
140. A.Fernandes-Machado⋆, F.Hu+, P.Ratz⋆, E.Gallic & A.Charpentier (2024). Geospatial Disparities: A Case Study on Real Estate Prices in Paris. arXiv:2401.16197
141. A.Fernandes Machado⋆, A.Charpentier, E.Flachaire, E.Gallic & F.Hu+(2024). From Uncertainty to Precision: Enhancing Binary Classifier Performance through Calibration arXiv:2402.07790 H
142. S.Stocksieker⋆, D.Pommeret & A.Charpentier (2023). Data Augmentation for Various Imbalanced Datasets. soon
143. F.Hu+, P.Ratz⋆ & A.Charpentier (2023). Fairness Explainability using Optimal Transport with Applications in Image Classification arXiv:2308.11090
144. X.Vamparys⋆& A.Charpentier (2023). Intelligence artificielle et individualisation des garanties en assurance: échec ou retard à l’allumage?Chaire Pari Working Paper 32
145. F.Hu+, P.Ratz⋆ & A.Charpentier (2023). Parametric Fairness with Statistical Guarantees. arXiv:2310.20508
146. H.Hu⋆, A.Charpentier, M. Ghossoub & A. Schied (2022) Multiarmed Bandits Problem Under the Mean-Variance Setting. arXiv:2212.09192
147. M.Hassan⋆, A.Charpentier & N. Sakr (2022). Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach. arXiv:2207.01010
148. V.Grari⋆ , A.Charpentier, S. Lamprier & M. Detyniecki (2021). A fair pricing model via adversarial learning. arXiv:2202.12008 H
149. A.Charpentier, L.Kouakou, M.Löwe, P.Ratz & F.Vermet (2021). Collaborative Insurance Sustainability and Network Structure. arXiv:2103.03635

150. O. Cabrignac, A.Charpentier & E. Gallic (2020) Modeling Joint Lives within Families. arXiv:2006.08446
151. A.Charpentier, A.Galichon & L.Vernet⋆(2019) Optimal transport on large networks a practitioner guide. arXiv:1907.02320 H
152. E.Belz⋆& A.Charpentier (2019) Données Agrégées et Variables Compositionnelles : Note Méthodologique. hal:2097031 , poster ǚ
153. A.Charpentier & E.Flachaire (2019) Extended Scale-Free Networks. arXiv:1905.10267
154. A.Charpentier (2018) An introduction to multivariate and dynamic risk measures. hal:01831481 ,
155. M.Boudreault & A.Charpentier (2011) Multivariate integer-valued autoregressive models applied to earthquake counts. arXiv:1112.0929
156. A.Charpentier (2010) Reinsurance, ruin and solvency issues: some pitfalls. hal:00463381 ,
157. A.Charpentier & D.Causeur (2010) Large-scale significance testing of the full Moon effect on deliveries hal:00482743 ,
Teaching
(most material used for teaching is available on H under ° BY-NC 4.0 license)

Selected courses

Statistical learning H Université du Québec à Montréal, Canada

STT3030 2024

Fairness and discrimination in predictive modeling H Université du Québec à Montréal, Canada

MAT998P 2024

Insurance, biases, discrimination and fairness H Š ENSAE-Institut Polytechnique, Saclay, France

2024

Introduction to data science and artificial intelligence S H Université du Québec à Montréal, Canada

INF7100 2020,2024

Data Science for Actuaries S H Université du Québec à Montréal, Canada

ACT6100 2020

Applied Linear Models S H Université du Québec à Montréal, Canada

STT5100 2018,2019,2020,2021,2022,2023,2025

Statistics S H Université du Québec à Montréal, Canada

STT1000 & MAT4681 2022

Regression Université du Québec à Montréal, Canada

MAT7381 2020

Non-life insurance mathematics ENSAE, Paris, France

2015, 2016, 2017

Networks and flows Université de Rennes 1, France

2017

Welfare and inequalities Université de Rennes 1, France

2016,2017, 2018

Time Series Université du Québec à Montréal, Canada
Copulas and Extreme Values Université du Québec à Montréal, Canada
S YouTube channel Courses ∼ 66,000 views

MAT8181 2014
MAT8595 2014
since 2020

Summer schools
Insurance, biases, discrimination and fairness Szkoła Nauk Aktuarialnych, Warsaw, Poland Econometrics and Machine Learning Società Italiana di Econometria (SIdE), Italy Insurance Data Science: Use and Value of Unusual Data Summer School of the Swiss Association of Actuaries, Lausanne, Switzerland H Econometrics and Machine Learning Università degli studi dell’Insubria, Varese, Italy Econometrics and Machine Learning Universitat de Barcelona, Spain

2024 2019 2019 2018 2018

Other Institutions

École Polytechnique Đại học Kinh tế Thành phố, Hồ Chí Minh Institut de Statistique de l’Université de Paris (ISUP) Institut de Mathématiques Appliqués, Angers INSEA, Rabbat Université Saint-Joseph, Beyrut ENSEA, Abidjan

France, 2008-2010 Vietnam, 2008 France, 2008 France, 2007 Marocco, 2006 Lebanon, 2006
Ivory Coast, 2003

Professional training
Machine Learning for Actuaries Bermuda Monetary Authority Data Science for Actuaries Institut des Actuaires Data Science & Machine Learning for Actuaries AXA Group Machine Learning for Insurance MAIF Insurance Natural Catastrophes & Cat Bonds AXA Group R for Actuarial Science AXA & Caritat (professional training)

Bermuda 2025
Paris, France 2015-2018
Istanbul, Singapore & Paris 2015
Niort, France 2014
Paris, France 2007
Paris, France 2006-2007

This version: December 2024