The Social Consequences of Algorithmic Forecast
in Insurance, Medicine and Policing Bologna, Italy
Workshop on Applications of Mean Field Games: from Models to Practice Chicago, IL, US
2020
MODCOV19-CNRS Paris, France Modèles épidémiologiques pour analyse coût-efficacité sous incertitude
Machine learning for economists and applied social scientists Halifax, Canada (plenary speaker) Machine Learning in Actuarial Science & Insurance
Actuarial and Financial Mathematics Conference (AFMATH) Brussels, Belgium (invited speaker)
Online International Conference in Actuarial science, data science and finance (OICA) Lyon, France Modeling Joint Lives within Families
Canadian Statistical Society (SSC) Carleton, Canada (session organiser on "Predictive analytics in Actuarial Science")
Insurance: Mathematics & Economics (IME) Montréal, Canada
2019
Risk Analytics Conference, University of Illinois, Chicago, U.S.A. (keynote speaker)
UCSB InsurTech Summit, University of California, Santa Barbara, U.S.A. (keynote speaker)
Natural Catastrophe Economics Workshop, Risk Center, ETH Zurich, Switzerland (invited speaker) How to Estimate the Occurrence Probability of Natural Catastrophes
100% Data Science (Institut des Actuaires) Paris, France
Third International Congress on Actuarial Science and Quantitative Finance
Manizales, Colombia (invited speaker)
2018
XXVIIIth International Biometric Conference, Barcelona, Spain
(invited session) European R Users Meeting, Budapest
, Hungary
(invited speaker) Collaborative Genealogical Data in Demography Ecole Thématique sur l’Evaluation des Politiques Publiques, Aussois, France (invited speaker) Evaluation du prejudice corporel en assurance automobile
2017
Big data empirics and policy analysis, Bank of England, London, UK (keynote speaker) Insurance: Risk Pooling or Price Segmentation(keynote speaker) Artificial Intelligence for fintech and insurtech, Institut Henri Poincaré, Paris, France (invited speaker) New challenges in the measurement of economic inequalities and injustices, Aix-Marseille, France CartoStats, Paris Diderot, France La ville en économie (invited speaker) Dependence Modelling with Applications in Finance and Insurance, Athens, Greece Actuarial Pricing Game Comprendre et Anticiper la Révolution du Numérique en Assurance, Caen, France Statistical Learning and Data Science, Rotterdam, Netherlands (invited speaker) Quantile and Expectile regressions Sciences XXL, INED Paris, France (invited speaker) Démographie Participative
2016
3rd International MACroeconomics workshop (IMAC), Rennes, France Ordinal and Multidimensional Inequalities, Montpellier, France Droit des données personnelles, Amiens, France 3rd EAJ Conference, Lyon, France ICABE 2016 - International Conference on Applied Business and Economics, Paris, France Equilibria for Insurance Covers of Natural Catastrophes on Heterogeneous Regions Big Data : la recherche s’expose, Paris, France Tarification en assurance dans un contexte concurrentiel Rencontres de l'Actuariat, Paris, France Actuariat & Données Centre for Central Banking Studies, London, UK Econometric Models and Statistical Learning Techniques (keynote speaker) Asociación Española de Gerencia de Riesgos y Seguros Summer School, Barcelona, Spain Data Science & Big Data for Actuaries (keynote speaker) Colloque Extremes, copulas & actuarial science, Luminy, France Probit transformation for nonparametric kernel estimation of the copula 6th BreizhCamp, Rennes, France (keynote speaker) Economics, with Computers Data Day, Niort, France
2015
Actuariat & Data Science, Paris, France Pricing Game Big Data & Environment, Buenos Aires, Argentina Granularity Issues on Climatic Time Series (invited speaker) IA|BE Summer School, Louvain, Belgium Big Data and Machine Learning with an Actuarial Perspective ACP meeting , Leuven, Belgium Data Science: from Small to Big Data Journées de Statistiques , Lille, France Probit transformation for nonparametric kernel estimation of the copula density 22nd International Forecasting Financial Markets Conference , Rennes, France
2014
Insurance & Finance Colloquium, Le Mans, France Non- and semi-parametric inference for risk measures R in Insurance, London, UK Getting into Bayesian Wizardry... (with the eyes of a muggle actuary) SSC annual conference, Toronto, Canada Quantiles Estimation from Heavy Tailed Distribution Mathematical Finance Days, HEC Montréal, Canada Quantiles Estimation from Heavy Tailed Distribution
2013
Borders, Walls and Security Conference, Montréal, Canada World Social Science Forum (UNESCO), Montréal, Canada Mathematical Finance Days, HEC Montréal, Canada Advanced methods in trees
2012
6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering,
ETH Zürich, Switzerland Actuarial Science with:
life insurance & actuarial notations
mortality tables
nonlife insurance Journées de la Société Canadienne de Sciences Economiques, Montréal, Canada Modeling dynamic incentives an application to basketball Mathematical Finance Days, HEC Montréal, Canada Bivariate Count Time Series in Finance and Risk Management Québec-Ontario Workshop on Insurance Mathematics , Toronto, Canada
2011
Changement climatique et gestion des risques,
Lyon, France Modeling heat-waves: return period for non-stationary extremes Québec-Ontario Workshop on Insurance Mathematics , Montréal, Canada Uncertainty in Claims Reserving Journées de la Société canadienne de sciences économiques
, Sherbrooke, Canada Insurance of Natural Catastrophes
When Should Government Intervene ?
2010
Journées d'Etudes Statistique,
Luminy, France Copulas,
Insurance
and Risk Measures IA-Lyon Summer School,
Lyon, France Solvency II' newspeak 'one year uncertainty for IBNR' : the boostrap approach Financial Risks International Forum, Paris, France
2009
Assessment and Mitigation of Emerging Risks,
Paris, France Emerging risks: an actuarial perspective R.I.S.K. Symposium,
Paris, France Incertitude des régimes des retraites Workshop Finance & Insurance,
Sao Paulo, Brazil Estimation of quantile related risk measures Analyse spatiotemporelle des risques,
Grenoble, France Workshop on Actuarial Science,
Belo Horizonte, Brazil IBNR: quantification of uncertainty Dynamic and multivariate risk measures,
Paris, France Tails of Archimedean Copulas
2008
7th International Workshop on Rare Event Simulation (RESIM),
Rennes, France Optimal Reinsurance with ruin probability target Asterisk,
Lyon, France Optimal Reinsurance with ruin probability target Summer School of the Groupe Consultatif Actuariel Européen,
Lyon, France Copulas, risk dependence and applications to Solvency II International Workshop on Applied Probability,
Compiègne, France Dynamic dependence ordering for Archimedean copulas Evaluation et couverture du risque extrême,
Paris, France Tails of Archimedean copulas Journées de Statistiques,
Ottawa, Canada Tails of Archimedean copulas
(session organiser on "Copulas") Public Economics At the Regional and Local level in Europe,
Rennes, France Actuarial and Financial Mathematics Conference (interplay between Finance and Insurance),
Brussels, Belgium Pricing catastrophe options in incomplete markets
2007
Journées de Statistique,
Angers, France Quantile estimation and optimal portfolios Gemeinsame Jahrestagung der Deutschen Mathematiker-Vereinigung und der Gesellschaft für Didaktik der Mathematik,
Berlin, Germany The estimation of copulas : theory and pratice Journées Extraction et gestion des connaissances,
Namur, Belgium Actuariat et Datamining : Prise en compte des dépendances Insurance and Adaptation to Climate Change,
Paris, France Insurance and reinsurance markets, and climate risks
2006
Insurance Mathematics & Economics,
Leuven, Belgium Tails of Archimedean Copulas Journées de Statistique,
Paris, France Tails of Archimedean Copulas
2005
Journées de la Statistique Rennaise,
Rennes, France Multivariate Extremes Insurance Mathematics and Economics,
Québec, Canada Multivariate Extremes Extreme values, copulas and applications day,
Montréal, Canada Multivariate Extremes with Copulas Conference Statistique sur données dépendantes,
Paris, France Multivariate Extremes with Copulas
2004
Journées de la Statistique Rennaise,
Rennes, France Multivariate Extremes Journées de Statistique,
Montpellier, France Multivariate Extremes 3rd Conference in Actuarial Science & Finance,
Samos, Greece Multivariate Extremes Dependence Modeling: Statistical theory and applications in finance and insurance,
Montréal, Canada Tail distribution and dependence measures
2003
Statistical issues in actuarial risk modeling: Dependence modeling and detrending, EURANDOM,
Technische Universiteit Eindhoven, Netherland Dependence in Tail Distributions ASTIN Colloqium,
Berlin, Germany Tail distribution and dependence measures Insurance Mathematics and Economics,
Lyon, France Tail distribution and dependence measures
Visits
(> 1 week)
2019
University of California, Santa Barbara, CA, US
visiting Mike Ludkovski
2018
Universitat de Barcelona, Spain
visiting Montserrat Guillen
Università degli Studi dell'Insubria, Italy
visiting Raffaello Seri
2017
Harvard University, U.S.
visiting Christine Choirat & Pierre Jacob
2016
Universitat de Barcelona, Spain
visiting Montserrat Guillen
2014
Centro de Investigación en Matemáticas, Guanajuato, Mexico
visiting Victor Rivero
2013
Universidade Federal de Minas Gerais, Belo Horizonte , Brazil
visiting Renato Assunção
2009
Centro de Investigación en Matemáticas, Guanajuato, Mexico
visiting Victor Rivero
Seminars
2020
Science Po (TransNum), Paris, France
University of Connecticut, Storrs, CT, US University of New South Wales (UNSW), Sydney, Australia Aix-Marseille School of Economics (AMSE), Marseille, France European Network for Business and Industrial Statistics (ENBIS), France Paris Machine Learning Group, France CMAP, École Polytechnique, France AICS, Toronto, Canada HEC Montréal, Canada
2019
Banque de France,
Autorité de contrôle prudentiel et de résolution (ACPR), Paris, France
Chaire Pari, Paris, France
ESSEC, Paris, France
University of California, Santa Barbara, CA, US
University of Wisconsin, Madison, WI, US
University of Waterloo, Waterloo, Canada
UQAM, Montreal, Canada
Université Laval, Quebec, Canada
2018
UQAM, Montreal, Canada Telecom ParisTech, France Università degli Studi dell'Insubria, Varese, Italy
2017
ESSEC, Paris, France Université Laval, Quebec, Canada University of Michigan, Ann Arbor, U.S. Université de Caen, France
2016
Université Paris Diderot, France
2015
Université Catholique de Louvain, Belgium
2014
GERAD, Montréal, Canada Université Laval, Quebec, Canada Centro de Investigación en Matemáticas, Guanajuato, Mexico
2013
Université de Sherbrooke, Canada Society of Actuaries, Chicago, IL, US Universiteit van Amsterdam, Netherlands HEC Lausanne, Switzerland
2012
GeoTop Montréal, Canada
2011
Université Laval, Quebec, Canada (x3)
2010
HEC Montréal, Canada Mc Gill University, Montréal, Canada Université Rennes 1, France
2009
ESSEC, Paris, France Université de Montpellier, France Université de Brest, France
2008
Université de Rennes 1, France Université de Nantes, France Université Pierrre & Marie Currie, Paris, France Universiteit van Amsterdam, Netherlands
2007
Université de Toulouse 1, France Imperial College, London, UK PSE ENS Cachan, Paris, France Université de Grenoble, France Université Paris Nanterre, France Université de Compiègne, France
2006
Universidad de Valparaíso, Chile ENSAI, Rennes, France PSE Paris Sorbonne, France Katholieke Universiteit Leuven, Belgium Institut de mathématiques appliqués, Angers, France
2005
ENSAI, Rennes, France
2004
Université
Paris 1, France CREST, Paris, France Université Paris Dauphine, France
2003
Université Catholique de Louvain, Belgique
Practitioners
2019
TD Insurance, Montréal, Canada
2018
SCOR, Beaune, France
Rencontres Mutualistes AON Benfield, Paris, France
Journée du marché BNP Parribas Cardif, Paris, France COVEA, Paris, France
Groupe de Travail Chaire Actinfo
2017
Institut des Actuaires, Paris, France
Groupe de Travail Big Data COVEA, Paris, France
Groupe de Travail Chaire Actinfo
2016
Generali, Paris, France
Data science conference COVEA, Paris, France
Groupe de Travail Chaire Actinfo
2015
AXA Group, Paris, Istambul, Singapore
Data Science for Actuaries Training Institut des Actuaires, Paris, France
Groupe de Travail Big Data
2013
Institut des Actuaires, Paris, France
Groupe de Travail Big Data Society of Actuaries, Chicago, IL, US
Predictive Modeling, webinar
2011
Desjardins, Montréal, Canada
Reserving Seminar
2010
Milliman, Paris, France
Reserving Seminar SCOR, Paris, France
Life/Non Life Actuarial Seminar AXA, Paris, France
Nonlife Claims Reserving COVEA, Paris, France
Nonlife Claims Reserving
2008
Generali, Paris, France
Risk Measures & Solvency II
2007
EDF, Paris, France
Risk Measures & Copula Modeling AXA Risk College, Paris, France
Catastrophe Modeling
Popular Conferences
2019
Journée de la Recherche, Faculté des Sciences, UQAM, Montréal, Canada
2018
Form@Doct, Université de Bretagne Loire , Rennes, France
Communication scientifique : nouveaux visages, nouvelles frontières
2016
Mathématiques Populaires, Rennes, France
Mathématiques & Économie Rendez-vous Parlementaires de Bretagne sur l’Economie Numérique, Rennes,
France
Données et Economie
2014
Coeur des Sciences, UQAM, Montréal, Canada
À qui appartient le pôle nord
Big Brother, Big Data
2010
Biennale d'Art Contemporain, (Ateliers de Rennes), France
Le futur et ses risques
Organization
2021
3rd Insurance Data Science conference, London (organising/scientific committee)
2019
36th Meeting of the Canadian Econometric Study Group, Montréal (scientific committee)
Machine Learning Econometrics Atlantic Causal Inference Conference, Montréal (poster judge)
2018
Workshop on data science for actuarial applications, Paris (ACTINFO Chair, with Chairs at Univ. Lyon 1, organizer) Workshop on multivariate inequalities (ANR), Rennes
2016-2018
Groupe de Travail, Rennes
Risk, inequalities and redistribution
2012
Journées de Statistiques, Brussels (scientific committee)
2009
UseR!, Rennes (scientific committee)
arthur charpentier
Faculté des Sciences (PK) Université du Québec à Montréal
201, avenue du Président-Kennedy, Montréal (Québec), Canada H2X 3Y7.