Bank of England, London, UK New challenges in the measurement of economic inequalities and injustices, Aix-Marseille, France CartoStats, Paris Diderot, France
La ville en économie 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
Quantile and Expectile regressions Sciences XXL, INED Paris, France
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 Asociación Española de Gerencia de Riesgos y Seguros Summer School, Barcelona, Spain
Data Science & Big Data for Actuaries Colloque Extremes, copulas & actuarial science, Luminy, France
Probit transformation for nonparametric kernel estimation of the copula Rendez-vous Parlementaires de Bretagne sur l’Economie Numérique, Rennes, France
Données et Economie 6th BreizhCamp, Rennes, France
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 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 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
Uncerstainty 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 spatio-temporelle des risques,
Grenoble, France
xxx Workshop on Actuarial Science,
Belo Horizonte, Brazil
IBNR: quantification of uncertaity Dynamic and multivariate risk measures,
Paris, France
Tails of Archimedean Copulas
2008
7th International Workshop on Rare Event Simulation,
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 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 and 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)
2017
Harvard University, U.S.
visiting Christine Choirat & Pierre Jacob
2017
Universitat de Barcelona, Spain
visiting Montserrat Guillen
2014
Centro de Investigación en Matemáticas, Guanajuato, Mexico
visiting Victor Rivero
Université Laval, 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, Canada Centro de Investigación en Matemáticas, Guanajuato, Mexico
2013
Université de Sherbrooke, Canada Society of Actuaries, US Universiteit van Amsterdam, Netherlands HEC Lausanne, Switzerland
2012
GeoTop Montréal, Canada
2011
Université Laval, Canada
2010
HEC Montréal, Canada Mc Gill University, Canada Université Rennes 1, France
2009
ESSEC, France Université de Montpellier, France Université de Brest, France
2008
Université de Rennes 1, France Université de Nantes, France Université Pierrre & Marie Currie, France Universiteit van Amsterdam, Netherlands
2007
Université de Toulouse 1, France Imperial College, London, UK PSE ENS Cachan, France Université de Grenoble, France Université Paris Nanterre, France Université de Compiègne, France
2006
Universidad de Valparaíso, France 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
2017
Institut des Actuaires, France
Groupe de Travail Big Data COVEA, France
Groupe de Travail Chaire Actinfo
2016
COVEA, France
Groupe de Travail Chaire Actinfo
2015
AXA Group, Paris, Istambul, Singapore
Data Science for Actuaries Training Institut des Actuaires, France
Groupe de Travail Big Data
2013
Institut des Actuaires, France
Groupe de Travail Big Data Society of Actuaries, U.S.
Predictive Modeling, webinar
2011
Desjardins, Montréal
Reserving Seminar
2010
Milliman, Paris
Reserving Seminar SCOR, Paris
Life/Non Life Actuarial Seminar AXA, Paris
Nonlife Claims Reserving COVEA, Paris
Nonlife Claims Reserving
2008
Generali, Paris
Risk Measures & Solvency II
2007
EDF, Paris
Risk Measures & Copula Modeling AXA Risk College, Paris
Catastrophe Modeling
Popular Conferences
2016
Mathématiques Populaires, Rennes
Mathématiques & Économie Rencontre Parlementaire de Bretagne, Rennes
Économie Digitale
2014
Coeur des Sciences, UQAM, Montréal
À qui appartient le pôle nord
Big Brother, Big Data
arthur charpentier
Faculté des Sciences Économiques Université Rennes 1
7 Place Hoche, 35065 Rennes Cedex, France.