Výsledky vyhledávání - "Loisel, Stephane"

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Bayesian model averaging for mortality forecasting using leave-future-out validation

Autor: Barigou, Karim, Goffard, Pierre-Olivier, Loisel, Stéphane, Salhi, Yahia

Predicting the evolution of mortality rates plays a central role for life insurance and pension funds.Various stochastic frameworks have been developed to model mortality patterns taking into account the main stylized facts driving these patterns. Ho

Externí odkaz: http://arxiv.org/abs/2103.15434

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Quickest detection in practice in presence of seasonality: An illustration with call center data

Autor: Laub, Patrick J., Karoui, Nicole El, Loisel, Stéphane, Salhi, Yahia

In this chapter, we explain how quickest detection algorithms can be useful for risk management in presence of seasonality. We investigate the problem of detecting fast enough cases when a call center will need extra staff in a near future with a hig

Externí odkaz: http://arxiv.org/abs/2006.04576

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Applying economic measures to lapse risk management with machine learning approaches

Autor: Loisel, Stéphane, Piette, Pierrick, Tsai, Jason

Modeling policyholders lapse behaviors is important to a life insurer since lapses affect pricing, reserving, profitability, liquidity, risk management, as well as the solvency of the insurer. Lapse risk is indeed the most significant life underwriti

Externí odkaz: http://arxiv.org/abs/1906.05087

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