Julien Trufin

Available identifiers

zbMath Open trufin.julienMaRDI QIDQ495484

List of research outcomes

Publication	Date of Publication	Type
Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration	2024-02-21	Paper
From Pareto to Weibull – A Constructive Review of Distributions on ℝ+	2023-12-15	Paper
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	2023-01-02	Paper
Bounds on Spearman's rho when at least one random variable is discrete	2022-07-27	Paper
Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance	2022-07-27	Paper
Some expressions of a generalized version of the expected time in the red and the expected area in red	2022-07-07	Paper
Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance	2022-07-07	Paper
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE	2022-04-04	Paper
Impact of Underwriting Cycles on the Solvency of an Insurance Company	2022-02-11	Paper
Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors	2022-01-03	Paper
Generalization error for Tweedie models: decomposition and error reduction with bagging	2021-12-17	Paper
Testing for more positive expectation dependence with application to model comparison	2021-11-19	Paper
Autocalibration and Tweedie-dominance for insurance pricing with machine learning	2021-11-19	Paper
Optimal prevention of large risks with two types of claims	2021-07-21	Paper
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model	2021-07-21	Paper
Effective Statistical Learning Methods for Actuaries II	2020-12-03	Paper
Ruin-based risk measures in discrete-time risk models	2020-08-03	Paper
Optimal prevention strategies in the classical risk model	2020-03-20	Paper
Multivariate modelling of multiple guarantees in motor insurance of a household	2020-03-06	Paper
Bounds on concordance-based validation statistics in regression models for binary responses	2019-12-19	Paper
Model selection based on Lorenz and concentration curves, Gini indices and convex order	2019-11-28	Paper
Concordance-based predictive measures in regression models for discrete responses	2019-11-06	Paper
Effective Statistical Learning Methods for Actuaries I	2019-09-11	Paper
Effective Statistical Learning Methods for Actuaries III	2019-08-13	Paper
Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis	2019-05-28	Paper
Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development	2019-05-28	Paper
A dynamic equivalence principle for systematic longevity risk management	2019-05-23	Paper
MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE	2018-10-19	Paper
On a risk measure inspired from the ruin probability and the expected deficit at ruin	2018-07-13	Paper
Collective loss reserving with two types of claims in motor third party liability insurance	2018-04-16	Paper
Updating mechanism for lifelong insurance contracts subject to medical inflation	2018-04-03	Paper
Some comparison results for finite-time ruin probabilities in the classical risk model	2017-11-23	Paper
From regulatory life tables to stochastic mortality projections: the exponential decline model	2016-12-14	Paper
An Interpolating Family of Size Distributions	2016-06-14	Paper
Model points and tail-VaR in life insurance	2015-09-14	Paper
A note on compound renewal risk models with dependence	2015-05-22	Paper
Properties of a risk measure derived from the expected area in red	2014-09-22	Paper
Ruin problems under IBNR dynamics	2013-11-15	Paper

Research outcomes over time

Doctoral students

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