Events

Abstract coming soon

Abstract coming soon

14:30 - "\ell_p Sensitivity Sampling: Optimal bounds and an Application to Poisson pth-Root-Link Models"  Alexander Munteanu \ell_p Sensitivity Sampling: Optimal bounds and an Application to Poisson pth-Root-Link Models Abstract: Sensitivity sampling is a general purpose technique for importance subsampling that is very popular for the construction of \ell_p subspace embed

16:00 - "A flexible hierarchical insurance claims model with gradient boosting and copulas"  Marie-Pier Côté (l’université Laval) A flexible hierarchical insurance claims model with gradient boosting and copulas Abstract:Predicting future claims is an important task for actuaries, and sophisticating the claim modeling process allows insurers to be more competitive and to stay f

14h - Accueil / introduction, Léopold Simar, Professeur émérite à et fondateur de l’Institut de statistique (STAT, devenu ISBA-LSBA-SMCS), UCLouvain et Jean-Pierre Florens, Professeur émérite, TSE, Toulouse School of Economics14h05 - 14h45 – Anna Simoni, ENSAE ParisTitle : Panel data models with randomly generated groups: Bayesian inference and density forecasts14h45 - 15h25 – Philippe Lambert, UC