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- Laboratoire de Sciences Actuarielle et FinancièreFR3 papers
- Center for Responsible TravelUS1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Centre for Research in Engineering Surface TechnologyIE1 paper
- Conception de l'Action en SituationFR1 paper
- ENSAE ParisFR1 paper
- Institut Camille JordanFR1 paper
- Institut de Mécanique et d'Ingénierie de BordeauxFR1 paper
- Institut National des Sciences Appliquées de ToulouseFR1 paper
- International Center for Transitional JusticeUS1 paper
- Laboratoire de Probabilités, Statistique et ModélisationFR1 paper
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math.ST2023
Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies
Mathias Valla, Xavier Milhaud, Anani Ayodélé Olympio
A retention strategy based on an enlightened lapse model is a powerful profitabilitylever for a life insurer. Some machine learning models are excellent at predicting lapse,but fro…
math.ST2012
Estimating level sets of a distribution function using a plug-in method: a multidimensional extension
Elena Di Bernadino, Thomas Laloë
This paper deals with the problem of estimating the level sets , with , of an unknown distribution function on \mathbb{R}^d_+$. A plug-in a…