2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.AP2020
Quickest detection in practice in presence of seasonality: An illustration with call center data
Patrick J. Laub, Nicole El Karoui, Stéphane Loisel +1
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 case…
stat.AP2019★ 2 cited
Applying economic measures to lapse risk management with machine learning approaches
Stéphane Loisel, Pierrick Piette, Jason Tsai
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…