3 citations · 4 across the 4 of their papers we have counts for
8 papers
The Fairness of Machine Learning in Insurance: New Rags for an Old Man?
Laurence Barry, Arthur Charpentier
Since the beginning of their history, insurers have been known to use data to classify and price risks. As such, they were confronted early on with the problem of fairness and disc…
Weighted asymmetric least squares regression with fixed-effects
Amadou Barry, Karim Oualkacha, Arthur Charpentier
The fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to summarize the variable relationships in the presence of heteroscedastici…
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning
Michel Denuit, Arthur Charpentier, Julien Trufin
Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about t…
Modeling Joint Lives within Families
Olivier Cabrignac, Arthur Charpentier, Ewen Gallic
Family history is usually seen as a significant factor insurance companies look at when applying for a life insurance policy. Where it is used, family history of cardiovascular dis…
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
Arthur Charpentier, Romuald Elie, Mathieu Laurière +1
We consider here an extended SIR model, including several features of the recent COVID-19 outbreak: in particular the infected and recovered individuals can either be detected (+)…
Reinforcement Learning in Economics and Finance
Arthur Charpentier, Romuald Elie, Carl Remlinger
Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, th…