Edit Profile (opens in new tab) Dutang, Christophe Co-Author Distance Author ID: dutang.christophe Published as: Dutang, Christophe; Dutang, C. External Links: MGP Documents Indexed: 13 Publications since 2013 Co-Authors: 17 Co-Authors with 11 Joint Publications 399 Co-Co-Authors all top 5 Co-Authors 2 single-authored 4 Loisel, Stéphane 2 Albrecher, Hansjörg 2 Brouste, Alexandre 2 Goegebeur, Yuri 2 Guillou, Armelle 2 Rohmer, Tom 1 Avram, Florin 1 Belzile, Léo R. 1 Biard, Romain 1 Guibert, Quentin 1 Hovsepyan, Lilit 1 Lefèvre, Claude 1 Milhaud, Xavier 1 Mouminoux, Claire 1 Northrop, Paul J. 1 Opitz, Thomas 1 Rabehasaina, Landy all top 5 Serials 2 Insurance Mathematics & Economics 2 Statistics and Computing 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Extremes 1 Methodology and Computing in Applied Probability 1 Sankhyā. Series A 1 European Actuarial Journal 1 Journal of Nonlinear Analysis and Optimization: Theory & Applications Fields 9 Statistics (62-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Combinatorics (05-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 11 Publications have been cited 53 times in 49 Documents Cited by ▼ Year ▼ Competition among non-life insurers under solvency constraints: a game-theoretic approach. Zbl 1317.91042 Dutang, Christophe; Albrecher, Hansjoerg; Loisel, Stéphane 18 2013 Robust and bias-corrected estimation of the coefficient of tail dependence. Zbl 1304.62073 Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle 9 2014 On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. Zbl 1290.91084 Dutang, C.; Lefèvre, C.; Loisel, S. 7 2013 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209 Milhaud, Xavier; Dutang, Christophe 5 2018 Existence theorems for generalized Nash equilibrium problems. Zbl 1413.91005 Dutang, Christophe 4 2013 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 Theoretical L-moments and TL-moments using combinatorial identities and finite operators. Zbl 1381.60036 Dutang, Christophe 2 2017 Robust and bias-corrected estimation of the probability of extreme failure sets. Zbl 1338.62151 Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle 2 2016 Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. Zbl 1482.62005 Brouste, Alexandre; Dutang, Christophe; Rohmer, Tom 2 2020 An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests. Zbl 1477.62004 Dutang, Christophe; Guibert, Quentin 1 2022 On a Markovian game model for competitive insurance pricing. Zbl 1489.91069 Mouminoux, Claire; Dutang, Christophe; Loisel, Stéphane; Albrecher, Hansjoerg 1 2022 An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests. Zbl 1477.62004 Dutang, Christophe; Guibert, Quentin 1 2022 On a Markovian game model for competitive insurance pricing. Zbl 1489.91069 Mouminoux, Claire; Dutang, Christophe; Loisel, Stéphane; Albrecher, Hansjoerg 1 2022 Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. Zbl 1482.62005 Brouste, Alexandre; Dutang, Christophe; Rohmer, Tom 2 2020 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209 Milhaud, Xavier; Dutang, Christophe 5 2018 Theoretical L-moments and TL-moments using combinatorial identities and finite operators. Zbl 1381.60036 Dutang, Christophe 2 2017 Robust and bias-corrected estimation of the probability of extreme failure sets. Zbl 1338.62151 Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle 2 2016 Robust and bias-corrected estimation of the coefficient of tail dependence. Zbl 1304.62073 Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle 9 2014 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 Competition among non-life insurers under solvency constraints: a game-theoretic approach. Zbl 1317.91042 Dutang, Christophe; Albrecher, Hansjoerg; Loisel, Stéphane 18 2013 On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. Zbl 1290.91084 Dutang, C.; Lefèvre, C.; Loisel, S. 7 2013 Existence theorems for generalized Nash equilibrium problems. Zbl 1413.91005 Dutang, Christophe 4 2013 all cited Publications top 5 cited Publications all top 5 Cited by 121 Authors 6 Dutang, Christophe 6 Goegebeur, Yuri 6 Guillou, Armelle 4 Boonen, Tim J. 3 Pantelous, Athanasios A. 3 Qin, Jing 2 Albrecher, Hansjörg 2 Asmussen, Søren 2 Avram, Florin 2 Battulga, Gankhuu 2 Constantinescu, Corina D. 2 Escobar-Bach, Mikael 2 Kiermayer, Mark 2 Kozubowski, Tomasz J. 2 Loisel, Stéphane 2 Shen, Yang 2 Thøgersen, Julie 2 Wu, Renchao 1 Altangerel, Lkhamsuren 1 Alvarado, Juan F. J. 1 An, Hyowon 1 Arendarczyk, Marek 1 Asimit, Alexandru V. 1 Badía, Francisco German 1 Barucci, Emilio 1 Batbileg, Sukhee 1 Battur, Gompil 1 Beirlant, Jan 1 Belzile, Léo R. 1 Bergmeir, Christoph 1 Bhattacharya, Shrijita 1 Biard, Romain 1 Boxma, Onno Johan 1 Braouezec, Yann 1 Brouste, Alexandre 1 Cao, Jingyi 1 Cha, Ji Hwan 1 Chen, Lv 1 Chen, Zhiping 1 Cheung, Ka Chun 1 Chi, Yichun 1 Chiu, Chih-Yuan 1 Chong, Wing Fung 1 Christensen, Bent Jesper 1 Cojocaru, Monica-Gabriela 1 Colozza, Tommaso 1 Cui, Xiangyu 1 De Angelis, Paolo 1 De Marchis, Roberto 1 Diehl, Maximilian 1 Dimitrova, Dimitrina S. 1 El-Kelany, Ghada A. 1 Ènkhbayar, Khangaĭ. 1 Eryılmaz, Serkan N. 1 Fridovich-Keil, David 1 Gebizlioğlu, Ömer L. 1 Godahewa, Rakshitha 1 Grahovac, Danijel 1 Gudmundarson, Ragnar Levy 1 Guerra, Manuel 1 Guibert, Quentin 1 Ho, Nguyen Khanh Le 1 Horsky, Roman 1 Hou, Yanxi 1 Hovsepyan, Lilit 1 Ibrahim, Hager A. 1 Kaishev, Vladimir K. 1 Kallitsis, Michael 1 Khalil, Fatma A. 1 Kiani, Keyvan 1 Koo, Bonsoo 1 Laine, Forrest 1 Li, Bin 1 Li, Danping 1 Li, Dongchen 1 Liu, Aiai 1 Mahmoud, Mahmoud Riad 1 Malinovskiĭ, Vsevolod Konstantinovich 1 Marazzina, Daniele 1 Marino, Mario 1 Marron, James Stephen 1 Martire, Antonio Luciano 1 Migot, Tangi 1 Mouminoux, Claire 1 Moura, Alexandra B. 1 Mourdoukoutas, Fotios 1 Northrop, Paul J. 1 Oja, Hannu 1 Oliva, Immacolata 1 Opitz, Thomas 1 Panorska, Anna K. 1 Papavassiliou, Symeon 1 Pelekis, Christos 1 Peng, Liang 1 Promponas, Panagiotis 1 Qian, Haoyu H. 1 Raaijmakers, Youri 1 Rabehasaina, Landy 1 Reck, Lucas 1 Reetz, Susanne ...and 21 more Authors all top 5 Cited in 27 Serials 7 Insurance Mathematics & Economics 4 Journal of Multivariate Analysis 4 European Journal of Operational Research 4 Scandinavian Actuarial Journal 4 European Actuarial Journal 2 Journal of Computational and Applied Mathematics 2 Extremes 2 Methodology and Computing in Applied Probability 2 Statistics and Computing 1 Annals of the Institute of Statistical Mathematics 1 Operations Research Letters 1 Machine Learning 1 Computational Statistics and Data Analysis 1 SIAM Journal on Optimization 1 Test 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Optimization Methods & Software 1 Mathematical Methods of Operations Research 1 Optimization and Engineering 1 Applied Mathematics E-Notes 1 ASTIN Bulletin 1 Electronic Journal of Statistics 1 Sankhyā. Series A 1 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika 1 Dependence Modeling 1 Cogent Mathematics all top 5 Cited in 8 Fields 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 4 Operations research, mathematical programming (90-XX) 3 Computer science (68-XX) 2 Numerical analysis (65-XX) 1 Integral equations (45-XX) 1 Systems theory; control (93-XX) Citations by Year