Mesurer les grands risques

Formation CARITAT, mesurer les risques extrêmes en assurance (flyer)

Introduction : mesurer les grands risques 9 :00 – 12 :30, A. Charpentier (slides)

  • Modèles probabilistes pour les extrêmes et estimation
  • Mesures de downside-risques, VaR, TVaR et mesures spectrales
  •  … un peu de R

Quelques compléments sur la TVaR 14 :00 – 15 :30, F. Planchet (

  • Proprietes de la TVaR
  • Mise en oeuvre pratique, sous R
  • Application(s) en reassurance

SCR, estimation et robustesse 16 :00 – 17 :30, P. Therond

  • Solvency Capital Requirement : estimation
  • Solvency Capital Requirement : robsutesse
  • Mise en oeuvre dans une optique Solvency II

Lunar cycles and birth rates

Je met en ligne un (court) papier sur l’augmentation du nombre de naissance les jours de pleine lune, Lunar cycles and birth rates: from a full Moon to a first quarter Moon effect

Objective The purpose of this study was to examine the influence of the lunar cycle on the frequency of deliveries.

Method This was a time series of 29,385,552 births across 470 lunar cycles that were identified from the French National Institute of Statistics from 1968 to 2005.

Results Using nonparametric smoothing techniques to remove patterns, t-tests validated a significant difference in the number of births on a short window around the full Moon, stress by a significant drop after the first quarter Moon.

Conclusion An analysis of 37 years of data demonstrated a small but statistically significant influence of the lunar cycle on deliveries.