Tag Archives: séries

Academe

Chapman & Hall/CRC Series in Actuarial Science

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I am now part of the editorial team in charge of the Chapman & Hall/CRC Series in Actuarial Science, with Montserrat Guillén, Steven Haberman, Edward W. Frees (Jed) and Greg Taylor

The series provides a comprehensive and cutting-edge resource for professionals, academics, and students in the field of actuarial science. It aims to foster the exchange of knowledge, promote innovative research, and enhance the understanding of actuarial principles and practices. Contributions to the series will support one or more of the following key objectives.

  • Broad Coverage: This series covers a wide range of topics within actuarial science, including but not limited to life insurance, property and casualty (general) insurance, pension and retirement systems, health, and risk management.
  • Interdisciplinary Approach: We encourage contributions that bridge actuarial science with related fields such as statistics and probability, demography, finance and financial mathematics, insurance, economics, as well as data science, fostering a multidisciplinary perspective
  • Practical Insights: The series emphasizes practical applications, providing readers with real-world case studies, data analysis techniques, and modeling approaches used in actuarial practice.
  • Theoretical Advancements: We welcome contributions that advance the theoretical foundations of actuarial science, pushing the boundaries of knowledge and exploring emerging trends
  • Educational Resources: Our aim is to support actuarial education by offering textbooks that cater to both undergraduate and graduate students as well as professional education syllabi.
  • Global Perspective: We promote a global outlook by featuring works that address actuarial challenges and developments from diverse geographical regions and regulatory environments.
  • Innovation and Technology: As actuarial science evolves, we welcome works that explore the impact of emerging technologies on the profession, such as artificial intelligence and big data analytics.

The series is committed to upholding the highest standards of quality, rigor, and relevance. It seeks to be a valuable resource for practitioners seeking to enhance their skills, educators looking for comprehensive teaching materials, and researchers aiming to contribute to the advancement of actuarial science.

Computer, Insurance, Time Series

De la difficulté de faire parler les chiffres…

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Parution d’un court article intitulé “de la difficulté de faire parler des chiffres pour analyser la gravité des accidents de la route” dans le dernier numéro de Variance. Le numéro complet est en ligne sur http://ensae.org/…. Sinon, tous les articles de vulgarisation sont en ligne sur http://freakonometrics.hypotheses.org/….

Le code pour le premier graphique (sur les tuées) est

base=read.table(
"http://freakonometrics.free.fr/base-graph-accidents-graves.txt",
header=TRUE,sep=";")
base$date=as.Date(base$date)
base$dateavant=as.Date(base$dateavant)
base$dateapres=as.Date(base$dateapres)
plot(base$date,base$compte,main="Blessés graves sur route entre 2002 et 2009",
xlab="Date",
ylab="Nombre de blessés sur la route, par jour",col="white")
points(base$dateavant,base$compteavant,col="light green")
lines(base$dateavant,base$tendanceavant,col="red",lty=2)
lines(base$dateavant,base$splinesavant,lwd=3,col="red")
points(base$dateapres,base$compteapres,col="light blue")
lines(base$dateapres,base$tendanceapres,col="red",lty=2)
lines(base$dateapres,base$splinesapres,lwd=3,col="red")

alors que pour les seconds (sur les blessés)

base=read.table(
"http://freakonometrics.free.fr/base-graph-accidents-deces.txt",
header=TRUE,sep=";")
base$date=as.Date(base$date)
base$dateavant=as.Date(base$dateavant)
base$dateapres=as.Date(base$dateapres)
plot(base$date,base$compte,main="Blessés graves sur route entre 2002 et 2009",
xlab="Date",
ylab="Nombre de blessés sur la route, par jour",col="white")
points(base$dateavant,base$compteavant,col="light green")
lines(base$dateavant,base$tendanceavant,col="red",lty=2)
lines(base$dateavant,base$splinesavant,lwd=3,col="red")
points(base$dateapres,base$compteapres,col="light blue")
lines(base$dateapres,base$tendanceapres,col="red",lty=2)
lines(base$dateapres,base$splinesapres,lwd=3,col="red")

Crash courses

Sales forecasting

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Quelques heures de cours à l’ESC Rennes sur sur le thème Sales Forecasting. Les slides sont en ligne, avec la partie 1 et la partie 2 (j’ai aussi mis en ligne la base de données sur le trafic autoroutier). Parmi les contraintes techniques, il fallait utiliser Excel (exclusivement). Je mets donc des liens vers macro1 et macro2 qui sont des add-ins permettant de faire un peu de séries temporelles. Sinon un petit exemple est aussi disponible…

La partie 1 est

et la partie 2