Almost two years ago, on May 13th 2022, we organized a Workshop on fairness and discrimination in insurance, JEDA’22, at Laval University (in Québec city), with Marie-Pier Côté. It was a beautiful sucess, with a lot of persons in person, for one of the first event post-pandemic. The second workshop (JEDA’24) will be organized in less than a month, on May 16th. Registrations are open ! We will have in the room Fei Huang (UNSW Sidney), David Schraub (Chicago Actuarial Association), Marie-Ève Lainez, Autorité des marchés financiers), Laurence Barry (Chaire PARI), Agathe Fernandes Machado (UQÀM ..read more

With Russell Davidson, we will give a short course on Foundations of Data Science, at Lancaster University (actually, online), in the Data Science and Econometrics program ..read more

Demain matin, on m’a demandé d’intervenir au groupe de travail “mutualisation des risques” de France Stratégie. A priori, j’interviendrais dans la discussion sur “Comment mutualiser les risques climatiques entre territoires ? “, et j’ai préparé quelques slides sur la base de mes travaux depuis une petite vingtaine d’année (ma participation au groupe de travail du Commissariat au Plan sur L’État et l’assurance des risques nouveaux remonte à 2005 ..read more

Notre article, Partage des données, à qui profite le crime ?, écrit avec Laurence Barry, est paru dans le prochain numéro de Risques ..read more

At the Institut d’Etudes Scientifiques (IES), in Cargèse, Corsica, we had an amazing workshop on optimal transport. It is now time to wrap-up all the notes taken, and try to get keep in touch with some colleagues I want to work with ..read more

(sur le campus de McGill, photo volée à ma fille ..read more

Next week, I will be at the Institut d’Etudes Scientifiques (IES), in Cargèse, Corsica, attending a workshop on optimal transport. The workshop is organized by Alfred Galichon (NYU/Sciences Po) and Pierre Jacob (ESSEC), and a lot of nice colleagues will be around ..read more

Ce jeudi, c’est la journée de la recherche en sciences, sur le campus de la faculté. Agathe a présenté (rapidement) ses travaux récents sur l’équité et la calibration de modèles prédictifs ..read more

Ten years ago, I was giving a short course in Louvain-la-Neuve, on “an introduction to multivariate and dynamic risk measures“. I have written notes that are still online, but I never found time to do anything with them ..read more

Our paper, Geospatial Disparities: A Case Study on Real Estate Prices in Paris, and Agathe Fernandes Machado, François Hu, Philipp Ratz and Ewen Gallic, is now online on ArXiv, Driven by an increasing prevalence of trackers, ever more IoT sensors, and the declining cost of computing power, geospatial information has come to play a pivotal role in contemporary predictive models. While enhancing prognostic performance, geospatial data also has the potential to perpetuate many historical socio-economic patterns, raising concerns about a resurgence of biases and exclusionary practices, with their ..read more