Publications
Published (peer reviewed)
Loisel, S., Piette, P., Tsai, J. (2021) Applying Economic Measures to Lapse Risk Management with Machine Learning Models, ASTIN Bulletin, Vol. 51, no 3, 839-871. [preprint]
Guibert, Q., Lopez, O., Piette, P. (2019) Forecasting Mortality Rate Improvements with a High-Dimensional VAR, Insurance: Mathematics & Economics, Vol. 88, 255-272. [preprint]
Chapter in book
in Planchet, F., Robert, C. Y. (editors) (2020) Some case studies of advanced algorithms and applications, Chapter 1: Modeling and Forecasting Mortality with Machine Learning Approaches (Q. Guibert, P. Piette and F. Planchet), Paris, Economica.
Proceedings
Piette, P. (2019) Can Satellite Data Forecast Valuable Information from USDA Reports? Evidences on Corn Yield Estimates, in Proceedings of the NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, Minneapolis, Minnesota, April 2019.
Working papers
Guibert, Q., Loisel, S., Lopez, O., Piette, P. (2019) Bridging the Li-Carter’s gap: a locally coherent mortality forecasting approach. Working paper. [preprint]
Pierre-Olivier Goffard, Pierrick Piette, Gareth W. Peters (2023) Market-based insurance ratemaking. Working paper [preprint]