Curriculum vitae

Guibert Quentin

Adjunct Professor
CEREMADE

guibertping@ceremade.dauphinepong.fr
Personal URL

Biography

Quentin Guibert is an assistant professor at Paris-Dauphine University and a member of the French Institute of Actuaries. His research activities focus on issues encountered in actuarial science, statistical risk modeling in insurance, biostatistics and even demography. He has also worked on issues of risk management and insurance regulation. Previously, he was an associate professor (PAST) at Université Paris-Dauphine. He completed his doctorate in management science at ISFA (Institut de Science Financière et d'Assurances, Université Lyon 1), then did a post-doctorate at the same university funded by ANR ANR Lolita.

Latest publications

Articles

Dutang C., Guibert Q. (2022), An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests, Statistics and Computing, vol. 32, p. numéro 6

Guibert Q., Lopez O., Piette P. (2019), Forecasting mortality rate improvements with a high-dimensional VAR, Insurance: Mathematics and Economics, vol. 88, p. 255-272

Guibert Q., Planchet F. (2018), Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance, Insurance: Mathematics and Economics, vol. 82, n°septembre 2018, p. 21-36

Guibert Q., Planchet F., Schwarzinger M. (2018), Mesure du risque de perte d’autonomie totale en France métropolitaine, Bulletin Français d'Actuariat, vol. 18, n°35, p. 111-131

Borel-Mathurin F., Darpeix P-E., Guibert Q., Loisel S. (2018), Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry, The Geneva Papers on Risk and Insurance. Issues and Practice, vol. 43, n°3, p. 420-455

Schwarzinger M., Pollock B., Hasan O., Dufouil C., Rehm J., Baillot S., Guibert Q., Planchet F., Luchini S. (2018), Contribution of alcohol use disorders to the burden of dementia in France 2008–13: a nationwide retrospective cohort study, The Lancet Public Health, vol. 3, n°3, p. e124-e132

Guibert Q., Planchet F. (2017), Utilisation des estimateurs de Kaplan-Meier par génération et de Hoem pour la construction de tables de mortalité prospectives, Bulletin Français d'Actuariat, vol. 17, n°33

Guibert Q., Planchet F. (2014), Construction de lois d'expérience en présence d'évènements concurrents : Application à l'estimation des lois d'incidence d'un contrat dépendance, Bulletin Français d'Actuariat, vol. 14, n°27, p. 5-28

Planchet F., Guibert Q., Juillard M. (2012), Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance, European Actuarial Journal, vol. 2, n°2, p. 205-226

Planchet F., Guibert Q. (2010), Un cadre de référence pour un modèle interne partiel en assurance de personnes, Bulletin Français d'Actuariat, vol. 10, n°20, p. 5-34

Ouvrages

Guibert Q., Juillard M., Nteukam Teuguia O., Frédéric P. (2014), Solvabilité prospective en assurance - Méthodes quantitatives pour l'ORSA, Paris: Economica

Chapitres d'ouvrage

Guibert Q., Planchet F. (2019), Measuring Long-Term Insurance Contracts with Biometric Risks, in Dupourque, Etienne, Planchet, Frédéric, Sator, Nefissa, Actuarial Aspects of Long Term Care Springer, p. 95-128

Communications sans actes

Guibert Q., Dutang C. (2022), An Explicit Split Point Procedure in Model-Based Trees Allowing for a Quick Fitting of GLM Trees and GLM Forests, MLISTRAL (Machine Learning in Insurance Sector Targeted to Risk Analysis and Losses ), Marseille, France

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