Research

Preprints and working papers


  1. Sorochynskyi, O., Guibert Q. and Planchet F. (2024). Estimating Disease-Free Life Expectancy based on Clinical Data from the French PMSI Database. Submitted.
  2. Guibert, Q., Loisel, S., Lopez, O. and Piette, P. (2020). Bridging the Li-Carter's gap : a locally coherent mortality forecast approach. To resubmit.
    [hal]
  3. Guibert, Q. and Planchet, F. (2017). Pricing and Risk Analysis of a Long-Term Care Insurance Contract in a non-Markov Multi-State Model. Working paper.
    [hal]
  4. Caja A., Guibert Q. and Planchet F. (2015). Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business. Working paper.
    [hal]

Articles in peer-reviewed journals


  1. Spedicato, G ., Dutang, C. and Guibert, Q. (202-). Adjusting manual rates to own experience : Comparing the credibility approach to machine learning. Forthcoming. Variance.
    [hal]
  2. Dutang, C. and 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 32.6.
    [hal] [doi]
  3. Guibert Q., Piette P. and Lopez O. (2019). Mortality Rates Improvements Forecasting with a High-Dimensional VAR. Insurance: Mathematics and Economics 88, p. 255-272.
    [hal] [doi]
  4. Guibert Q., Planchet, F. and Schwarzinger M. (2018). Mesure de l’espérance de vie sans dépendance totale en France métropolitaine. Bulletin Français d'Actuariat 18.35, p. 85-109.
    [hal]
  5. Guibert Q., Planchet, F. and Schwarzinger M. (2018). Mesure du risque de perte d’autonomie totale en France métropolitaine. Bulletin Français d'Actuariat 18.35, p. 111-131.
    [hal]
  6. Guibert Q., Planchet, F. and Schwarzinger M. (2018). Mesure de l’espérance de vie en dépendance totale en France métropolitaine. Bulletin Français d'Actuariat 18.35, p. 133-159.
    [hal]
  7. Guibert Q. and 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 82, p. 21-36.
    [hal]  [doi]
  8. Borel-Mathurin F ., Darpeix P.E ., Guibert Q. and 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 43.3, p. 420-455.
    [hal]  [doi]
  9. Schwarzinger M., Pollock B.G ., Hasan O.S ., Dufouil C ., Rehm J ., Baillot S., Guibert Q., Planchet, F. and 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 3.3, e124-e132.
    [hal] [doi]
  10. Guibert Q. and 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 17.33.
    [hal]
  11. Guibert Q. and 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 13.27, p. 5-28.
    [hal]
  12. Planchet, F., Guibert Q. and Juillard M. (2012). Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance, European Actuarial Journal 2.2, p. 205-226.
    [hal] [doi]
  13. Planchet, F., Guibert Q. and Juillard M. (2010). Un cadre de référence pour un modèle interne partiel en assurance de personnes, Bulletin Français d'Actuariat, 10.20, p.~5-34.
    [hal]


Book and chapters


  1. In Planchet, F. and Robert C. Y. (editors) (2020) Some case studies of advanced algorithms and applications, Chapter 1: Modeling and Forecasting Mortality with Machine Learning Approaches (with Piette, P and Planchet, F.), Paris, Economica
    [doi]
  2. In Dupourqué E., Planchet F. and Sator N. (editors) (2019) Actuarial Aspects of Long-Term Care, Chapter 4: Measuring Long-Term Insurance Contracts with Biometric Risks (with Planchet F.), Springer Actuarial Series, Springer.
    [doi]
  3. Guibert Q., Juillard M., Nteukam-Teuguia O. and Planchet F. (2014). Solvabilité prospective en assurance - Méthodes quantitatives pour l’ORSA, Paris, Economica.
    [doi]


Theses and dissertations


  1. Guibert, Q. (2015). Sur l'utilisation des modeles multi-etats pour la mesure et la gestion des risques d'un contrat d'assurance. Ph.D. thesis. Lyon : Universite Claude Bernard - Lyon I.
    [hal]
  2. Guibert, Q. (2010). Analyse de la solvabilité d’un régime de retraite supplémentaire. Master thesis. Lyon : Universite Claude Bernard - Lyon I.
    [pdf]


Miscellaneous


  1. Dutang, C. and Guibert, Q. (2022). Nouvelles approches à partir d’arbres et de forêts GLM. L'Actuariel, March 2022, 44.
    [pdf]
  2. Guibert Q. and Planchet F. L'utilisation des actions du management en assurance dépendance. L'Actuariel, January 2014, 11.
    [pdf]
  3. Guibert Q. and Planchet F. Quels sont les risques associés à un régime de retraite ?. Lettre de l'Observatoire des Retraites, December 2013, 20.
    [pdf]

Editorial activities


Reviewers for the following reviews

  • Annals of Actuarial Science.
  • ASTIN Bulletin - The Journal of the International Actuarial Association.
  • Bulletin Francais d'Actuariat.
  • Computational Statistics and Data Analysis
  • European Actuarial Journal.
  • ESAIM : Probability and Statistics.
  • Insurance : Mathematics and Economics.
  • International Journal of Forecasting.
  • Lifetime Data Analysis.
  • Methodology and Computing in Applied Probability.
  • Risks.

Research funding, academic chairs and working groups