Competition among non-life insurers under solvency constraints: A game-theoretic approach. - Christophe Dutang; Hansjörg Albrecher; Stéphane Loisel (Eur. J. Oper. Res., 2013)

Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. - Alexandre Brouste; Christophe Dutang; Tom Rohmer (Comput. Stat., 2020)

OneStep : Le Cam's One-step Estimation Procedure. - Alexandre Brouste; Christophe Dutang; Darel Noutsa Mieniedou (R J., 2021)

Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications. - Christophe Dutang; Vincent Goulet; Nicholas Langevin (J. Stat. Softw., 2022)

An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests. - Christophe Dutang; Quentin Guibert (Stat. Comput., 2022)

One-step closed-form estimator for generalized linear model with categorical explanatory variables. - Alexandre Brouste; Christophe Dutang; Lilit Hovsepyan; Tom Rohmer (Stat. Comput., 2023)

A closed-form alternative estimator for GLM with categorical explanatory variables. - Alexandre Brouste; Christophe Dutang; Tom Rohmer (Commun. Stat. Simul. Comput., 2024)