Guibert, Q., Pincemin, G., and Planchet F. (2024). Impacts of Climate Change on Mortality: An extrapolation of temperature effects based on time series data in France. [hal]
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]
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]
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
Sorochynskyi, O., Guibert Q., Planchet F. and Schwarzinger M. (2024). Estimating Disease-Free Life Expectancy Based on Clinical Data from the French Hospital Discharge Database. Risks. 12.6 [hal] [doi]
Spedicato, G ., Dutang, C.
and Guibert, Q. (202-). Adjusting manual rates to own experience :
Comparing the credibility approach to machine learning. Forthcoming. Variance [hal][doi]
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]
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]
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]
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]
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]
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]
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]
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]
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]
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]
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
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]
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]
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
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]
Guibert, Q. (2010). Analyse de la solvabilité d’un régime de retraite supplémentaire. Master thesis. Lyon : Universite Claude Bernard - Lyon I. [pdf]
Miscellaneous
Dutang, C. and Guibert, Q. (2022). Nouvelles approches à partir d’arbres et de forêts GLM. L'Actuariel, March 2022, 44. [pdf]
Guibert Q. and Planchet F. L'utilisation des actions du management en assurance dépendance. L'Actuariel, January 2014, 11. [pdf]
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
2022-2023: member of the IEF grant on Machine learning and explicability with C. Dutang.
2020-2021: member of the project Adjusting Manual Rates to Own Experience: Comparing
the Credibility Approach to Machine Learning with C. DutangG. A. Spedicato, sponsored by CAS grant.
2015-2017: member of the ANR LoLitA on Dynamic models for human Longevity with Lifestyle Adjustments, coordinated by S. Loisel and N. El Karoui.