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Economic Scenario Generators: a risk management tool for insurance
No full textInternational audienceWe present a risk management tool, named Economic Scenario Generator (ESG), used by insurance companies for simulating the global state of one or several economies described by key financial risk drivers. This tool is of particular use within the Solvency II framework, since insurance companies are required to value their balance-sheet from a market-consistent viewpoint. However, there is no observable price of insurance contracts hence the necessity of relying on ESGs to perform Monte Carlo simulations useful for valuation. As such, the calibration of Risk-Neutral models underlying this valuation is of particular interest as there is a strong requirement to match observable market prices. Furthermore, for a variety of applications, the insurance company has to value its balance-sheet over a set of different economic conditions, leading to the need of intensive re-calibrations of such models. In this paper, we first provide an overview of the key requirements from Solvency II and their practical implications for insurance valuation. We then describe the different use cases of ESGs. A particular attention is paid to Risk-Neutral interest rates models, specifically the Libor Market Model with a stochastic volatility. We discuss the complexity of its calibration and describe fast calibration methods based on approximations and expansions of the probability density function. Comparisons with more common method highlight the reduction in calibration time
Network meta‐analysis of rare events using penalized likelihood regression
No full textInternational audienc
On the convergence of critical points of the Ambrosio-Tortorelli functional
No full textThis work is devoted to study the asymptotic behavior of critical points of the Ambrosio-Tortorelli functional. Under a uniform energy bound assumption, the usual -convergence theory ensures that converges in the -sense to some as , where is a special function of bounded variation. Assuming further the Ambrosio-Tortorelli energy of to converge to the Mumford-Shah energy of , the later is shown to be a critical point with respect to inner variations of the Mumford-Shah functional. As a byproduct, the second inner variation is also shown to pass to the limit. To establish these convergence results, interior regularity and boundary regularity for Dirichlet boundary conditions are first obtained for a fixed parameter . The asymptotic analysis is then performed by means of varifold theory in the spirit of scalar phase transition problems
Holocene molluscan succession and paleoenvironmental reconstruction of the upper Moulouya basin: New data from the Sidi Bouramdan site (Morocco)
No full textInternational audienc
Random walks and the symplectic representation of the braid group
No full textWe consider the symplectic representation of a braid group in , for . If is a polynomial on the coefficients of the matrices in , we show that the set is transient for non degenerate random walks on . If is odd, we derive that the -braids verifying for some constant form a transient set: here denotes the Alexander polynomial of the closure of . We also derive that for a random -braid, the quasipositive links have zero signature for every integer and . \\ As an example of such braids, we investigate the signature of the Lissajous toric knots with strands
Science learning in biodiversity citizen science: Inputs from the analysis of online social interactions within a contributory project for pollinators' monitoring
No full textInternational audienceBiodiversity citizen science projects are both valued for their contribution to scientific research and for their impact on participants' science learning and engagement towards the environment. In this paper, we assess the impact of participation in a biodiversity citizen science project (the Spipoll, dedicated to pollinators' monitoring) through the analysis of online interactions within the program's data sharing platform. By drawing on a previous qualitative analysis of the comments exchanged by the participants within this platform, we focus on those comments which share items on aspects of biology and ecology related to the Spipoll program. This sample gathers 2279 comments from 2010 to 2018. We first classified the different constitutive elements from these comments into seven categories following the topics they deal with. We then studied the temporal change in occurrence of each of these topics from 2010 to 2018. We show that long-term participation is associated with the growing expression of scientific procedural skills: formulation of hypothesis and explanation, proposition of new research questions. To our knowledge, our study is the first one that detects the acquisition of such procedural skills in biodiversity citizen science. We also show that long-term participation is associated with the growing attention to natural seasonal cycles. This study finally illustrates the value of the online traces of citizen scientists' activities to analyze participants' outcomes of citizen science. Consequently, it should encourage the development of such online communication spaces within contributory projects, without restricting them to online citizen science
Quelles atteintes à la santé des agent·es contractuel·les au sein des établissements scolaires ? Discussion sur la construction d’une invisibilisation
No full textInternational audienc
L’implicite des visées d’apprentissage dans les supports pédagogiques
No full textInternational audienc
The unexpected radiative impact of the Hunga Tonga eruption of 15th January 2022
No full textInternational audienceThe underwater Hunga Tonga-Hunga Ha-apai volcano erupted in the early hours of 15th January 2022, and injected volcanic gases and aerosols to over 50 km altitude. Here we synthesise satellite, ground-based, in situ and radiosonde observations of the eruption to investigate the strength of the stratospheric aerosol and water vapour perturbations in the initial weeks after the eruption and we quantify the net radiative impact across the two species using offline radiative transfer modelling. We find that the Hunga Tonga-Hunga Ha-apai eruption produced the largest global perturbation of stratospheric aerosols since the Pinatubo eruption in 1991 and the largest perturbation of stratospheric water vapour observed in the satellite era. Immediately after the eruption, water vapour radiative cooling dominated the local stratospheric heating/cooling rates, while at the top-of-the-atmosphere and surface, volcanic aerosol cooling dominated the radiative forcing. However, after two weeks, due to dispersion/dilution, water vapour heating started to dominate the top-of-the-atmosphere radiative forcing, leading to a net warming of the climate system