In brief

Full Professor, École d'actuariat (School of Actuarial Science), Université Laval.

Academic training: Doctorat en sciences actuarielles, Université de Lausanne, Switzerland (1999); Maîtrise ès sciences (mathématiques), Université Laval, Québec (1994); Baccalauréat ès sciences (actuariat), Université Laval, Québec (1992).

Teaching and research interests: credibility theory; computational actuarial science with R; loss reserving in casualty insurance; statistical methods in actuarial science; loss distribution modelling.

GitHub profilevigou3

Distributions of GNU Emacs

Emacs modified for macOS

Emacs Modified for macOS is a distribution of GNU Emacs bundled with a few select packages for LaTeX users and R developers, most notably AUCTeX and ESS. [View on GitHub]

Emacs modified for Windows

As above, with in addition an installation wizard. [View on GitHub]

R documentation and packages

Programmer avec R

Libre introduction to programming textbook (in French) using R as programming language. Based on and replaces Introduction à la programmation en R, below. [View on GitHub]

Introduction à la programmation en R

There exist many textbooks on applications of R in natural sciences, social sciences, finance, etc. The niche of Introduction à la programmation en R (in French) is rather on learning the programming language underlying the statistical applications. [View on GitHub] [YouTube channel]

Computational actuarial science with R

Workshop of the 21st International Congress on Insurance: Mathematics and Economics (IME 2017) [View on GitHub]

Introduction à R - Atelier du colloque R à Québec 2017

Libre introduction to R workshop (in French) featured at R à Québec 2017. [View on GitHub]

actuar

The first R package dedicated specifically to actuarial computations: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss amounts and loss frequency: 19 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities. [View on GitHub]

expint

Exponential integral and the incomplete gamma function. [View on GitHub]

expm

Matrix exponential. [View on R-Forge]

LaTeX documentation and packages

Rédaction avec LaTeX

Rédaction avec LaTeX is an introductory course (in French) for the LaTeX typesetting system prepared for Bibliothèque of Université Laval and based on a 200+ page reference manual. It is distributed as an extension package through the Comprehensive TeX Archive Network (CTAN) and is included in the TeX Live and MiKTeX distributions. [View on CTAN] [View on GitHub] [YouTube channel]

ulthese

ulthese is the document class to prepare theses and memoirs with LaTeX compliant with the presentation rules set forth by the Faculty of Graduate Studies of Université Laval. Note that the documentation for the class and the comments in the templates are all written in French, the language of the target audience. [View on GitHub]

francais-bst

Package francais-bst provides natbib compatible bibliography style files to typeset bibliographies using the French typographic standards set forth in Guide de la communication écrite by Marie Malo (Québec Amérique, 1996). [View on GitHub]

actuarialsymbol

Package actuarialsymbol provides commands to compose actuarial symbols of life contingencies and financial mathematics characterized by subscripts and superscripts on both sides of a principal symbol. The package also features commands to easily and consistently position precedence numbers above or below statuses in symbols for multiple lives contracts. Since actuarial notation can get quite involved, the package defines a number of shortcut macros to ease entry of the most common elements. Appendix A of the package documentation lists the commands to typeset a large selection of symbols of life contingencies. [View on CTAN] [View on GitHub]

actuarialangle

actuarialangle is a tiny LaTeX package that defines a single command to typeset nice looking angles in actuarial and financial notation, such as in symbols for the present value of an annuity. [View on CTAN] [View on GitHub]

Documentation actuarielle

Méthodes numériques en actuariat avec R

Méthodes numériques en actuariat avec R regroupe les notes, le code informatique et les exercices utilisés dans le cours ACT-2002 Méthodes numériques en actuariat. Celui-ci traite de trois principaux sujets ayant comme lien entre eux l'utilisation de l'ordinateur comme outil de calcul. [Voir sur GitHub]

Modélisation des distributions de sinistres avec R

La modélisation statistique des montants et de la fréquence des sinistres joue un rôle crucial dans l’évaluation quantitative des risques en assurance de dommages. Modélisation des distributions de sinistres avec R offre un traitement exhaustif du sujet. La présentation fait une large place aux considérations numériques auxquelles tout actuaire praticien se retrouvera rapidement confronté. Les exemples et illustrations sont entièrement réalisés dans l’environnement statistique R. [Voir sur GitHub]