Pierre-Emmanuel Thérond : Citation Profile


Are you Pierre-Emmanuel Thérond?

Université Claude Bernard (Lyon 1)

3

H index

0

i10 index

28

Citations

RESEARCH PRODUCTION:

5

Articles

82

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 1
   Journals where Pierre-Emmanuel Thérond has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 9 (24.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth190
   Updated: 2022-09-24    RAS profile: 2022-05-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre-Emmanuel Thérond.

Is cited by:

PLANCHET, Frédéric (7)

Loisel, Stéphane (2)

Blake, David (1)

Faleh, Alaeddine (1)

Rulliere, Didier (1)

Cites to:

PLANCHET, Frédéric (6)

Loisel, Stéphane (6)

Lee, Ronald (2)

Benmelech, Efraim (2)

Dhaene, Jan (2)

Vickery, James (2)

Goldsmith-Pinkham, Paul (2)

Vanduffel, Steven (2)

Goovaerts, Marc (2)

Weber, Martin (2)

Norden, Lars (2)

Main data


Where Pierre-Emmanuel Thérond has published?


Journals with more than one article published# docs
ASTIN Bulletin2

Working Papers Series with more than one paper published# docs
Post-Print / HAL76
Working Papers / HAL6

Recent works citing Pierre-Emmanuel Thérond (2022 and 2021)


YearTitle of citing document
2021A generalized reserving model: bridging the gap between pricing and individual reserving. (2019). Antonio, Katrien ; Crevecoeur, Jonas. In: Papers. RePEc:arx:papers:1910.12692.

Full description at Econpapers || Download paper

2022Estimation of future discretionary benefits in traditional life insurance. (2021). Hochgerner, Simon ; Gach, Florian. In: Papers. RePEc:arx:papers:2101.06077.

Full description at Econpapers || Download paper

2021Micro-level parametric duration-frequency-severity modeling for outstanding claim payments. (2021). Pigeon, Mathieu ; Yanez, Juan Sebastian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:106-119.

Full description at Econpapers || Download paper

2021Cyber claim analysis using Generalized Pareto regression trees with applications to insurance. (2021). Lopez, Olivier ; Farkas, Sebastien ; Thomas, Maud. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:92-105.

Full description at Econpapers || Download paper

2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

Full description at Econpapers || Download paper

2021On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. (2021). Millossovich, Pietro ; Sehner, Thorsten ; Chen, AN ; Bacinello, Anna Rita. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:20-:d:478258.

Full description at Econpapers || Download paper

2022Vulnerability of Maize Farming Systems to Climate Change: Farmers’ Opinions Differ about the Relevance of Adaptation Strategies. (2022). Couture, Stephane ; Willaume, Magali ; Bergez, Jacques-Eric ; Albert, Marine. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8275-:d:856951.

Full description at Econpapers || Download paper

2021Dynamic Bivariate Mortality Modelling. (2021). Wang, Shihua ; Salhi, Yahia ; Jiao, Ying. In: Working Papers. RePEc:hal:wpaper:hal-03244324.

Full description at Econpapers || Download paper

2022Dynamic Bivariate Mortality Modelling. (2022). Wang, Shihua ; Salhi, Yahia ; Jiao, Ying. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09955-0.

Full description at Econpapers || Download paper

2021A methodological approach to developing and validating IFRS 9 -LGD parameters. (2021). Ioan-Codrut, Turlea ; Elena, Mitoi ; Luminita-Georgiana, Achim. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:15:y:2021:i:1:p:683-694:n:6.

Full description at Econpapers || Download paper

Works by Pierre-Emmanuel Thérond:


YearTitleTypeCited
2014DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT In: ASTIN Bulletin.
[Full Text][Citation analysis]
article2
2014Distortion risk measures, ambiguity aversion and optimal effort.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY In: ASTIN Bulletin.
[Full Text][Citation analysis]
article3
2018Age-Specific Adjustment of Graduated Mortality.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2008Perturbations extrêmes sur la dérive de mortalité anticipée In: Post-Print.
[Full Text][Citation analysis]
paper0
2005Simulation de trajectoires de processus continus In: Post-Print.
[Full Text][Citation analysis]
paper1
2007Provisions techniques et capital de solvabilité dune compagnie dassurance : méthodologie dutilisation de Value-at-Risk In: Post-Print.
[Full Text][Citation analysis]
paper0
2009Rentes en cours de service : un nouveau critère dallocation dactif In: Post-Print.
[Full Text][Citation analysis]
paper0
2007Allocation dactifs selon le critère de maximisation des fonds propres économiques en assurance non-vie : présentation et mise en oeuvre dans la réglementation française et dans un référentiel de type In: Post-Print.
[Full Text][Citation analysis]
paper1
2003Évaluation de lengagement de lentreprise associé à un plan de stock-options In: Post-Print.
[Full Text][Citation analysis]
paper0
2009Scénarios économiques en assurance - Modélisation et simulation In: Post-Print.
[Citation analysis]
paper3
2006Modèles de durée - Applications actuarielles In: Post-Print.
[Citation analysis]
paper2
2010Modèles financiers en assurance - Analyses de risque dynamiques In: Post-Print.
[Citation analysis]
paper1
2011Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee In: Post-Print.
[Full Text][Citation analysis]
paper0
2007Pilotage dun régime de rentes viagères In: Post-Print.
[Citation analysis]
paper0
2010Appétence au risque : intégration au pilotage dune société dassurance In: Post-Print.
[Full Text][Citation analysis]
paper0
2011MODEL RISK AND DETERMINATION OF SOLVENCY CAPITAL IN THE SOLVENCY 2 FRAMEWORK In: Post-Print.
[Full Text][Citation analysis]
paper0
2015Some characteristics of an equity security next-year impairment In: Post-Print.
[Full Text][Citation analysis]
paper2
2013Some characteristics of an equity security next-year impairment.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Some characteristics of an equity security next-year impairment.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015Some characteristics of an equity security next-year impairment.(2015) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2013Mortality : a statistical approach to detect model misspecification In: Post-Print.
[Full Text][Citation analysis]
paper2
2015Mortality: a statistical approach to detect model misspecification.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Alarm System for Credit Losses Impairment under IFRS 9 In: Post-Print.
[Full Text][Citation analysis]
paper0
2014Alarm System for Credit Losses Impairment under IFRS 9.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Alarm system for Credit Losses Impairment under IFRS 9.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Les risques, les assurances et la normalisation In: Post-Print.
[Citation analysis]
paper0
2004Financial Risk Management of a Defined Benefit Plan In: Post-Print.
[Citation analysis]
paper0
2004Asset allocation of a pension scheme during the decumulation phase In: Post-Print.
[Citation analysis]
paper0
2005Asset allocation: new constraints induced by the Solvency II project In: Post-Print.
[Citation analysis]
paper0
2005Impact of the asset jumps in insurance: IFRS / Solvency II In: Post-Print.
[Citation analysis]
paper0
2008Mesure et gestion des risques dassurance In: Post-Print.
[Citation analysis]
paper0
2008Évaluation de contrats dassurance vie en euros : une problématique actuelle In: Post-Print.
[Citation analysis]
paper0
2005Solvency II, IFRS : limpact des modèles dactifs retenus In: Post-Print.
[Citation analysis]
paper0
2004Allocation dactifs dun régime de rentiers en cours de service In: Post-Print.
[Citation analysis]
paper0
2004Approche scientifique des logiciels DFA In: Post-Print.
[Citation analysis]
paper0
2014Dépréciations dactifs financiers en IAS 39 : quelques caractéristiques In: Post-Print.
[Citation analysis]
paper0
2016Tree-based censored regression with applications in insurance In: Post-Print.
[Full Text][Citation analysis]
paper5
2014Survival Analysis In: Post-Print.
[Citation analysis]
paper0
2015Arbres de régression et de classification (CART) In: Post-Print.
[Full Text][Citation analysis]
paper1
2015Assurance et actuariat : éléments de perspective In: Post-Print.
[Citation analysis]
paper0
2015Les taux bas : changement de paradigme ? In: Post-Print.
[Citation analysis]
paper0
2013Ambiguïté et aversion à lincertitude In: Post-Print.
[Full Text][Citation analysis]
paper0
2004Les principes de valorisation des engagements sociaux In: Post-Print.
[Citation analysis]
paper0
2004IAS 19 & 26 et les engagements à l’égard du personnel In: Post-Print.
[Citation analysis]
paper0
2011Modélisation statistique des phénomènes de durée In: Post-Print.
[Citation analysis]
paper0
2016A Credibility Approach of the Makeham Mortality Law In: Post-Print.
[Full Text][Citation analysis]
paper2
2005Modèles financiers en assurance In: Post-Print.
[Citation analysis]
paper1
2015Role of models in insurance regulation and financial reporting In: Post-Print.
[Citation analysis]
paper0
2016About Market Consistent Valuation in Insurance In: Post-Print.
[Citation analysis]
paper0
2016En quoi la norme comptable influence-t-elle le choix des indicateurs de risque et de performance ? In: Post-Print.
[Citation analysis]
paper0
2016Communication financière : le prochain défi des assureurs In: Post-Print.
[Full Text][Citation analysis]
paper0
2016Data Science en assurance : une brève incitation In: Post-Print.
[Citation analysis]
paper0
2016Weighted CART algorithm for censored data In: Post-Print.
[Citation analysis]
paper0
2017Dette souveraine et assurance : intérêts croisés In: Post-Print.
[Full Text][Citation analysis]
paper0
2018Best estimate mortality tables: credibility approaches In: Post-Print.
[Citation analysis]
paper0
2018Modelling equity securities impairment for market consistent valuation of life insurance liabilities In: Post-Print.
[Citation analysis]
paper0
2018Modelling equity securities impairment for market consistent valuation of life insurance liabilities.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities In: Post-Print.
[Full Text][Citation analysis]
paper2
2020Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities.(2020) In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2017The instable need in accounting information: a bilingual survey and experimentation In: Post-Print.
[Citation analysis]
paper0
2017The dynamic construction of uncertainty perceptions across languages and in financial reporting: a bilingual experimentation and online survey In: Post-Print.
[Citation analysis]
paper0
2018The Certainty Of Uncertainty In Accounting Standards: A Bilingual Experiment And Survey In: Post-Print.
[Citation analysis]
paper0
2019The Certainty of uncertainty in accounting standards: a bilingual experiment and survey.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Modélisation de la longévité de populations d’assurés : une approche par crédibilité In: Post-Print.
[Citation analysis]
paper0
2018Solvency ratio proxy methodology for risk management pruposes In: Post-Print.
[Citation analysis]
paper0
2017Tables de mortalité best estimate : une approche par crédibilité In: Post-Print.
[Citation analysis]
paper0
2016Travaux du GT proxy Solvabilité II In: Post-Print.
[Citation analysis]
paper0
2014Dépréciation comptable d’actifs financiers – problématiques et principaux résultats obtenus In: Post-Print.
[Citation analysis]
paper0
2014Ambiguïté et impact sur les prises de décisions en univers incertain In: Post-Print.
[Citation analysis]
paper0
2019A Reduced-Form Model for A Life Insurance’s Net Asset Value In: Post-Print.
[Citation analysis]
paper0
2019Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator In: Post-Print.
[Citation analysis]
paper0
2019L’essor des évaluations financières dans la fabrique des villes In: Post-Print.
[Citation analysis]
paper0
2019La certitude de lincertitude au cœur des normes comptables internationales : une étude expérimentale et linguistique In: Post-Print.
[Citation analysis]
paper0
2019La valeur temps de largent : les enjeux des taux dactualisation In: Post-Print.
[Citation analysis]
paper0
2020New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty In: Post-Print.
[Citation analysis]
paper0
2019New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020IFRS 17: the sticking point of annual cohorts In: Post-Print.
[Full Text][Citation analysis]
paper0
2008Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ? In: Post-Print.
[Full Text][Citation analysis]
paper0
2021Approche grand angle du biais doptimisme In: Post-Print.
[Citation analysis]
paper0
2021Discount Rates in Accounting: How Practitioners Depart the IFRS Maze. Towards the End of Determinism in Accounting In: Post-Print.
[Full Text][Citation analysis]
paper0
2003Impact des futures normes IFRS sur la tarification et le provisionnement des contrats dassurance vie : mise en oeuvre de méthodes par simulation In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Discount rates in IFRS: how practitioners depart the IFRS maze In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Théories et pratiques du taux d’actualisation: Une approche cohérente? Le taux d’actualisation dans la normalisation comptable internationale, Autorité des Normes Comptables In: Working Papers.
[Citation analysis]
paper0
2020IFRS 17 : The level of aggregation in the accounting representation of the insurance business In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Théories et pratiques du taux d’actualisation : Une approche cohérente ? Le taux d’actualisation dans la normalisation comptable internationale In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team