Citation profile for Pierre-Emmanuel Thérond

Pierre-Emmanuel Thérond : Citation Profile

Université Claude Bernard (Lyon 1)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 2
   Journals where Pierre-Emmanuel Thérond has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 9 (17.65 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth190
   Updated: 2024-11-08    RAS profile: 2024-05-07
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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)

Antonio, Katrien (3)

Loisel, Stéphane (2)

Delong, Łukasz (1)

Couture, Stéphane (1)

Okhrin, Ostap (1)

Faleh, Alaeddine (1)

Rulliere, Didier (1)

Eling, Martin (1)

Blake, David (1)

Cites to:

Loisel, Stéphane (6)

PLANCHET, Frédéric (5)

Goldsmith-Pinkham, Paul (2)

Weber, Martin (2)

Norden, Lars (2)

Vickery, James (2)

Lee, Ronald (2)

Benmelech, Efraim (2)

Blanco, Roberto (1)

Longstaff, Francis (1)

Bolton, Patrick (1)

Main data

Where Pierre-Emmanuel Thérond has published?

Journals with more than one article published	# docs
ASTIN Bulletin	4

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	75
Working Papers / HAL	6

Recent works citing Pierre-Emmanuel Thérond (2024 and 2023)

Year	Title of citing document
2023	Individual Claims Reserving using Activation Patterns. (2022). Cossette, H'Elene ; Pigeon, Mathieu ; Michaelides, Marie. In: Papers. RePEc:arx:papers:2208.08430. Full description at Econpapers \|\| Download paper
2023	Transaction time models in multi-state life insurance. (2022). Sandqvist, Oliver Lunding ; Furrer, Christian ; Buchardt, Kristian. In: Papers. RePEc:arx:papers:2209.06902. Full description at Econpapers \|\| Download paper
2023	Mean-field Libor market model and valuation of long term guarantees. (2023). Schachinger, Gabriel ; Kienbacher, Eva ; Hochgerner, Simon ; Gach, Florian. In: Papers. RePEc:arx:papers:2310.09022. Full description at Econpapers \|\| Download paper
2023	Modelling economic losses from earthquakes using regression forests: Application to parametric insurance. (2023). Liu, Yifei ; Zhang, Minghui ; Gu, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001621. Full description at Econpapers \|\| Download paper

Works by Pierre-Emmanuel Thérond:

Year	Title	Type	Cited
2014	DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT In: ASTIN Bulletin. [Full Text][Citation analysis]	article	2
2014	Distortion risk measures, ambiguity aversion and optimal effort.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2018	AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY In: ASTIN Bulletin. [Full Text][Citation analysis]	article	4
2018	Age-Specific Adjustment of Graduated Mortality.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2019	A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS In: ASTIN Bulletin. [Full Text][Citation analysis]	article	9
2019	A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS – ERRATUM In: ASTIN Bulletin. [Full Text][Citation analysis]	article	1
2011	Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	0
2008	Perturbations extrêmes sur la dérive de mortalité anticipée In: Post-Print. [Full Text][Citation analysis]	paper	0
2005	Simulation de trajectoires de processus continus In: Post-Print. [Full Text][Citation analysis]	paper	1
2007	Provisions techniques et capital de solvabilité dune compagnie dassurance : méthodologie dutilisation de Value-at-Risk In: Post-Print. [Full Text][Citation analysis]	paper	0
2009	Rentes en cours de service : un nouveau critère dallocation dactif In: Post-Print. [Full Text][Citation analysis]	paper	0
2003	Évaluation de lengagement de lentreprise associé à un plan de stock-options In: Post-Print. [Full Text][Citation analysis]	paper	0
2009	Scénarios économiques en assurance - Modélisation et simulation In: Post-Print. [Citation analysis]	paper	3
2006	Modèles de durée - Applications actuarielles In: Post-Print. [Citation analysis]	paper	2
2010	Modèles financiers en assurance - Analyses de risque dynamiques In: Post-Print. [Citation analysis]	paper	1
2011	Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee In: Post-Print. [Full Text][Citation analysis]	paper	0
2007	Pilotage dun régime de rentes viagères In: Post-Print. [Citation analysis]	paper	0
2010	Appétence au risque : intégration au pilotage dune société dassurance In: Post-Print. [Full Text][Citation analysis]	paper	0
2011	MODEL RISK AND DETERMINATION OF SOLVENCY CAPITAL IN THE SOLVENCY 2 FRAMEWORK In: Post-Print. [Full Text][Citation analysis]	paper	0
2015	Some characteristics of an equity security next-year impairment In: Post-Print. [Full Text][Citation analysis]	paper	2
2013	Some characteristics of an equity security next-year impairment.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2	paper
2014	Some characteristics of an equity security next-year impairment.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2	paper
2015	Some characteristics of an equity security next-year impairment.(2015) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2013	Mortality : a statistical approach to detect model misspecification In: Post-Print. [Full Text][Citation analysis]	paper	2
2015	Mortality: a statistical approach to detect model misspecification.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2017	Alarm System for Credit Losses Impairment under IFRS 9 In: Post-Print. [Full Text][Citation analysis]	paper	0
2014	Alarm System for Credit Losses Impairment under IFRS 9.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2016	Alarm system for Credit Losses Impairment under IFRS 9.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2012	Les risques, les assurances et la normalisation In: Post-Print. [Citation analysis]	paper	0
2004	Financial Risk Management of a Defined Benefit Plan In: Post-Print. [Citation analysis]	paper	0
2004	Asset allocation of a pension scheme during the decumulation phase In: Post-Print. [Citation analysis]	paper	0
2005	Asset allocation: new constraints induced by the Solvency II project In: Post-Print. [Citation analysis]	paper	0
2005	Impact of the asset jumps in insurance: IFRS / Solvency II In: Post-Print. [Citation analysis]	paper	0
2008	Mesure et gestion des risques dassurance In: Post-Print. [Citation analysis]	paper	0
2008	Évaluation de contrats dassurance vie en euros : une problématique actuelle In: Post-Print. [Citation analysis]	paper	0
2005	Solvency II, IFRS : limpact des modèles dactifs retenus In: Post-Print. [Citation analysis]	paper	0
2004	Allocation dactifs dun régime de rentiers en cours de service In: Post-Print. [Citation analysis]	paper	0
2004	Approche scientifique des logiciels DFA In: Post-Print. [Citation analysis]	paper	0
2014	Dépréciations dactifs financiers en IAS 39 : quelques caractéristiques In: Post-Print. [Citation analysis]	paper	0
2016	Tree-based censored regression with applications in insurance In: Post-Print. [Full Text][Citation analysis]	paper	8
2014	Survival Analysis In: Post-Print. [Citation analysis]	paper	0
2015	Arbres de régression et de classification (CART) In: Post-Print. [Full Text][Citation analysis]	paper	1
2015	Assurance et actuariat : éléments de perspective In: Post-Print. [Citation analysis]	paper	0
2015	Les taux bas : changement de paradigme ? In: Post-Print. [Citation analysis]	paper	0
2013	Ambiguïté et aversion à lincertitude In: Post-Print. [Full Text][Citation analysis]	paper	0
2004	Les principes de valorisation des engagements sociaux In: Post-Print. [Citation analysis]	paper	0
2004	IAS 19 & 26 et les engagements à l’égard du personnel In: Post-Print. [Citation analysis]	paper	0
2011	Modélisation statistique des phénomènes de durée In: Post-Print. [Citation analysis]	paper	0
2016	A Credibility Approach of the Makeham Mortality Law In: Post-Print. [Full Text][Citation analysis]	paper	2
2005	Modèles financiers en assurance In: Post-Print. [Citation analysis]	paper	1
2015	Role of models in insurance regulation and financial reporting In: Post-Print. [Citation analysis]	paper	0
2016	About Market Consistent Valuation in Insurance In: Post-Print. [Citation analysis]	paper	0
2016	En quoi la norme comptable influence-t-elle le choix des indicateurs de risque et de performance ? In: Post-Print. [Citation analysis]	paper	0
2016	Communication financière : le prochain défi des assureurs In: Post-Print. [Full Text][Citation analysis]	paper	0
2016	Data Science en assurance : une brève incitation In: Post-Print. [Citation analysis]	paper	0
2016	Weighted CART algorithm for censored data In: Post-Print. [Citation analysis]	paper	0
2017	Dette souveraine et assurance : intérêts croisés In: Post-Print. [Full Text][Citation analysis]	paper	0
2018	Best estimate mortality tables: credibility approaches In: Post-Print. [Citation analysis]	paper	0
2018	Modelling equity securities impairment for market consistent valuation of life insurance liabilities In: Post-Print. [Citation analysis]	paper	0
2018	Modelling equity securities impairment for market consistent valuation of life insurance liabilities.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2020	Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities In: Post-Print. [Full Text][Citation analysis]	paper	3
2020	Modelling 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 nother version. Agregated cites: 3	article
2017	The instable need in accounting information: a bilingual survey and experimentation In: Post-Print. [Citation analysis]	paper	0
2017	The dynamic construction of uncertainty perceptions across languages and in financial reporting: a bilingual experimentation and online survey In: Post-Print. [Citation analysis]	paper	0
2018	The Certainty Of Uncertainty In Accounting Standards: A Bilingual Experiment And Survey In: Post-Print. [Citation analysis]	paper	0
2019	The Certainty of uncertainty in accounting standards: a bilingual experiment and survey.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2018	Modélisation de la longévité de populations d’assurés : une approche par crédibilité In: Post-Print. [Citation analysis]	paper	0
2018	Solvency ratio proxy methodology for risk management pruposes In: Post-Print. [Citation analysis]	paper	0
2017	Tables de mortalité best estimate : une approche par crédibilité In: Post-Print. [Citation analysis]	paper	0
2016	Travaux du GT proxy Solvabilité II In: Post-Print. [Citation analysis]	paper	0
2014	Dépréciation comptable d’actifs financiers – problématiques et principaux résultats obtenus In: Post-Print. [Citation analysis]	paper	0
2014	Ambiguïté et impact sur les prises de décisions en univers incertain In: Post-Print. [Citation analysis]	paper	0
2019	A Reduced-Form Model for A Life Insurance’s Net Asset Value In: Post-Print. [Citation analysis]	paper	0
2019	Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator In: Post-Print. [Citation analysis]	paper	0
2019	L’essor des évaluations financières dans la fabrique des villes In: Post-Print. [Citation analysis]	paper	0
2019	La certitude de lincertitude au cœur des normes comptables internationales : une étude expérimentale et linguistique In: Post-Print. [Citation analysis]	paper	0
2019	La valeur temps de largent : les enjeux des taux dactualisation In: Post-Print. [Citation analysis]	paper	0
2020	New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty In: Post-Print. [Citation analysis]	paper	0
2019	New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2020	IFRS 17: the sticking point of annual cohorts In: Post-Print. [Full Text][Citation analysis]	paper	0
2008	Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ? In: Post-Print. [Full Text][Citation analysis]	paper	0
2021	Approche grand angle du biais doptimisme In: Post-Print. [Citation analysis]	paper	0
2021	Discount Rates in Accounting: How Practitioners Depart the IFRS Maze. Towards the End of Determinism in Accounting In: Post-Print. [Citation analysis]	paper	0
2003	Impact 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]	paper	0
2019	Discount rates in IFRS: how practitioners depart the IFRS maze In: Working Papers. [Full Text][Citation analysis]	paper	0
2018	Théories 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]	paper	0
2020	IFRS 17 : The level of aggregation in the accounting representation of the insurance business In: Working Papers. [Full Text][Citation analysis]	paper	0
2018	Théories 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]	paper	0