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: 1
   Journals where Pierre-Emmanuel Thérond has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 9 (23.08 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth190
   Updated: 2023-05-27    RAS profile: 2022-05-24
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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)

Loisel, Stéphane (2)

Couture, Stéphane (1)

Faleh, Alaeddine (1)

Blake, David (1)

Rulliere, Didier (1)

Antonio, Katrien (1)

Cites to:

Loisel, Stéphane (6)

PLANCHET, Frédéric (6)

merton, robert (2)

Norden, Lars (2)

Vickery, James (2)

Goldsmith-Pinkham, Paul (2)

Benmelech, Efraim (2)

Lee, Ronald (2)

Weber, Martin (2)

Vanduffel, Steven (2)

Dhaene, Jan (2)

Main data

Where Pierre-Emmanuel Thérond has published?

Journals with more than one article published	# docs
ASTIN Bulletin	2

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	76
Working Papers / HAL	6

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

Year	Title of citing document
2021	A 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
2022	Estimation 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
2022	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
2021	Micro-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
2021	Cyber 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
2021	Longevity 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
2021	On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. (2021). Sehner, Thorsten ; Chen, AN ; Bacinello, Anna Rita ; Millossovich, Pietro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:20-:d:478258. Full description at Econpapers \|\| Download paper
2022	Vulnerability of Maize Farming Systems to Climate Change: Farmers’ Opinions Differ about the Relevance of Adaptation Strategies. (2022). Willaume, Magali ; Bergez, Jacques-Eric ; Albert, Marine ; Couture, Stephane. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8275-:d:856951. Full description at Econpapers \|\| Download paper
2021	Dynamic Bivariate Mortality Modelling. (2021). Wang, Shihua ; Salhi, Yahia ; Jiao, Ying. In: Working Papers. RePEc:hal:wpaper:hal-03244324. Full description at Econpapers \|\| Download paper
2022	Dynamic Bivariate Mortality Modelling. (2022). Jiao, Ying ; Wang, Shihua ; Salhi, Yahia. 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
2021	A 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:

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 another 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 another version. Agregated cites: 4	paper
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
2007	Allocation 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]	paper	1
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 another version. Agregated cites: 2	paper
2014	Some characteristics of an equity security next-year impairment.(2014) In: Post-Print. [Citation analysis] This paper has another 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 another 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 another 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 another version. Agregated cites: 0	paper
2016	Alarm system for Credit Losses Impairment under IFRS 9.(2016) In: Post-Print. [Citation analysis] This paper has another 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	6
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 another 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	2
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 another version. Agregated cites: 2	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 another 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 another 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. [Full Text][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