Stéphane Loisel : Citation Profile


Are you Stéphane Loisel?

Université Claude Bernard (Lyon 1)

12

H index

18

i10 index

466

Citations

RESEARCH PRODUCTION:

30

Articles

256

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 29
   Journals where Stéphane Loisel has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 52 (10.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo60
   Updated: 2024-01-16    RAS profile: 2021-05-24    
   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 Stéphane Loisel.

Is cited by:

Rulliere, Didier (9)

Thérond, Pierre-Emmanuel (6)

Regis, Luca (4)

Li, Shuanming (3)

Ballotta, Laura (3)

Barsotti, Flavia (3)

Pancaro, Cosimo (3)

Kok, Christoffer (3)

Blake, David (3)

Borel-Mathurin, Fabrice (2)

Cortis, Dominic (2)

Cites to:

Blake, David (45)

Rulliere, Didier (25)

Lee, Ronald (9)

Kaishev, Vladimir (9)

Milevsky, Moshe (7)

Dhaene, Jan (5)

SALHI, Yahia (5)

De Waegenaere, Anja (4)

Biffis, Enrico (4)

Arrondel, Luc (4)

Savignac, Frédérique (4)

Main data


Where Stéphane Loisel has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics16
Risks3
Journal of Multivariate Analysis2
Revue d'économie financière2
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Post-Print / HAL235
Working Papers / HAL13
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3

Recent works citing Stéphane Loisel (2024 and 2023)


YearTitle of citing document
2023Robust Distortion Risk Measures. (2022). Vanduffel, Steven ; Pesenti, Silvana M ; Bernard, Carole. In: Papers. RePEc:arx:papers:2205.08850.

Full description at Econpapers || Download paper

2023Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668.

Full description at Econpapers || Download paper

2023Mean-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

2023Discrete-time risk models with surplus-dependent premium corrections. (2023). Wu, Xueyuan ; Li, Shuanming ; Osatakul, Dhiti. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:437:y:2023:i:c:s0096300322005690.

Full description at Econpapers || Download paper

2023Reinsurance games with two reinsurers: Tree versus chain. (2023). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:928-941.

Full description at Econpapers || Download paper

2023Maximum likelihood estimation of the Hull–White model. (2023). Rus, Toma ; Kladivko, Kamil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:227-247.

Full description at Econpapers || Download paper

2023Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32.

Full description at Econpapers || Download paper

2023Copula-based multivariate renewal model for life-cycle analysis of civil infrastructure considering multiple dependent deterioration processes. (2023). Guo, Hongyuan ; Dong, You ; Li, Yaohan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:231:y:2023:i:c:s095183202200607x.

Full description at Econpapers || Download paper

2023Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwans banking industry. (2023). Chang, Wen-Chang ; Wang, Ying-Wei ; Tsai, Pei-Hsuan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002610.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies. (2023). Olympio, Anani Ayodele ; Milhaud, Xavier ; Valla, Mathias. In: Post-Print. RePEc:hal:journl:hal-03903047.

Full description at Econpapers || Download paper

2023The Environmental Responsibility of Firms and Insurance Coverage in an Evolutionary Game. (2023). Iannucci, Gianluca ; Colivicchi, Ilaria. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:13:y:2023:i:3:d:10.1007_s13235-022-00459-7.

Full description at Econpapers || Download paper

2023Identifying scenarios for the own risk and solvency assessment of insurance companies. (2023). Aigner, Philipp. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4823.

Full description at Econpapers || Download paper

Works by Stéphane Loisel:


YearTitleTypeCited
2017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
paper4
2017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: Débats économiques et financiers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: EIOPA Financial Stability Report - Thematic Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2018Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2018Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2015Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2014Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2015Main determinants of profit sharing policy in the French life insurance industry In: Débats économiques et financiers.
[Full Text][Citation analysis]
paper11
2018Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2015Main Determinants of Profit Sharing Policy in the French Life Insurance Industry.(2015) In: PSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2015Main Determinants of Profit Sharing Policy in the French Life Insurance Industry.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2018Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry.(2018) In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2017Le risque de longévité est-il assurable ? In: Revue d'économie financière.
[Full Text][Citation analysis]
article0
2017Le risque de longévité est-il assurable ?.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Le prix du risque de longévité In: Revue d'économie financière.
[Full Text][Citation analysis]
article0
2019Le prix du risque de longévité.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Old-Age Provision: Past, Present, Future In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper1
2016Old-age provision: past, present, future.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2018Asset-Liability Management for Long-Term Insurance Business In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper9
2018Asset-liability management for long-term insurance business.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Insurance: Models, Digitalization, and Data Science In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper5
2019Insurance: models, digitalization, and data science.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2011On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula In: ASTIN Bulletin.
[Full Text][Citation analysis]
article14
2011On the Moments of the Aggregate Discounted Claims with Dependence Introduced by a FGM Copula.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2011From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital In: European Journal of Operational Research.
[Full Text][Citation analysis]
article13
2011From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2012From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2013Competition among non-life insurers under solvency constraints: A game-theoretic approach In: European Journal of Operational Research.
[Full Text][Citation analysis]
article18
2013Competition among non-life insurers under solvency constraints: A game-theoretic approach.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2013Competition among non-life insurers under solvency constraints: A game-theoretic approach.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2004Another look at the Picard-Lefevre formula for finite-time ruin probabilities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article14
2004Another look at the Picard-Lefèvre formula for finite-time ruin probabilities.(2004) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2005The win-first probability under interest force In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article3
2005The win-first probability under interest force.(2005) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2008Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2008Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin..(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2008Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article6
2009Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article1
2009Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes..(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2007Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2010Stationary-excess operator and convex stochastic orders In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2010Stationary-excess operator and convex stochastic orders.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2011Explicit ruin formulas for models with dependence among risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article46
2011Explicit ruin formulas for models with dependence among risks.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
paper
2013Estimation of the parameters of a Markov-modulated loss process in insurance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article8
2013On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2013On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2013On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2014Properties of a risk measure derived from the expected area in red In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article8
2014Properties of a risk measure derived from the expected area in red.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2015Phase-type aging modeling for health dependent costs In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2015Phase-type aging modeling for health dependent costs.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2016Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2016Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Measuring mortality heterogeneity with multi-state models and interval-censored data In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2015Measuring mortality heterogeneity with multi-state models and interval-censored data.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Longevity risk and capital markets: The 2015–16 update In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2018Longevity risk and capital markets: The 2015–16 update.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2018Do actuaries believe in longevity deceleration? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article4
2015Do actuaries believe in longevity deceleration?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020Optimal prevention strategies in the classical risk model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2020Optimal prevention strategies in the classical risk model.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Discrete Schur-constant models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article10
2015Discrete Schur-constant models.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2019Partially Schur-constant models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article1
2019Partially Schur-constant models.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Impact of Climate Change on Heat Wave Risk In: Risks.
[Full Text][Citation analysis]
article1
2013Impact of Climate Change on HeatWave Risk.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2018A Quantum-Type Approach to Non-Life Insurance Risk Modelling In: Risks.
[Full Text][Citation analysis]
article3
2018A Quantum-Type Approach to Non-Life Insurance Risk Modelling.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect In: Risks.
[Full Text][Citation analysis]
article0
2005Differentiation of some functionals of risk processes. In: Post-Print.
[Full Text][Citation analysis]
paper16
2007Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks In: Post-Print.
[Full Text][Citation analysis]
paper3
2008On Finite-Time Ruin Probabilities for Classical Risk Models In: Post-Print.
[Full Text][Citation analysis]
paper17
2009Sensitivity analysis and density estimation for finite-time ruin probabilities In: Post-Print.
[Full Text][Citation analysis]
paper1
2009Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities In: Post-Print.
[Full Text][Citation analysis]
paper10
2008On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level In: Post-Print.
[Full Text][Citation analysis]
paper0
2008Impact of correlation crises in risk theory In: Post-Print.
[Full Text][Citation analysis]
paper5
2009Construction dun algorithme daccélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II In: Post-Print.
[Full Text][Citation analysis]
paper4
2010Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation In: Post-Print.
[Full Text][Citation analysis]
paper6
2004Ruin theory with K lines of business In: Post-Print.
[Citation analysis]
paper2
2007Ruin Theory with K Lines of Business.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008From Liquidity Crisis to Correlation Crisis, and the Need for Quanls in ERM In: Post-Print.
[Citation analysis]
paper1
2009Correlation crises, ruin probabilities and related issues in ERM and Solvency II In: Post-Print.
[Citation analysis]
paper0
2008On a class of non-Gerber-Shiu, non-discounted penalty functions In: Post-Print.
[Citation analysis]
paper0
2009Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings In: Post-Print.
[Citation analysis]
paper0
2009On some path-dependent correlation models in risk theory In: Post-Print.
[Citation analysis]
paper0
2008Théorie de la ruine: introduction et exemples In: Post-Print.
[Citation analysis]
paper0
2009Fonctions de pénalité en théorie du risque In: Post-Print.
[Citation analysis]
paper0
2009Les risques et leur agrégation dans Solvabilité II et en ERM In: Post-Print.
[Citation analysis]
paper0
2008From Solvency II to ERM: tools, practical issues and research perspectives In: Post-Print.
[Citation analysis]
paper0
2008In the core of longevity risk: hidden dependence in stochastic mortality models and cut?offs in prices of longevity swaps In: Post-Print.
[Citation analysis]
paper5
2007In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2007In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2008Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes In: Post-Print.
[Citation analysis]
paper0
2008Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts In: Post-Print.
[Citation analysis]
paper0
2008In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps In: Post-Print.
[Citation analysis]
paper0
2007Repositioning Enterprise Risk Management In: Post-Print.
[Citation analysis]
paper0
2008Inter-age correlation in stochastic mortality models In: Post-Print.
[Citation analysis]
paper0
2008Titrisation des risques dAssurances, méthodes dévaluation stratégie de couverture partielle In: Post-Print.
[Citation analysis]
paper0
2007Dépendance stochastique et mesures de risque In: Post-Print.
[Citation analysis]
paper0
2007Analyse de la robustesse de la probabilité de ruine en temps fini, et marge de solvabilité pour risque destimation In: Post-Print.
[Citation analysis]
paper0
2006Sensitivity analysis and optimal reserve allocation in risk theory In: Post-Print.
[Citation analysis]
paper0
2007Sensitivity analysis and optimal reserve allocation in risk theory.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2006Differentiation of some functionals of risk processes and optimal reserve allocation In: Post-Print.
[Citation analysis]
paper14
2006Differentiation of some functionals of risk processes and optimal reserve allocation.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2006Differentiation of some functionals of risk processes and optimal reserve allocation.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2005Differentiation of some functionals of risk processes and optimal reserve allocation.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2006Problems and numerical methods in insurance and finance In: Post-Print.
[Citation analysis]
paper0
2006Titrisation du risque de longévité In: Post-Print.
[Citation analysis]
paper0
2005Sensitivity analysis of the finite-time ruin probability and of some other risk measures In: Post-Print.
[Citation analysis]
paper0
2005On the sensitivity analysis of some risk measures In: Post-Print.
[Citation analysis]
paper0
2005Problèmes liés à la prise en compte de leffet de diversification dans le cadre de Solvabilité II In: Post-Print.
[Citation analysis]
paper0
2005Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation In: Post-Print.
[Citation analysis]
paper11
2005Differentiation of functionals of risk processes and optimal reserve allocation In: Post-Print.
[Citation analysis]
paper12
2005Differentiation of functionals of risk processes and optimal reserve allocation.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2005Ruine, dividendes et allocation de réserve optimale In: Post-Print.
[Citation analysis]
paper0
2005On Solvency issues for French and Vietnamese insurers In: Post-Print.
[Citation analysis]
paper0
2005Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale In: Post-Print.
[Citation analysis]
paper0
2005Win-first probabilities and dividends with hazard rates In: Post-Print.
[Citation analysis]
paper0
2009Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula? In: Post-Print.
[Full Text][Citation analysis]
paper14
2009Correlation crises in risk theory, Solvency II and ERM In: Post-Print.
[Citation analysis]
paper0
2011Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings In: Post-Print.
[Full Text][Citation analysis]
paper3
2011Asymptotic finite?time ruin probabilities for a class of path?dependent heavy?tailed claim amounts using Poisson spacings.(2011) In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2009Solvency II: description, timeline, and update on current discussions In: Post-Print.
[Citation analysis]
paper0
2009Risk aggregation in Solvency II : bridging the gap between standard formula and internal risk models In: Post-Print.
[Citation analysis]
paper0
2012Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges In: Post-Print.
[Full Text][Citation analysis]
paper41
2010Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges.(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2009Understanding, modeling and managing longevity risk: some new challenges In: Post-Print.
[Citation analysis]
paper0
2013Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments In: Post-Print.
[Full Text][Citation analysis]
paper3
2011On finite-time ruin probabilities with reinsurance cycles influenced by large claims In: Post-Print.
[Full Text][Citation analysis]
paper2
2009Ruin probabilities with Bühlmann credibility adjusted premiums In: Post-Print.
[Citation analysis]
paper0
2009Correlation crises, model risk and ERM In: Post-Print.
[Citation analysis]
paper0
2011Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? In: Post-Print.
[Full Text][Citation analysis]
paper8
2010Dépendance stochastique en théorie du risque In: Post-Print.
[Citation analysis]
paper0
2010Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise In: Post-Print.
[Full Text][Citation analysis]
paper0
2010Joint modeling of portfolio experienced and national mortality: A co-integration based approach In: Post-Print.
[Citation analysis]
paper1
2011Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management In: Post-Print.
[Full Text][Citation analysis]
paper4
2010Solvabilité des compagnies dassurance In: Post-Print.
[Citation analysis]
paper0
2010Théorie de la ruine multivariée In: Post-Print.
[Citation analysis]
paper0
2014Théorie de la ruine multivariée.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2011Cours Bachelier sur le risque de longévité In: Post-Print.
[Citation analysis]
paper0
2011Variable annuities and surrender risk In: Post-Print.
[Citation analysis]
paper0
2011On some risk models with dependence In: Post-Print.
[Citation analysis]
paper0
2011Understanding and managing longevity risk In: Post-Print.
[Citation analysis]
paper1
2011Explicit ruin formulas for dependent risks In: Post-Print.
[Citation analysis]
paper4
2016Some mixing properties of conditionally independent processes In: Post-Print.
[Full Text][Citation analysis]
paper0
2016Some mixing properties of conditionally independent processes.(2016) In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2012La capacité de réaction et les actions de gestion des dirigeants: nécessité et difficulté de les prendre en compte dans lORSA. In: Post-Print.
[Full Text][Citation analysis]
paper0
2011Théorie de la ruine en présence de risques corrélés In: Post-Print.
[Citation analysis]
paper0
2011Surrender risk and correlation crises In: Post-Print.
[Citation analysis]
paper13
2011Méthodes daccélération de la méthode des simulations dans les simulations. In: Post-Print.
[Citation analysis]
paper0
2012On ruin models with correlated risks In: Post-Print.
[Citation analysis]
paper0
2012Ruin theory with dependent risks In: Post-Print.
[Citation analysis]
paper0
2011Explicit ruin probabilities with dependent risks In: Post-Print.
[Citation analysis]
paper2
20117 lectures on Enterprise Risk Management In: Post-Print.
[Citation analysis]
paper0
2011Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis In: Post-Print.
[Citation analysis]
paper0
2011On ruin models with dependent risks In: Post-Print.
[Citation analysis]
paper1
2012On ruin models with dependent risks.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012On ruin models with dependence In: Post-Print.
[Citation analysis]
paper0
2012Dependence models in risk theory In: Post-Print.
[Citation analysis]
paper0
2012Ruin probabilities with correlated claims In: Post-Print.
[Citation analysis]
paper0
2012ORSA in Europe and in North America In: Post-Print.
[Citation analysis]
paper0
2012Quelques problématiques de mathématiques appliquées à lactuariat. In: Post-Print.
[Citation analysis]
paper0
2012Risques corrélés en théorie du risque In: Post-Print.
[Citation analysis]
paper0
2012Théorie de la ruine et risques corrélés In: Post-Print.
[Citation analysis]
paper0
2012On the domain of validity of the DeVylder-Goovaerts conjecture In: Post-Print.
[Citation analysis]
paper0
2012ORSA et mesures de risque multi-périodiques In: Post-Print.
[Citation analysis]
paper0
2014Ruin problems with worsening risks or with infinite mean claims In: Post-Print.
[Full Text][Citation analysis]
paper0
2012Why ruin theory should be of interest for insurance practitioners and risk managers nowadays In: Post-Print.
[Full Text][Citation analysis]
paper8
2012Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean In: Post-Print.
[Citation analysis]
paper0
2012Acceleration techniques of nested simulations in insurance In: Post-Print.
[Citation analysis]
paper0
2012On ruin for worsening claims In: Post-Print.
[Citation analysis]
paper0
2012On some practical correlation issues in Enterprise Risk Management In: Post-Print.
[Citation analysis]
paper0
2012Problématiques de théorie de la ruine en univers multivarié In: Post-Print.
[Citation analysis]
paper0
2012A game-theoretic approach to non-life insurance markets In: Post-Print.
[Citation analysis]
paper0
2014A game-theoretic approach to non-life insurance markets.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Basis risk modelling: a co-integration based approach In: Post-Print.
[Full Text][Citation analysis]
paper5
2013On multiply monotone distributions, continuous or discrete, with applications In: Post-Print.
[Full Text][Citation analysis]
paper10
2014Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation In: Post-Print.
[Full Text][Citation analysis]
paper9
2015Some characteristics of an equity security next-year impairment In: Post-Print.
[Full Text][Citation analysis]
paper5
2015Some 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: 5
article
2015A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model In: Post-Print.
[Full Text][Citation analysis]
paper1
2015Index for predicting insurance claims from wind storms with an application in France In: Post-Print.
[Full Text][Citation analysis]
paper0
2015Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile In: Post-Print.
[Full Text][Citation analysis]
paper0
2017Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions In: Post-Print.
[Full Text][Citation analysis]
paper17
2014A survey of some recent results on Risk Theory In: Post-Print.
[Full Text][Citation analysis]
paper0
2017La captive, un outil dEnterprise Risk Management toujours efficient sous Solvabilité II? In: Post-Print.
[Citation analysis]
paper0
2018Markov Property in Discrete Schur-constant Models In: Post-Print.
[Citation analysis]
paper2
2017On finite exchangeable sequences and their dependence In: Post-Print.
[Citation analysis]
paper1
2016Ex-ante Model Validation and Back-Testing In: Post-Print.
[Citation analysis]
paper0
2016Models and Behaviour of Stakeholders In: Post-Print.
[Citation analysis]
paper0
2014Théorie de la ruine In: Post-Print.
[Citation analysis]
paper0
2014Solvabilité In: Post-Print.
[Citation analysis]
paper0
2018ERM and Analytics In: Post-Print.
[Citation analysis]
paper0
2018On the reevaluation of the Solvency Capital Requirement after a large shock In: Post-Print.
[Citation analysis]
paper0
2018On the reevaluation of the Solvency Capital Requirement after a large shock.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2018Solutions to biometric, mortality and longevity risk In: Post-Print.
[Citation analysis]
paper0
2018Recent longevity transfer solutions In: Post-Print.
[Citation analysis]
paper0
2018Modélisation, surveillance et transfert du risque de longévité In: Post-Print.
[Citation analysis]
paper0
2018Monitoring actuarial assumptions in life insurance In: Post-Print.
[Citation analysis]
paper0
2017Monitoring actuarial assumptions in life insurance.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels In: Post-Print.
[Citation analysis]
paper0
2017Discrete Schur-Constant Models in Insurance In: Post-Print.
[Citation analysis]
paper0
2017Monitoring actuarial assumptions in insurance In: Post-Print.
[Citation analysis]
paper0
2017Short course on ERM In: Post-Print.
[Citation analysis]
paper0
2017Data analytics and innovations in insurance In: Post-Print.
[Citation analysis]
paper0
2017Quickest detection of change in actuarial assumptions In: Post-Print.
[Citation analysis]
paper0
2016Online monitoring of longevity and actuarial assumptions In: Post-Print.
[Citation analysis]
paper0
2016Online monitoring of longevity and actuarial assumptions.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles In: Post-Print.
[Citation analysis]
paper0
2016Online monitoring of actuarial assumptions In: Post-Print.
[Citation analysis]
paper0
2016Online monitoring of actuarial assumptions.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Quickest detection strategy for changes in longevity patterns and longevity risk management In: Post-Print.
[Citation analysis]
paper0
2016Quickest detection of some changes in longevity patterns In: Post-Print.
[Citation analysis]
paper0
2014Quickest detection of some changes in longevity patterns.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016ERM for insurance companies In: Post-Print.
[Citation analysis]
paper0
2016Several problems in ruin theory In: Post-Print.
[Citation analysis]
paper0
2015On some longevity modelling and monitoring issues In: Post-Print.
[Citation analysis]
paper0
2015On some longevity modelling and monitoring issues.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015On some longevity modelling and monitoring issues.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015On some longevity modelling and monitoring issues.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015On some robustness and some uncertainty issues in ruin theory In: Post-Print.
[Citation analysis]
paper0
2015On some robustness and some uncertainty issues in ruin theory.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015ERM and Solvency II In: Post-Print.
[Citation analysis]
paper0
2014Impairments of financial securities & News from LoLitA In: Post-Print.
[Citation analysis]
paper0
2014On Schur-constant models In: Post-Print.
[Citation analysis]
paper0
2014Fast Change Detection on Proportional Two-Population Hazard Rates In: Post-Print.
[Citation analysis]
paper0
2014Fast Change Detection on Proportional Two-Population Hazard Rates.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014Fast Change Detection on Proportional Two-Population Hazard Rates.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014Fast Change Detection on Proportional Two-Population Hazard Rates.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014Mesures de risque et theorie de la ruine In: Post-Print.
[Citation analysis]
paper0
2014Key Risk Indicators and quickest detection problems In: Post-Print.
[Citation analysis]
paper0
2014Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory In: Post-Print.
[Citation analysis]
paper0
2014Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014Understanding, modeling and managing longevity risk In: Post-Print.
[Citation analysis]
paper0
2015On a quickest detection problem for longevity risk with two populations In: Post-Print.
[Citation analysis]
paper0
2015On a quickest detection problem for longevity risk with two populations.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Risque de longévité et surveillance de portefeuille In: Post-Print.
[Citation analysis]
paper0
2018How to design longevity /mortality KRI’s from Cusum In: Post-Print.
[Citation analysis]
paper0
2018Mouvements des régiments sur le front durant toute la période de guerre : cartographie et choix stratégiques du haut commandement In: Post-Print.
[Citation analysis]
paper0
2018On discrete Schur-constant vectors, with applications In: Post-Print.
[Citation analysis]
paper0
2018Attitudes face au risque et face à l’analytics In: Post-Print.
[Citation analysis]
paper0
2020Health-policyholder clustering using health consumption In: Post-Print.
[Full Text][Citation analysis]
paper0
2020Optimal prevention of large risks with two types of claims In: Post-Print.
[Full Text][Citation analysis]
paper0
2019Quickest detection of change in intensity and longevity risk management In: Post-Print.
[Citation analysis]
paper0
2019Quickest detection of change in intensity and longevity risk management.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Quickest detection of change in intensity and longevity risk management.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Quickest detection of actuarial assumptions and longevity risk management In: Post-Print.
[Citation analysis]
paper0
2019Quickest detection of actuarial assumptions and longevity risk management.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019On detection and longevity In: Post-Print.
[Citation analysis]
paper0
2019Market inconsistencies of the MCEV In: Post-Print.
[Citation analysis]
paper0
2019Reevaluation of the capital charge after a large shock In: Post-Print.
[Citation analysis]
paper0
2019How to design KRI’s from cusum in practice? In: Post-Print.
[Citation analysis]
paper0
2019On quickest detection issues for longevity risk In: Post-Print.
[Citation analysis]
paper0
2019On detection problems related to longevity risk management In: Post-Print.
[Citation analysis]
paper0
2019From cusum strategy to longevity risk indicators In: Post-Print.
[Citation analysis]
paper0
2019Probabilités et coupe du monde féminine de la FIFA In: Post-Print.
[Citation analysis]
paper0
2019A longevity adventure with Nicole and LoLitA In: Post-Print.
[Citation analysis]
paper0
2019Obfuscation and honesty, and their effect on distribution channel choices In: Post-Print.
[Citation analysis]
paper0
2019On insurtech innovations In: Post-Print.
[Citation analysis]
paper0
2020Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions In: Post-Print.
[Citation analysis]
paper1
2020Bounding basis risk using s-convex orders on Beta-unimodal distributions.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020On ruin theory with prevention In: Post-Print.
[Citation analysis]
paper0
2020On customer behaviour in insurance In: Post-Print.
[Citation analysis]
paper0
2020Quickest detection in presence of seasonality: an illustration with call center data In: Post-Print.
[Citation analysis]
paper0
2020Quickest detection in practice in presence of seasonality: an illustration with call center data In: Post-Print.
[Citation analysis]
paper0
2020Attitudes towards analytics in the insurance and banking sectors In: Post-Print.
[Citation analysis]
paper0
2020Attitudes of supervisors with respect to AI and potential new insurance products In: Post-Print.
[Citation analysis]
paper0
2020Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM In: Post-Print.
[Citation analysis]
paper0
2020Longevity risk and quickest detection problem: from theory to practice In: Post-Print.
[Citation analysis]
paper0
2020Stable value : a contract at the interplay between insurance and finance In: Post-Print.
[Citation analysis]
paper0
2020On recent advances in sustainable actuarial science In: Post-Print.
[Citation analysis]
paper0
2020On customer behaviour in insurance and behavioural experiments In: Post-Print.
[Citation analysis]
paper0
2020Quickest detection of changes in longevity patterns In: Post-Print.
[Citation analysis]
paper0
2009A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins In: Working Papers.
[Full Text][Citation analysis]
paper1
2010Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA In: Working Papers.
[Full Text][Citation analysis]
paper3
2013Convex extrema for nonincreasing discrete distributions: effects of convexity constraints In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Wind Storm Risk Management In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels In: Working Papers.
[Full Text][Citation analysis]
paper0
2020MODELISATION DES CHOCS BIOMERIQUES EN ASSURANCE DE PERSONNES In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Locality in time of the European insurance regulation risk-neutral valuation framework, a pre-and post-Covid analysis and further developments 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 December, 10 2023. Contact: CitEc Team