12
H index
18
i10 index
465
Citations
Stéphane Loisel : Citation Profile
Université Claude Bernard (Lyon 1) | RESEARCH PRODUCTION: 30 Articles 255 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 2020). 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:
| Cites to:
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Main data
Where Stéphane Loisel has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 16 |
| Risks | 3 |
| Revue d'économie financière | 2 |
| Journal of Multivariate Analysis | 2 |
| European Journal of Operational Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 234 |
| Working Papers / HAL | 13 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 3 |
Recent works citing Stéphane Loisel (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034. 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 | Collaborative Insurance Sustainability and Network Structure. (2021). Vermet, Franck ; Ratz, Philipp ; Lowe, Matthias ; Kouakou, Lariosse ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2107.02764. Full description at Econpapers || Download paper |
| 2022 | Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Papers. RePEc:arx:papers:2109.13796. Full description at Econpapers || Download paper |
| 2023 | Robust Distortion Risk Measures. (2022). Vanduffel, Steven ; Pesenti, Silvana M ; Bernard, Carole. In: Papers. RePEc:arx:papers:2205.08850. Full description at Econpapers || Download paper |
| 2023 | Ruin 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 |
| 2022 | An Analysis of Financial Conglomerate Resilience: A Perspective on bancassurance in France. (2022). Pouvelle, Cyril. In: Débats économiques et financiers. RePEc:bfr:decfin:39. Full description at Econpapers || Download paper |
| 2023 | Discrete-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 |
| 2022 | Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (2022). Marceau, Etienne ; Cossette, Helene ; Blier-Wong, Christopher. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s016794732200086x. Full description at Econpapers || Download paper |
| 2022 | Moment and polynomial bounds for ruin-related quantities in risk theory. (2022). Kawai, Reiichiro ; He, Yue. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1255-1271. Full description at Econpapers || Download paper |
| 2023 | Reinsurance 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 |
| 2023 | Maximum 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 |
| 2022 | Risk aggregation and capital allocation using a new generalized Archimedean copula. (2022). Moutanabbir, Khouzeima ; Marri, Fouad. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:75-90. Full description at Econpapers || Download paper |
| 2022 | A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (2022). Woo, Jae-Kyung ; Liu, Haibo ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:96-118. Full description at Econpapers || Download paper |
| 2022 | Mortality modeling and regression with matrix distributions. (2022). Yslas, Jorge ; Bladt, Mogens ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:68-87. Full description at Econpapers || Download paper |
| 2022 | Sensitivity-implied tail-correlation matrices. (2022). Schlutter, Sebastian ; Paulusch, Joachim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002843. Full description at Econpapers || Download paper |
| 2023 | Copula-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 |
| 2023 | Hybrid 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 |
| 2022 | New characterizations of bivariate discrete Schur-constant models. (2022). Mulinacci, Sabrina ; Kolev, Nikolai. In: Statistics & Probability Letters. RePEc:eee:stapro:v:180:y:2022:i:c:s0167715221001954. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2022 | Pricing Longevity Bonds under a Credibility Framework with Limited Available Data. (2022). Pitselis, Georgios ; Badounas, Ioannis ; Bozikas, Apostolos. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:96-:d:808361. Full description at Econpapers || Download paper |
| 2022 | Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System. (2022). Sosvilla-Rivero, Simon ; Perez-Rodriguez, Jorge V ; Gomez-Deniz, Emilio. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:120-:d:835723. Full description at Econpapers || Download paper |
| 2022 | The Copula Derived from the SAHARA Utility Function. (2022). Spreeuw, Jaap. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:7:p:133-:d:849518. Full description at Econpapers || Download paper |
| 2022 | Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models. (2022). Ziveyi, Jonathan ; Villegas, Andres M ; Sherris, Michael ; Huang, Zhiping. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:183-:d:915479. Full description at Econpapers || Download paper |
| 2022 | Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. (2022). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-03327710. Full description at Econpapers || Download paper |
| 2022 | Economic Scenario Generators: a risk management tool for insurance. (2022). Mehalla, Sophian ; Lapeyre, Bernard ; Boumezoued, Alexandre ; Arrouy, Pierre-Edouard. In: Post-Print. RePEc:hal:journl:hal-03671943. Full description at Econpapers || Download paper |
| 2023 | Including 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 |
| 2022 | Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-03327710. Full description at Econpapers || Download paper |
| 2022 | Economic Scenario Generators: a risk management tool for insurance. (2022). Mehalla, Sophian ; Lapeyre, Bernard ; Boumezoued, Alexandre ; Arrouy, Pierre-Edouard. In: Working Papers. RePEc:hal:wpaper:hal-03671943. Full description at Econpapers || Download paper |
| 2022 | The impact of artificial intelligence along the insurance value chain and on the insurability of risks. (2022). Staubli, Julian ; Nuessle, Davide ; Eling, Martin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:2:d:10.1057_s41288-020-00201-7. Full description at Econpapers || Download paper |
| 2023 | The 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 |
| 2022 | Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling. (2022). Moutanabbir, Khouzeima ; Abdelrahman, Hassan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09875-5. Full description at Econpapers || Download paper |
| 2022 | On a Markovian Game Model for Competitive Insurance Pricing. (2022). Mouminoux, Claire ; Albrecher, Hansjoerg ; Loisel, Stephane ; Dutang, Christophe. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09906-1. Full description at Econpapers || Download paper |
| 2022 | On The Randomized Schmitter Problem. (2022). Albrecher, Hansjorg ; Araujo-Acuna, Jose Carlos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09910-5. Full description at Econpapers || Download paper |
| 2022 | Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red. (2022). Callant, Julien ; Zuyderhoff, Pierre ; Trufin, Julien. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09915-0. Full description at Econpapers || Download paper |
| 2022 | Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model. (2022). Baltazar-Larios, F ; Judith, Luz. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09932-7. 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 |
| 2023 | Identifying 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Reevaluation 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 another version. Agregated cites: 4 | paper | |
| 2017 | Re-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 another version. Agregated cites: 4 | paper | |
| 2018 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2018 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Main determinants of profit sharing policy in the French life insurance industry In: Débats économiques et financiers. [Full Text][Citation analysis] | paper | 11 |
| 2018 | Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Main Determinants of Profit Sharing Policy in the French Life Insurance Industry.(2015) In: PSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Main Determinants of Profit Sharing Policy in the French Life Insurance Industry.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2018 | Main 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 another version. Agregated cites: 11 | article | |
| 2017 | Le risque de longévité est-il assurable ? In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2017 | Le risque de longévité est-il assurable ?.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Le prix du risque de longévité In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2019 | Le prix du risque de longévité.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Old-Age Provision: Past, Present, Future In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Old-age provision: past, present, future.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Asset-Liability Management for Long-Term Insurance Business In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2018 | Asset-liability management for long-term insurance business.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2019 | Insurance: Models, Digitalization, and Data Science In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Insurance: models, digitalization, and data science.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 14 |
| 2011 | On 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 another version. Agregated cites: 14 | paper | |
| 2011 | From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 13 |
| 2011 | From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2012 | From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Competition among non-life insurers under solvency constraints: A game-theoretic approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 18 |
| 2013 | Competition among non-life insurers under solvency constraints: A game-theoretic approach.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Competition among non-life insurers under solvency constraints: A game-theoretic approach.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2004 | Another look at the Picard-Lefevre formula for finite-time ruin probabilities In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 14 |
| 2004 | Another look at the Picard-Lefèvre formula for finite-time ruin probabilities.(2004) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2005 | The win-first probability under interest force In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2005 | The win-first probability under interest force.(2005) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2008 | Robustness 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 another version. Agregated cites: 5 | paper | |
| 2008 | Impact 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] | article | 6 |
| 2009 | Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Convergence 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 another version. Agregated cites: 1 | paper | |
| 2007 | Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Stationary-excess operator and convex stochastic orders In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2010 | Stationary-excess operator and convex stochastic orders.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | Explicit ruin formulas for models with dependence among risks In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 46 |
| 2011 | Explicit ruin formulas for models with dependence among risks.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2013 | Estimation of the parameters of a Markov-modulated loss process in insurance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
| 2013 | On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2013 | On 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 another version. Agregated cites: 5 | paper | |
| 2013 | On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Properties of a risk measure derived from the expected area in red In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Properties of a risk measure derived from the expected area in red.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2015 | Phase-type aging modeling for health dependent costs In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Phase-type aging modeling for health dependent costs.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Measuring mortality heterogeneity with multi-state models and interval-censored data In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Measuring mortality heterogeneity with multi-state models and interval-censored data.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Longevity risk and capital markets: The 2015–16 update In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Longevity risk and capital markets: The 2015–16 update.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Do actuaries believe in longevity deceleration? In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2015 | Do actuaries believe in longevity deceleration?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2020 | Optimal prevention strategies in the classical risk model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Optimal prevention strategies in the classical risk model.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Discrete Schur-constant models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 10 |
| 2015 | Discrete Schur-constant models.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | Partially Schur-constant models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2019 | Partially Schur-constant models.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Impact of Climate Change on Heat Wave Risk In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2013 | Impact of Climate Change on HeatWave Risk.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | A Quantum-Type Approach to Non-Life Insurance Risk Modelling In: Risks. [Full Text][Citation analysis] | article | 3 |
| 2018 | A Quantum-Type Approach to Non-Life Insurance Risk Modelling.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2020 | Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2005 | Differentiation of some functionals of risk processes. In: Post-Print. [Full Text][Citation analysis] | paper | 16 |
| 2007 | Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2008 | On Finite-Time Ruin Probabilities for Classical Risk Models In: Post-Print. [Full Text][Citation analysis] | paper | 17 |
| 2009 | Sensitivity analysis and density estimation for finite-time ruin probabilities In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities In: Post-Print. [Full Text][Citation analysis] | paper | 10 |
| 2008 | On 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] | paper | 0 |
| 2008 | Impact of correlation crises in risk theory In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Construction 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] | paper | 4 |
| 2010 | Asymptotic 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] | paper | 6 |
| 2004 | Ruin theory with K lines of business In: Post-Print. [Citation analysis] | paper | 2 |
| 2007 | Ruin Theory with K Lines of Business.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | From Liquidity Crisis to Correlation Crisis, and the Need for Quanls in ERM In: Post-Print. [Citation analysis] | paper | 1 |
| 2009 | Correlation crises, ruin probabilities and related issues in ERM and Solvency II In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | On a class of non-Gerber-Shiu, non-discounted penalty functions In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | On some path-dependent correlation models in risk theory In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Théorie de la ruine: introduction et exemples In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Fonctions de pénalité en théorie du risque In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Les risques et leur agrégation dans Solvabilité II et en ERM In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | From Solvency II to ERM: tools, practical issues and research perspectives In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Repositioning Enterprise Risk Management In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Inter-age correlation in stochastic mortality models In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Titrisation des risques dAssurances, méthodes dévaluation stratégie de couverture partielle In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Dépendance stochastique et mesures de risque In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps In: Post-Print. [Citation analysis] | paper | 5 |
| 2007 | In 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 another version. Agregated cites: 5 | paper | |
| 2007 | Analyse de la robustesse de la probabilité de ruine en temps fini, et marge de solvabilité pour risque destimation In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Sensitivity analysis and optimal reserve allocation in risk theory In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Sensitivity analysis and optimal reserve allocation in risk theory.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Differentiation of some functionals of risk processes and optimal reserve allocation In: Post-Print. [Citation analysis] | paper | 14 |
| 2006 | Differentiation of some functionals of risk processes and optimal reserve allocation.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2006 | Differentiation of some functionals of risk processes and optimal reserve allocation.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2005 | Differentiation of some functionals of risk processes and optimal reserve allocation.(2005) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2006 | Problems and numerical methods in insurance and finance In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Titrisation du risque de longévité In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Sensitivity analysis of the finite-time ruin probability and of some other risk measures In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | On the sensitivity analysis of some risk measures In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Problèmes liés à la prise en compte de leffet de diversification dans le cadre de Solvabilité II In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation In: Post-Print. [Citation analysis] | paper | 10 |
| 2005 | Differentiation of functionals of risk processes and optimal reserve allocation In: Post-Print. [Citation analysis] | paper | 12 |
| 2005 | Differentiation of functionals of risk processes and optimal reserve allocation.(2005) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2005 | Ruine, dividendes et allocation de réserve optimale In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | On Solvency issues for French and Vietnamese insurers In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Win-first probabilities and dividends with hazard rates In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Risk 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] | paper | 14 |
| 2009 | Correlation crises in risk theory, Solvency II and ERM In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Asymptotic 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 another version. Agregated cites: 3 | article | |
| 2009 | Solvency II: description, timeline, and update on current discussions In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Risk aggregation in Solvency II : bridging the gap between standard formula and internal risk models In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges In: Post-Print. [Full Text][Citation analysis] | paper | 41 |
| 2010 | Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2009 | Understanding, modeling and managing longevity risk: some new challenges In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2011 | On finite-time ruin probabilities with reinsurance cycles influenced by large claims In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Ruin probabilities with Bühlmann credibility adjusted premiums In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Correlation crises, model risk and ERM In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? In: Post-Print. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Dépendance stochastique en théorie du risque In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Joint modeling of portfolio experienced and national mortality: A co-integration based approach In: Post-Print. [Citation analysis] | paper | 1 |
| 2011 | Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Solvabilité des compagnies dassurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Théorie de la ruine multivariée In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Théorie de la ruine multivariée.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Cours Bachelier sur le risque de longévité In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Variable annuities and surrender risk In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | On some risk models with dependence In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Understanding and managing longevity risk In: Post-Print. [Citation analysis] | paper | 1 |
| 2011 | Explicit ruin formulas for dependent risks In: Post-Print. [Citation analysis] | paper | 4 |
| 2016 | Some mixing properties of conditionally independent processes In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Some mixing properties of conditionally independent processes.(2016) In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | La 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] | paper | 0 |
| 2011 | Théorie de la ruine en présence de risques corrélés In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Surrender risk and correlation crises In: Post-Print. [Citation analysis] | paper | 13 |
| 2011 | Méthodes daccélération de la méthode des simulations dans les simulations. In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | On ruin models with correlated risks In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Ruin theory with dependent risks In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Explicit ruin probabilities with dependent risks In: Post-Print. [Citation analysis] | paper | 2 |
| 2011 | 7 lectures on Enterprise Risk Management In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | On ruin models with dependent risks In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | On ruin models with dependent risks.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | On ruin models with dependence In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Dependence models in risk theory In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Ruin probabilities with correlated claims In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | ORSA in Europe and in North America In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Quelques problématiques de mathématiques appliquées à lactuariat. In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Risques corrélés en théorie du risque In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Théorie de la ruine et risques corrélés In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | On the domain of validity of the DeVylder-Goovaerts conjecture In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | ORSA et mesures de risque multi-périodiques In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Ruin problems with worsening risks or with infinite mean claims In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Why ruin theory should be of interest for insurance practitioners and risk managers nowadays In: Post-Print. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Acceleration techniques of nested simulations in insurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | On ruin for worsening claims In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | On some practical correlation issues in Enterprise Risk Management In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Problématiques de théorie de la ruine en univers multivarié In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | A game-theoretic approach to non-life insurance markets In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | A game-theoretic approach to non-life insurance markets.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Basis risk modelling: a co-integration based approach In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2013 | On multiply monotone distributions, continuous or discrete, with applications In: Post-Print. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation In: Post-Print. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Some characteristics of an equity security next-year impairment In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | article | |
| 2015 | A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Index for predicting insurance claims from wind storms with an application in France In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions In: Post-Print. [Full Text][Citation analysis] | paper | 17 |
| 2014 | A survey of some recent results on Risk Theory In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2017 | La captive, un outil dEnterprise Risk Management toujours efficient sous Solvabilité II? In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Markov Property in Discrete Schur-constant Models In: Post-Print. [Citation analysis] | paper | 2 |
| 2017 | On finite exchangeable sequences and their dependence In: Post-Print. [Citation analysis] | paper | 1 |
| 2016 | Ex-ante Model Validation and Back-Testing In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Models and Behaviour of Stakeholders In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Théorie de la ruine In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Solvabilité In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | ERM and Analytics In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | On the reevaluation of the Solvency Capital Requirement after a large shock In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | On the reevaluation of the Solvency Capital Requirement after a large shock.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Solutions to biometric, mortality and longevity risk In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Recent longevity transfer solutions In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Modélisation, surveillance et transfert du risque de longévité In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Monitoring actuarial assumptions in life insurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Monitoring actuarial assumptions in life insurance.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Discrete Schur-Constant Models in Insurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Monitoring actuarial assumptions in insurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Short course on ERM In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Data analytics and innovations in insurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Quickest detection of change in actuarial assumptions In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Online monitoring of longevity and actuarial assumptions In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Online monitoring of longevity and actuarial assumptions.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Online monitoring of actuarial assumptions In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Online monitoring of actuarial assumptions.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Quickest detection strategy for changes in longevity patterns and longevity risk management In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Quickest detection of some changes in longevity patterns In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Quickest detection of some changes in longevity patterns.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | ERM for insurance companies In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Several problems in ruin theory In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | On some longevity modelling and monitoring issues In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | On some longevity modelling and monitoring issues.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | On some longevity modelling and monitoring issues.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | On some longevity modelling and monitoring issues.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | On some robustness and some uncertainty issues in ruin theory In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | On some robustness and some uncertainty issues in ruin theory.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | ERM and Solvency II In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Impairments of financial securities & News from LoLitA In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | On Schur-constant models In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Fast Change Detection on Proportional Two-Population Hazard Rates In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Fast Change Detection on Proportional Two-Population Hazard Rates.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Fast Change Detection on Proportional Two-Population Hazard Rates.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Fast Change Detection on Proportional Two-Population Hazard Rates.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Mesures de risque et theorie de la ruine In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Key Risk Indicators and quickest detection problems In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Understanding, modeling and managing longevity risk In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | On a quickest detection problem for longevity risk with two populations In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | On a quickest detection problem for longevity risk with two populations.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Risque de longévité et surveillance de portefeuille In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | How to design longevity /mortality KRI’s from Cusum In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Mouvements des régiments sur le front durant toute la période de guerre : cartographie et choix stratégiques du haut commandement In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | On discrete Schur-constant vectors, with applications In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Attitudes face au risque et face à l’analytics In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Health-policyholder clustering using health consumption In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Optimal prevention of large risks with two types of claims In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Quickest detection of change in intensity and longevity risk management In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Quickest detection of change in intensity and longevity risk management.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Quickest detection of change in intensity and longevity risk management.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Quickest detection of actuarial assumptions and longevity risk management In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Quickest detection of actuarial assumptions and longevity risk management.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | On detection and longevity In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Market inconsistencies of the MCEV In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Reevaluation of the capital charge after a large shock In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | How to design KRI’s from cusum in practice? In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | On quickest detection issues for longevity risk In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | On detection problems related to longevity risk management In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | From cusum strategy to longevity risk indicators In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Probabilités et coupe du monde féminine de la FIFA In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | A longevity adventure with Nicole and LoLitA In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Obfuscation and honesty, and their effect on distribution channel choices In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | On insurtech innovations In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions In: Post-Print. [Citation analysis] | paper | 1 |
| 2020 | Bounding basis risk using s-convex orders on Beta-unimodal distributions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | On ruin theory with prevention In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | On customer behaviour in insurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Quickest detection in presence of seasonality: an illustration with call center data In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Quickest detection in practice in presence of seasonality: an illustration with call center data In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Attitudes towards analytics in the insurance and banking sectors In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Attitudes of supervisors with respect to AI and potential new insurance products In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Longevity risk and quickest detection problem: from theory to practice In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Stable value : a contract at the interplay between insurance and finance In: Post-Print. [Citation analysis] | paper | 0 |
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| 2020 | On customer behaviour in insurance and behavioural experiments In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Quickest detection of changes in longevity patterns In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Convex extrema for nonincreasing discrete distributions: effects of convexity constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Wind Storm Risk Management In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | MODELISATION DES CHOCS BIOMERIQUES EN ASSURANCE DE PERSONNES In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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