Pierre-Emmanuel Thérond : Citation Profile

Are you Pierre-Emmanuel Thérond?

Université Claude Bernard (Lyon 1)

3

H index

0

i10 index

42

Citations

RESEARCH PRODUCTION:

7

Articles

81

Papers

RESEARCH ACTIVITY:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth190
   Updated: 2024-11-04    RAS profile: 2024-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

PLANCHET, Frédéric (7)

Antonio, Katrien (3)

Loisel, Stéphane (2)

Okhrin, Ostap (1)

Blake, David (1)

Eling, Martin (1)

Couture, Stéphane (1)

Rulliere, Didier (1)

Faleh, Alaeddine (1)

Delong, Łukasz (1)

Cites to:

Loisel, Stéphane (6)

PLANCHET, Frédéric (5)

Vickery, James (2)

Weber, Martin (2)

Goldsmith-Pinkham, Paul (2)

Norden, Lars (2)

Benmelech, Efraim (2)

Lee, Ronald (2)

Wu, Liuren (1)

Escobar Anel, Marcos (1)

merton, robert (1)

Main data

Where Pierre-Emmanuel Thérond has published?

Journals with more than one article published# docs
ASTIN Bulletin4

Working Papers Series with more than one paper published# docs
Post-Print / HAL75
Working Papers / HAL6

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

YearTitle of citing document
2023Individual Claims Reserving using Activation Patterns. (2022). Cossette, H'Elene ; Pigeon, Mathieu ; Michaelides, Marie. In: Papers. RePEc:arx:papers:2208.08430.

Full description at Econpapers || Download paper

2023Transaction time models in multi-state life insurance. (2022). Sandqvist, Oliver Lunding ; Furrer, Christian ; Buchardt, Kristian. In: Papers. RePEc:arx:papers:2209.06902.

Full description at Econpapers || Download paper

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

2023Modelling economic losses from earthquakes using regression forests: Application to parametric insurance. (2023). Liu, Yifei ; Zhang, Minghui ; Gu, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001621.

Full description at Econpapers || Download paper

Works by Pierre-Emmanuel Thérond:

YearTitleTypeCited
2014DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT In: ASTIN Bulletin.
[Full Text][Citation analysis]		article2
2014Distortion risk measures, ambiguity aversion and optimal effort.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY In: ASTIN Bulletin.
[Full Text][Citation analysis]		article4
2018Age-Specific Adjustment of Graduated Mortality.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS In: ASTIN Bulletin.
[Full Text][Citation analysis]		article9
2019A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS – ERRATUM In: ASTIN Bulletin.
[Full Text][Citation analysis]		article1
2011Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
2008Perturbations extrêmes sur la dérive de mortalité anticipée In: Post-Print.
[Full Text][Citation analysis]		paper0
2005Simulation de trajectoires de processus continus In: Post-Print.
[Full Text][Citation analysis]		paper1
2007Provisions techniques et capital de solvabilité dune compagnie dassurance : méthodologie dutilisation de Value-at-Risk In: Post-Print.
[Full Text][Citation analysis]		paper0
2009Rentes en cours de service : un nouveau critère dallocation dactif In: Post-Print.
[Full Text][Citation analysis]		paper0
2003Évaluation de lengagement de lentreprise associé à un plan de stock-options In: Post-Print.
[Full Text][Citation analysis]		paper0
2009Scénarios économiques en assurance - Modélisation et simulation In: Post-Print.
[Citation analysis]		paper3
2006Modèles de durée - Applications actuarielles In: Post-Print.
[Citation analysis]		paper2
2010Modèles financiers en assurance - Analyses de risque dynamiques In: Post-Print.
[Citation analysis]		paper1
2011Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee In: Post-Print.
[Full Text][Citation analysis]		paper0
2007Pilotage dun régime de rentes viagères In: Post-Print.
[Citation analysis]		paper0
2010Appétence au risque : intégration au pilotage dune société dassurance In: Post-Print.
[Full Text][Citation analysis]		paper0
2011MODEL RISK AND DETERMINATION OF SOLVENCY CAPITAL IN THE SOLVENCY 2 FRAMEWORK In: Post-Print.
[Full Text][Citation analysis]		paper0
2015Some characteristics of an equity security next-year impairment In: Post-Print.
[Full Text][Citation analysis]		paper2
2013Some characteristics of an equity security next-year impairment.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Some characteristics of an equity security next-year impairment.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Some characteristics of an equity security next-year impairment.(2015) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2013Mortality : a statistical approach to detect model misspecification In: Post-Print.
[Full Text][Citation analysis]		paper2
2015Mortality: a statistical approach to detect model misspecification.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Alarm System for Credit Losses Impairment under IFRS 9 In: Post-Print.
[Full Text][Citation analysis]		paper0
2014Alarm System for Credit Losses Impairment under IFRS 9.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Alarm system for Credit Losses Impairment under IFRS 9.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012Les risques, les assurances et la normalisation In: Post-Print.
[Citation analysis]		paper0
2004Financial Risk Management of a Defined Benefit Plan In: Post-Print.
[Citation analysis]		paper0
2004Asset allocation of a pension scheme during the decumulation phase In: Post-Print.
[Citation analysis]		paper0
2005Asset allocation: new constraints induced by the Solvency II project In: Post-Print.
[Citation analysis]		paper0
2005Impact of the asset jumps in insurance: IFRS / Solvency II In: Post-Print.
[Citation analysis]		paper0
2008Mesure et gestion des risques dassurance In: Post-Print.
[Citation analysis]		paper0
2008Évaluation de contrats dassurance vie en euros : une problématique actuelle In: Post-Print.
[Citation analysis]		paper0
2005Solvency II, IFRS : limpact des modèles dactifs retenus In: Post-Print.
[Citation analysis]		paper0
2004Allocation dactifs dun régime de rentiers en cours de service In: Post-Print.
[Citation analysis]		paper0
2004Approche scientifique des logiciels DFA In: Post-Print.
[Citation analysis]		paper0
2014Dépréciations dactifs financiers en IAS 39 : quelques caractéristiques In: Post-Print.
[Citation analysis]		paper0
2016Tree-based censored regression with applications in insurance In: Post-Print.
[Full Text][Citation analysis]		paper8
2014Survival Analysis In: Post-Print.
[Citation analysis]		paper0
2015Arbres de régression et de classification (CART) In: Post-Print.
[Full Text][Citation analysis]		paper1
2015Assurance et actuariat : éléments de perspective In: Post-Print.
[Citation analysis]		paper0
2015Les taux bas : changement de paradigme ? In: Post-Print.
[Citation analysis]		paper0
2013Ambiguïté et aversion à lincertitude In: Post-Print.
[Full Text][Citation analysis]		paper0
2004Les principes de valorisation des engagements sociaux In: Post-Print.
[Citation analysis]		paper0
2004IAS 19 & 26 et les engagements à l’égard du personnel In: Post-Print.
[Citation analysis]		paper0
2011Modélisation statistique des phénomènes de durée In: Post-Print.
[Citation analysis]		paper0
2016A Credibility Approach of the Makeham Mortality Law In: Post-Print.
[Full Text][Citation analysis]		paper2
2005Modèles financiers en assurance In: Post-Print.
[Citation analysis]		paper1
2015Role of models in insurance regulation and financial reporting In: Post-Print.
[Citation analysis]		paper0
2016About Market Consistent Valuation in Insurance In: Post-Print.
[Citation analysis]		paper0
2016En quoi la norme comptable influence-t-elle le choix des indicateurs de risque et de performance ? In: Post-Print.
[Citation analysis]		paper0
2016Communication financière : le prochain défi des assureurs In: Post-Print.
[Full Text][Citation analysis]		paper0
2016Data Science en assurance : une brève incitation In: Post-Print.
[Citation analysis]		paper0
2016Weighted CART algorithm for censored data In: Post-Print.
[Citation analysis]		paper0
2017Dette souveraine et assurance : intérêts croisés In: Post-Print.
[Full Text][Citation analysis]		paper0
2018Best estimate mortality tables: credibility approaches In: Post-Print.
[Citation analysis]		paper0
2018Modelling equity securities impairment for market consistent valuation of life insurance liabilities In: Post-Print.
[Citation analysis]		paper0
2018Modelling equity securities impairment for market consistent valuation of life insurance liabilities.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities In: Post-Print.
[Full Text][Citation analysis]		paper3
2020Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities.(2020) In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2017The instable need in accounting information: a bilingual survey and experimentation In: Post-Print.
[Citation analysis]		paper0
2017The dynamic construction of uncertainty perceptions across languages and in financial reporting: a bilingual experimentation and online survey In: Post-Print.
[Citation analysis]		paper0
2018The Certainty Of Uncertainty In Accounting Standards: A Bilingual Experiment And Survey In: Post-Print.
[Citation analysis]		paper0
2019The Certainty of uncertainty in accounting standards: a bilingual experiment and survey.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Modélisation de la longévité de populations d’assurés : une approche par crédibilité In: Post-Print.
[Citation analysis]		paper0
2018Solvency ratio proxy methodology for risk management pruposes In: Post-Print.
[Citation analysis]		paper0
2017Tables de mortalité best estimate : une approche par crédibilité In: Post-Print.
[Citation analysis]		paper0
2016Travaux du GT proxy Solvabilité II In: Post-Print.
[Citation analysis]		paper0
2014Dépréciation comptable d’actifs financiers – problématiques et principaux résultats obtenus In: Post-Print.
[Citation analysis]		paper0
2014Ambiguïté et impact sur les prises de décisions en univers incertain In: Post-Print.
[Citation analysis]		paper0
2019A Reduced-Form Model for A Life Insurance’s Net Asset Value In: Post-Print.
[Citation analysis]		paper0
2019Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator In: Post-Print.
[Citation analysis]		paper0
2019L’essor des évaluations financières dans la fabrique des villes In: Post-Print.
[Citation analysis]		paper0
2019La certitude de lincertitude au cœur des normes comptables internationales : une étude expérimentale et linguistique In: Post-Print.
[Citation analysis]		paper0
2019La valeur temps de largent : les enjeux des taux dactualisation In: Post-Print.
[Citation analysis]		paper0
2020New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty In: Post-Print.
[Citation analysis]		paper0
2019New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020IFRS 17: the sticking point of annual cohorts In: Post-Print.
[Full Text][Citation analysis]		paper0
2008Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ? In: Post-Print.
[Full Text][Citation analysis]		paper0
2021Approche grand angle du biais doptimisme In: Post-Print.
[Citation analysis]		paper0
2021Discount Rates in Accounting: How Practitioners Depart the IFRS Maze. Towards the End of Determinism in Accounting In: Post-Print.
[Citation analysis]		paper0
2003Impact des futures normes IFRS sur la tarification et le provisionnement des contrats dassurance vie : mise en oeuvre de méthodes par simulation In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Discount rates in IFRS: how practitioners depart the IFRS maze In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Théories et pratiques du taux d’actualisation: Une approche cohérente? Le taux d’actualisation dans la normalisation comptable internationale, Autorité des Normes Comptables In: Working Papers.
[Citation analysis]		paper0
2020IFRS 17 : The level of aggregation in the accounting representation of the insurance business In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Théories et pratiques du taux d’actualisation : Une approche cohérente ? Le taux d’actualisation dans la normalisation comptable internationale In: Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team