Outreach and vulgarization

2019 – Book

ACTUARIAL ASPECTS OF LONG-TERM CARE

Editors Néfissa Sator, Etienne Dupourqué, Frédéric Planchet, scientific co-director of the Chair DAMI.

This book proposes a review of the Long-Term Care insurance; this issue is addressed both from a global point of view (through a presentation of the risk of dependence associated with the aging of the population) and an actuarial point of view (with the presentation of existing insurance products and actuarial techniques for pricing and reserving). It proposes a cross-view of American and European experiences for this risk. This book is the first dedicated entirely to long-term care insurance and aims to provide a useful reference for all actuaries facing this issue. It is intended for both professionals and academics.

Available at Springer 

2016 – Book

MODELLING IN LIFE INSURANCE: A MANAGEMENT PERSPECTIVE

1- Paradigms in life insurance
2- About market consistent valuation in insurance
3- Cash flow projection models
4- Economic scenario generators
5- From internal to ORSA models
6- Building a model: practical implementation
7- Ex-ante model validation and backtesting
8- The threat of model risk for insurance companies
9- Meta-models and consistency issues
10- Model feeding & Data Quality
11- The role pf models in management decision making
12- Models and behaviour of stakeholders

Available at Springer

Les cahiers de l’ILB – #19 – November 2015

Modelling options for More effective risk Management
SUMMARY

  • Can ambiguity affect risk reduction?
    Based on an interview with Christian Robert
  • Does basel iiisucceed in harmonizing the measurement of credit risk?
    Based on an interview with Jean-Paul Laurent
  • valuation of life insurance: how is volatility to be measured?
    Based on the works of Frédéric Planchet
  • Risk management: defining an area rather than a threshold
    Based on an interview with Stéphane Loisel
  • Insurance: how can sudden changes in the
    frequency of claims or the intensity of mortality be detected?
    Based on an interview with Yahia Salhi
  • IFRS: how are the optimal impairment parameters to be defined?
    Based on an interview with Pierre Thérond

CAHIER_ILB_No_19_EN

Professional articles

January 2015
Lopez, O., Milhaud, X. & Therond, P.
“Arbres de régression et de classification” (CART),
rubrique « décryptage » l’actuariel (15)

November 2014
Therond, P
“IFRS assurance : la fumée blanche pour 2015 ? ”,
Revue ISFA – édition spéciale forum ISFA

April 2014
Therond, P.
“Communication financière : quels enjeux ? ”,
rubrique « tendances » l’actuariel (12)

October 2013
Therond, P.
“La VaR : une mesure de référence peu adaptée aux risques extrêmes”,
l’actuariel (10)

January 2013
Robert, Ch. & Therond, P.
“Ambiguïté et aversion à l’incertitude”,
rubrique « décryptage » l’actuariel (7)

June 2012
Ribereau, P. & Therond, P.
“Théorie des valeurs extrêmes”,
rubrique “décryptage” l’actuariel (5)