Outreach and vulgarization

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

Modelling options for More effective risk Management

  • 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


To be published in January 2016 by SPRINGER

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

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)