Publications (hal)



69 documents

  • Christophette Blanchet-Scalliet, Diana Dorobantu, Yahia Salhi. A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives. Methodology and Computing in Applied Probability, Springer Verlag, 2019, 21 (423-448), ⟨10.1007/s11009-017-9611-2⟩. ⟨hal-01258645⟩
  • Véronique Blum, Pierre-Emmanuel Thérond. Discount rates in IFRS: how practitioners depart the IFRS maze: Towards the end of determinism in accounting. [Research Report] Autorité des Normes Comptables. 2019. ⟨hal-01992506⟩
  • Yahia Salhi, Pierre-Emmanuel Thérond. Age-Specific Adjustment of Graduated Mortality. ASTIN Bulletin, Cambridge University Press (CUP), 2018, 48 (2), pp.543-569. ⟨https://doi.org/10.1017/asb.2018.4⟩. ⟨hal-01391285⟩
  • Edouard Debonneuil, Anne Eyraud-Loisel, Frédéric Planchet. Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?. Risks, MDPI, 2018, 6 (3), pp.67. ⟨hal-01571937v3⟩
  • Paul Doukhan, Denys Pommeret, Joseph Rynkiewicz, Yahia Salhi. A Class of Random Field Memory Models for Mortality Forecasting. Insurance: Mathematics and Economics, Elsevier, 2017, 77, pp.97-110. ⟨10.1016/j.insmatheco.2017.08.010⟩. ⟨hal-01367308⟩
  • Quentin Guibert, Frédéric Planchet. UTILISATION DES ESTIMATEURS DE KAPLAN-MEIER PAR GÉNÉRATION ET DE HOEM POUR LA CONSTRUCTION DE TABLES DE MORTALITÉ PROSPECTIVES. 2017. ⟨hal-01509483⟩
  • Elena Di Bernardino, Didier Rullière. A note on upper-patched generators for Archimedean copulas. ESAIM: Probability and Statistics, EDP Sciences, 2017, ⟨https://doi.org/10.1051/ps/2017003⟩. ⟨10.1051/ps/2017003⟩. ⟨hal-01347869v2⟩
  • Pierre-Emmanuel Thérond. Dette souveraine et assurance : intérêts croisés. Banque & Stratégie, 2017, Traitement prudentiel de la dette souveraine : le casse-tête de la réforme, ⟨http://www.revue-banque.fr/risques-reglementations/article/dette-souveraine-assurance-interets-croises⟩. ⟨hal-01467460⟩
  • Yahia Salhi, Stéphane Loisel. Basis risk modelling: a co-integration based approach. Statistics: an international journal, 2017, 51 (1), pp.205-221. ⟨hal-00746859⟩
  • Nicole El Karoui, Stéphane Loisel, Jean-Luc Prigent, Julien Vedani. Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions. European Actuarial Journal, Springer, 2017, 7 (1). ⟨hal-01242023⟩