Publications (hal)

73 documents

  • 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, ⟨10.1051/ps/2017003⟩. ⟨hal-01347869v2⟩
  • Pierre-Emmanuel Thérond. Dette souveraine et assurance : intérêts croisés. Banque Stratégie, Retail banker international, 2017, Traitement prudentiel de la dette souveraine : le casse-tête de la réforme. ⟨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⟩
  • Xavier Milhaud, Pierre-Emmanuel Thérond, Olivier Lopez. Weighted CART algorithm for censored data. 100 % Data Science, Institut des Actuaires, Nov 2016, Paris, France. ⟨hal-01396747⟩
  • Flavia Barsotti, Xavier Milhaud, Yahia Salhi. Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors. Insurance: Mathematics and Economics, Elsevier, 2016, 71, pp.317-331. ⟨10.1016/j.insmatheco.2016.09.008⟩. ⟨hal-01282601v2⟩
  • Olivier Lopez, Xavier Milhaud, Pierre-Emmanuel Thérond. Tree-based censored regression with applications in insurance. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2016, 10 (2), pp.2685-2716. ⟨10.1214/16-EJS1189⟩. ⟨hal-01141228v2⟩
  • Pierre-Emmanuel Thérond. Data Science en assurance : une brève incitation. Séminaire Big data Natixis Assurances, Sep 2016, Paris, France. ⟨hal-01367393⟩
  • Areski Cousin, Hassan Maatouk, Didier Rullière. Kriging of financial term-structures. European Journal of Operational Research, Elsevier, 2016, 255 (2), pp.631-648. ⟨10.1016/j.ejor.2016.05.057⟩. ⟨hal-01206388v2⟩