Publications (hal)

73 documents

  • Alexandre Mornet, Thomas Opitz, Michel Luzi, Stéphane Loisel. Wind Storm Risk Management : Sensitivity of Return Period Calculations and Spread on the Territory. 2016. ⟨hal-01299692⟩
  • Harry Bensusan, Nicole El Karoui, Stéphane Loisel, Yahia Salhi. Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions. Insurance: Mathematics and Economics, Elsevier, 2016, 68 (May 2016), pp.61-72. ⟨hal-00768526⟩
  • Yahia Salhi, Pierre-Emmanuel Thérond, Julien Tomas. A Credibility Approach of the Makeham Mortality Law. European Actuarial Journal, Springer, 2016, 6 (1), pp.61-96. ⟨10.1007/s13385-016-0125-z⟩. ⟨hal-01232683⟩
  • Manel Kacem, Stéphane Loisel, Véronique Maume-Deschamps. Some mixing properties of conditionally independent processes. Communications in Statistics - Theory and Methods, Taylor & Francis, 2016, 45 (5), pp.1241-1259. ⟨hal-00670649⟩
  • Valérie Deppe, Pierre-Emmanuel Thérond. Communication financière : le prochain défi des assureurs. l'actuariel, Société des actuaires, 2016, pp.46-48. ⟨hal-01348051⟩
  • Pierre-Emmanuel Thérond. About Market Consistent Valuation in Insurance. Jean-Paul Laurent; Ragnar Norberg; Frédéric Planchet. Modelling in Life Insurance – A Management Perspective, Springer, 2016, 978-3-319-29774-3. ⟨hal-01296792⟩
  • Edouard Debonneuil, Stéphane Loisel, Frédéric Planchet. Do actuaries believe in longevity deceleration?. 2015. ⟨hal-01219270v2⟩
  • Alexandre Boumezoued, Nicole El Karoui, Stéphane Loisel. Measuring mortality heterogeneity with multi-state models and interval-censored data. 2015. ⟨hal-01215350⟩
  • Pierre-Emmanuel Thérond. Role of models in insurance regulation and financial reporting. Modelling in Life Insurance : A Management Perspective, Oct 2015, Lyon, France. ⟨hal-01233342⟩
  • Anisa Caja, Quentin Guibert, Frédéric Planchet. Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business. 2015. ⟨hal-01178812⟩