Publications (hal)

73 documents

  • Julien Azzaz, Stéphane Loisel, Pierre-Emmanuel Thérond. Some characteristics of an equity security next-year impairment. Review of Quantitative Finance and Accounting, Springer Verlag, 2015, 45 (1), pp.111-135. ⟨10.1007/s11156-014-0432-x⟩. ⟨hal-00820929v2⟩
  • Fabrice Borel-Mathurin, Pierre-Emmanuel Darpeix, Quentin Guibert, Stéphane Loisel. Main Determinants of Profit Sharing Policy in the French Life Insurance Industry. 2015. ⟨halshs-01165475⟩
  • Nicole El Karoui, Stéphane Loisel, Yahia Salhi. Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate. 2015. ⟨hal-01149749⟩
  • Maria Govorun, Guy Latouche, Stéphane Loisel. Phase-type aging modeling for health dependent costs. Insurance: Mathematics and Economics, Elsevier, 2015, 62 (May 2015), pp.173-183. ⟨hal-01084274⟩
  • Olivier Lopez, Xavier Milhaud, Pierre-Emmanuel Thérond. Arbres de régression et de classification (CART). l'actuariel, Société des actuaires, 2015, pp.42-44. ⟨hal-01152263⟩
  • Pierre-Olivier Goffard, Stéphane Loisel, Denys Pommeret. A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. Journal of Computational and Applied Mathematics, Elsevier, 2015, 296 (April 2016), pp.499-511. ⟨10.1016/j.cam.2015.06.003⟩. ⟨hal-00853680v2⟩
  • Alexandre Mornet, Patrick Leveillard, Stéphane Loisel. Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile. Bulletin Français d'Actuariat, Institut des Actuaires, 2015, 15 (29), pp.75-112. ⟨hal-01081759⟩
  • Jean-Charles Croix, Frédéric Planchet, Pierre-Emmanuel Thérond. Mortality: a statistical approach to detect model misspecification. Bulletin Français d'Actuariat, Institut des Actuaires, 2015, 15 (29), pp.13. ⟨hal-01149396⟩
  • Anna Castañer, Maria Mercè Claramunt, Claude Lefèvre, Stéphane Loisel. Discrete Schur-constant models. Journal of Multivariate Analysis, Elsevier, 2015, 140 (September 2015), pp.343-362. ⟨hal-01081756⟩
  • Alexandre Mornet, Thomas Opitz, Michel Luzi, Stéphane Loisel. Index for predicting insurance claims from wind storms with an application in France. Risk Analysis, Wiley, 2015, 35 (11), pp.2029-2056. ⟨10.1111/risa.12395⟩. ⟨hal-01081758⟩