Publications (hal)

73 documents

  • Diana Dorobantu, Yahia Salhi, Pierre-Emmanuel Thérond. Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities. Methodology and Computing in Applied Probability, Springer Verlag, 2020, 22, pp.711-745. ⟨hal-01840057⟩
  • Aurore Bignon, Alexandre Ndjeng-Ndjeng, Yahia Salhi, Pierre-Emmanuel Thérond. A Reduced-Form Model for A Life Insurance’s Net Asset Value. Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2019, pp.3-15. ⟨hal-02106126⟩
  • Pierre-Emmanuel Thérond, Florian Bollotte. Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator. Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2019, pp.16-31. ⟨hal-02106131⟩
  • 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, David Alexander, Emmanuel Laffort, Solvita Jancevska. New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty. 2019. ⟨hal-01991845⟩
  • 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⟩
  • Didier Rullière, Nicolas Durrande, François Bachoc, Clément Chevalier. Nested Kriging predictions for datasets with large number of observations. Statistics and Computing, Springer Verlag (Germany), 2018, 28 (4), pp.849-867. ⟨10.1007/s11222-017-9766-2⟩. ⟨hal-01345959v3⟩
  • Yahia Salhi, Pierre-Emmanuel Thérond. Age-Specific Adjustment of Graduated Mortality. ASTIN Bulletin, Cambridge University Press (CUP), 2018, 48 (2), pp.543-569. ⟨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⟩