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Pierre-E. Thérond


Professeur associé à l'Institut de Science Financière et d'Assurances (ISFA - Université Lyon 1)

Docteur en sciences de gestion

Associé du Cabinet d'actuaires conseil Galea & Associés

Page personnelle : http://www.therond.fr

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Associate Professor at Institut de Science Financière et d'Assurances (ISFA - Université Lyon 1)

PhD in Management Sciences

Partner of Galea & Associés (actuarial consulting company)

Personal website: http://www.therond.fr


Yahia Salhi   

Journal articles5 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⟩
  • 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⟩
  • Yahia Salhi, Pierre-Emmanuel Thérond. Alarm System for Credit Losses Impairment under IFRS 9. Bulletin Français d'Actuariat, Institut des Actuaires, 2017, 17 (33), pp.131-161. ⟨hal-00927391v2⟩
  • 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⟩

Preprints, Working Papers, ...1 document

  • Jean-Baptiste Coulomb, Yahia Salhi, Pierre-Emmanuel Thérond. Credibility Adjustment of the Lee-Carter Longevity Model for Multiple Populations. 2020. ⟨hal-02557208⟩

Conference papers4 documents

  • Aurore Bignon, Yahia Salhi, Pierre-Emmanuel Thérond. Solvency ratio proxy methodology for risk management pruposes. Séminaire technique de la Chaire DAMI, Mar 2018, Nanterre, France. ⟨hal-02017154⟩
  • Yahia Salhi, Pierre-Emmanuel Thérond. Modelling equity securities impairment for market consistent valuation of life insurance liabilities. Séminaire technique de la Chaire DAMI, Mar 2018, Nanterre, France. ⟨hal-02017151⟩
  • Yahia Salhi, Pierre-Emmanuel Thérond. Tables de mortalité best estimate : une approche par crédibilité. Séminaire technique de la Chaire DAMI, Mar 2017, Nanterre, France. ⟨hal-02017156⟩
  • Yahia Salhi, Pierre-Emmanuel Thérond. Alarm system for Credit Losses Impairment under IFRS 9. Séminaire technique de la Chaire DAMI, Mar 2016, Nanterre, France. ⟨hal-02017164⟩