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12

Quentin Guibert


Article dans une revue3 documents

Communication dans un congrès3 documents

  • Quentin Guibert, Frédéric Planchet. Pricing and Risk Analysis of a Long-Term Care Insurance Contract in a non-Markov Multi-State Model. 2017 PARTY Winter School, Jan 2017, Ascona, Switzerland. 〈http://wp.unil.ch/party2017〉. 〈hal-01689298〉
  • Quentin Guibert. Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for semi-competing risks data - Application to LTC insurance. Conference of the LIFE Section of the International Actuarial Association, Jun 2015, Oslo, Norway. 2015, 〈http://www.actuaries.org/oslo2015/index.cfm〉. 〈hal-01169772〉
  • Quentin Guibert. Construction de lois d'expérience en présence d'évènements concurrents : Application à l'estimation des lois d'incidence d'un contrat dépendance. Conference of the LIFE Section of the International Actuarial Association, Jun 2013, Lyon, France. http://www.actuaries.org/lyon2013/programme_life.cfm, 2013, 〈http://www.actuaries.org/lyon2013/index.cfm〉. 〈hal-01172741〉

Ouvrage (y compris édition critique et traduction)1 document

  • Quentin Guibert, Marc Juillard, Frédéric Planchet, Oberlain Nteukam Teuguia. Solvabilité prospective en assurance: Méthodes quantitatives pour l'ORSA. Economica, pp.240, 2014, 2717867422. 〈http://www.economica.fr〉. 〈hal-01169543〉

Pré-publication, Document de travail5 documents

  • Quentin Guibert, Olivier Lopez, Pierrick Piette. Forecasting Mortality Rate Improvements with a High-Dimensional VAR. 2017. 〈hal-01613050〉
  • 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〉
  • Fabrice Borel-Mathurin, Pierre-Emmanuel Darpeix, Quentin Guibert, Stéphane Loisel. Main Determinants of Profit Sharing Policy in the French Life Insurance Industry. PSE Working Papers n°2015-16. 2015. 〈halshs-01165475〉
  • Anisa Caja, Quentin Guibert, Frédéric Planchet. Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business. 2015. 〈hal-01178812〉
  • Quentin Guibert, Frédéric Planchet. Non-Parametric Inference of Transition Probabilities Based on Aalen-Johansen Integral Estimators for Acyclic Multi-State Models: Application to LTC Insurance. 2015. 〈hal-01183542〉