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285 résultats
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On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group levelBulletin Français d'Actuariat, 2008, 15 (9), pp.32-37
Article dans une revue
hal-00268841v1
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Understanding, modeling and managing longevity risk: some new challengesJournées d'Economie et d'économétrie de l'assurance, Oct 2009, Rennes, France
Communication dans un congrès
hal-00426505v1
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Longevity risk and capital markets: The 2015–16 updateInsurance: Mathematics and Economics, 2018, 78, pp.157-173
Article dans une revue
hal-01995778v1
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SolvabilitéApproches statistiques du risque, pp.243-263, 2014
Chapitre d'ouvrage
hal-01995814v1
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In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps2007
Pré-publication, Document de travail
hal-00201393v1
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Estimation of the parameters of a Markov-modulated loss process in insuranceInsurance: Mathematics and Economics, 2013, 53, pp.388-404. ⟨10.1016/j.insmatheco.2013.07.003⟩
Article dans une revue
hal-00589696v1
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In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity SwapsCongrès conjoint de la Société Statistique du Canada et de la Société Française de Statistique, May 2008, Ottawa, Canada
Communication dans un congrès
hal-00397265v1
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Repositioning Enterprise Risk ManagementAdventures in risk (Biennial convention of Australian Actuaries), Sep 2007, Christchurch, New Zealand
Communication dans un congrès
hal-00397266v1
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Sensitivity analysis and optimal reserve allocation in risk theoryRisk and stochastics seminar, LSE, May 2007, Londres, United Kingdom
Communication dans un congrès
hal-00397277v1
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La méthanisation pour stabiliser les déchets placés en installation de stockage : instrumentation d’un site industrielRevue L'Eau, L'Industrie, Les Nuisances, 2014, 369 (février), pp.77-81
Article dans une revue
hal-02605716v1
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Combining experience data of several Long-Term Care Insurance products with different disability definitions2023
Pré-publication, Document de travail
hal-04333928v2
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Etude cliométrique des morts pour la France de la Grande GuerreJournée d'étude sur les morts de la Grande Guerre, Oct 2018, Paris, France
Communication dans un congrès
hal-02055532v1
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Quickest detection of change in intensity and longevity risk managementHannover-Zürich Conference, Nov 2019, Hanovre, Germany
Communication dans un congrès
hal-02472016v1
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Risque de longévité et surveillance de portefeuilleSéminaire de mathématiques, ENS, Jan 2019, Yaoundé, Cameroun
Communication dans un congrès
hal-02055476v1
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The win-first probability under interest forceInsurance: Mathematics and Economics, 2005, 37 (3), pp.421-442. ⟨10.1016/j.insmatheco.2005.06.004⟩
Article dans une revue
hal-00165791v1
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On multiply monotone distributions, continuous or discrete, with applicationsJournal of Applied Probability, 2013, 50 (3), pp.603-907
Article dans une revue
hal-00750562v2
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin.Insurance: Mathematics and Economics, 2008, 42 (2), pp.746-762. ⟨10.1016/j.insmatheco.2007.08.007⟩
Article dans une revue
hal-00168714v1
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On finite exchangeable sequences and their dependenceJournal of Multivariate Analysis, 2017, 162, pp.93-109
Article dans une revue
hal-01995790v1
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Differentiation of some functionals of risk processes and optimal reserve allocationHong-Kong University Stats & Actuarial Science Seminar, Feb 2006, Hong-Kong, China
Communication dans un congrès
hal-00397280v1
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On a class of non-Gerber-Shiu, non-discounted penalty functions2nd International Workshop on Gerber-Shiu Functions, Aug 2008, Linz, Austria
Communication dans un congrès
hal-00397239v1
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Impact of correlation crises in risk theoryInsurance: Mathematics and Economics, 2008, 43 (3), pp.412-421
Article dans une revue
hal-00308782v1
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On the domain of validity of the DeVylder-Goovaerts conjectureIME Conference, Jun 2012, Hong Kong, China
Communication dans un congrès
hal-00723930v1
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On a Markovian game model for competitive insurance pricingMethodology and Computing in Applied Probability, 2021, ⟨10.1007/s11009-021-09906-1⟩
Article dans une revue
hal-03448339v1
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Measuring mortality heterogeneity with multi-state models and interval-censored data2015
Pré-publication, Document de travail
hal-01215350v1
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From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERMRisk Management: The Current Financial Crisis, Lessons Learned and Future Implications, SOA, CAS and CIA, pp.75-77, 2008
Chapitre d'ouvrage
hal-00379422v1
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Problèmes liés à la prise en compte de l'effet de diversification dans le cadre de Solvabilité IICongrès Réavie, Oct 2005, Cannes, France
Communication dans un congrès
hal-00397286v1
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Ruin probabilities with correlated claimsLatin America Operations Research Conference, Mar 2012, La Havane, Cuba
Communication dans un congrès
hal-00723921v1
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7 lectures on Enterprise Risk ManagementSummer School of the Institute of Actuaries of Belgium, Sep 2011, Leuven, Belgium
Communication dans un congrès
hal-00671924v1
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Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite meanInterplay between Probability and Actuarial Sciences, Oct 2012, Bruxelles, Belgium
Communication dans un congrès
hal-00746257v1
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From deterministic to stochastic surrender risk models: impact of correlation crises on economic capitalConference of the LIFE Section of the International Actuarial Association, Oct 2012, Mexico, Mexico
Communication dans un congrès
hal-00746268v1
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