Filtrer vos résultats
- 204
- 78
- 3
- 181
- 72
- 18
- 11
- 1
- 1
- 1
- 1
- 209
- 185
- 126
- 26
- 6
- 5
- 5
- 1
- 3
- 2
- 22
- 24
- 21
- 18
- 18
- 21
- 23
- 10
- 25
- 24
- 12
- 17
- 14
- 9
- 6
- 14
- 1
- 233
- 52
- 275
- 6
- 5
- 4
- 4
- 4
- 4
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 285
- 17
- 11
- 8
- 6
- 6
- 6
- 6
- 6
- 5
- 5
- 5
- 5
- 5
- 4
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 3
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 2
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
285 résultats
Ruin probabilities for some mixture modelsQueuing networks and related fields III, May 2011, Bedlewo, Poland
Communication dans un congrès
hal-00598180v1
|
|||
Correlation crises, model risk and ERMAustralasian Actuarial Education and Research Symposium, Dec 2009, Sydney, Australia
Communication dans un congrès
hal-00441300v1
|
|||
|
Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA2010
Pré-publication, Document de travail
hal-00502848v1
|
||
Théorie de la ruine: introduction et exemples1ères journées du projet AST&Risk, Sep 2008, Lyon, France
Communication dans un congrès
hal-00397250v1
|
|||
|
A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins2009
Pré-publication, Document de travail
hal-00375715v1
|
||
Explicit ruin probabilities with dependent risksInsurance: Mathematics and Economics Conference, Jun 2011, Trieste, Italy
Communication dans un congrès
hal-00671923v1
|
|||
On ruin models with dependent risksSéminaire de mathématiques actuarielles et financières de Montréal (à l'UQAM), Nov 2011, Montréal, Canada
Communication dans un congrès
hal-00671926v1
|
|||
On ruin models with dependent risksBachelier Colloquium, Jan 2012, Métabief, France
Communication dans un congrès
hal-00723920v1
|
|||
ORSA in Europe and in North AmericaERM Symposium, Apr 2012, Washington, United States
Communication dans un congrès
hal-00723922v1
|
|||
Théorie de la ruine en présence de facteurs de corrélationRencontres de statistiques Avignon-Marseille, Jun 2012, Marseille, France
Communication dans un congrès
hal-00723929v1
|
|||
|
Properties of a risk measure derived from the expected area in redInsurance: Mathematics and Economics, 2014, 55, pp.191-199
Article dans une revue
hal-00870224v1
|
||
|
Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité IIBulletin Français d'Actuariat, 2009, 10 (17), pp.188-221
Article dans une revue
hal-00365363v2
|
||
ERM and Solvency IIActuarial science and risk management seminar, May 2015, Barcelone, Spain
Communication dans un congrès
hal-02013624v1
|
|||
Monitoring actuarial assumptions in life insuranceIIALS Life Colloquium, Oct 2017, Barcelone, Spain
Communication dans un congrès
hal-02013521v1
|
|||
Monitoring actuarial assumptions in insuranceSéminaire Valeurs Extrêmes et Longévité, Sep 2017, Paris, France
Communication dans un congrès
hal-02013535v1
|
|||
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical viewsApplied Maths and statistics seminar, UCSB, Apr 2017, Santa Barbara, United States
Communication dans un congrès
hal-02013547v1
|
|||
Quickest detection strategy for changes in longevity patterns and longevity risk managementResearch Workshop on Risk, May 2016, Nanterre, France
Communication dans un congrès
hal-02013579v1
|
|||
Mesures de risque et theorie de la ruineContemporary Topics in Actuarial Science Conference, Jun 2014, Besançon, France
Communication dans un congrès
hal-02013774v1
|
|||
Fast Change Detection on Proportional Two-Population Hazard RatesCEAR Workshop on Longevity & Mortality Risk, Apr 2014, Atlanta, United States
Communication dans un congrès
hal-02013781v1
|
|||
Quickest detection of actuarial assumptions and longevity risk managementIME Conference, Jul 2019, Münich, Germany
Communication dans un congrès
hal-02472028v1
|
|||
Stable value : a contract at the interplay between insurance and financeOberwolfach conference on Challenges at the interplay between insurance and finance, Oct 2020, Oberwolfach, Germany
Communication dans un congrès
hal-03045681v1
|
|||
|
Explicit ruin formulas for models with dependence among risksInsurance: Mathematics and Economics, 2011, 48 (2), pp.265-270
Article dans une revue
hal-00540621v1
|
||
|
Ruin problems with worsening risks or with infinite mean claimsStochastic Models, 2014, 31 (1), pp.119-152
Article dans une revue
hal-00735843v1
|
||
A game-theoretic approach to non-life insurance marketsASTIN Colloquium, Oct 2012, Mexico, Mexico
Communication dans un congrès
hal-00746267v1
|
|||
|
Measuring mortality heterogeneity with multi-state models and interval-censored data2015
Pré-publication, Document de travail
hal-01215350v1
|
||
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
|
|||
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
|
|||
Ruin probabilities with correlated claimsLatin America Operations Research Conference, Mar 2012, La Havane, Cuba
Communication dans un congrès
hal-00723921v1
|
|||
7 lectures on Enterprise Risk ManagementSummer School of the Institute of Actuaries of Belgium, Sep 2011, Leuven, Belgium
Communication dans un congrès
hal-00671924v1
|
|||
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
|