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	Pour les 285 documents Envoyer sur ORCID RSS ATOM Exporter BibTeX XML-TEI CSV RTF EndNote PDF HTML Export avancé	Page : Page précédente 1 2 3 4 5 6 7 8 9 10 Page suivante	triés par Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante

		Ruin problems with worsening risks or with infinite mean claims Dominik Kortschak , Stéphane Loisel , Pierre Ribereau Stochastic Models, 2014, 31 (1), pp.119-152 Article dans une revue hal-00735843v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A game-theoretic approach to non-life insurance markets Stéphane Loisel ASTIN Colloquium, Oct 2012, Mexico, Mexico Communication dans un congrès hal-00746267v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Ruin probabilities for some mixture models Stéphane Loisel Queuing networks and related fields III, May 2011, Bedlewo, Poland Communication dans un congrès hal-00598180v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Correlation crises, model risk and ERM Stéphane Loisel Australasian Actuarial Education and Research Symposium, Dec 2009, Sydney, Australia Communication dans un congrès hal-00441300v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA Stéphane Loisel , Pierre Arnal , Romain Durand 2010 Pré-publication, Document de travail hal-00502848v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Théorie de la ruine: introduction et exemples Stéphane Loisel 1ères journées du projet AST&Risk, Sep 2008, Lyon, France Communication dans un congrès hal-00397250v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins Stéphane Loisel 2009 Pré-publication, Document de travail hal-00375715v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Explicit ruin probabilities with dependent risks Stéphane Loisel Insurance: Mathematics and Economics Conference, Jun 2011, Trieste, Italy Communication dans un congrès hal-00671923v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On ruin models with dependent risks Stéphane Loisel Séminaire de mathématiques actuarielles et financières de Montréal (à l'UQAM), Nov 2011, Montréal, Canada Communication dans un congrès hal-00671926v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On ruin models with dependent risks Stéphane Loisel Bachelier Colloquium, Jan 2012, Métabief, France Communication dans un congrès hal-00723920v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		ORSA in Europe and in North America Stéphane Loisel ERM Symposium, Apr 2012, Washington, United States Communication dans un congrès hal-00723922v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Théorie de la ruine en présence de facteurs de corrélation Stéphane Loisel Rencontres de statistiques Avignon-Marseille, Jun 2012, Marseille, France Communication dans un congrès hal-00723929v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Properties of a risk measure derived from the expected area in red Stéphane Loisel , Julien Trufin Insurance: Mathematics and Economics, 2014, 55, pp.191-199 Article dans une revue hal-00870224v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II Laurent Devineau , Stéphane Loisel Bulletin Français d'Actuariat, 2009, 10 (17), pp.188-221 Article dans une revue hal-00365363v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		ERM and Solvency II Stéphane Loisel Actuarial science and risk management seminar, May 2015, Barcelone, Spain Communication dans un congrès hal-02013624v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Monitoring actuarial assumptions in life insurance Stéphane Loisel IIALS Life Colloquium, Oct 2017, Barcelone, Spain Communication dans un congrès hal-02013521v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Monitoring actuarial assumptions in insurance Stéphane Loisel Séminaire Valeurs Extrêmes et Longévité, Sep 2017, Paris, France Communication dans un congrès hal-02013535v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views Stéphane Loisel Applied Maths and statistics seminar, UCSB, Apr 2017, Santa Barbara, United States Communication dans un congrès hal-02013547v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Quickest detection strategy for changes in longevity patterns and longevity risk management Stéphane Loisel Research Workshop on Risk, May 2016, Nanterre, France Communication dans un congrès hal-02013579v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Mesures de risque et theorie de la ruine Stéphane Loisel Contemporary Topics in Actuarial Science Conference, Jun 2014, Besançon, France Communication dans un congrès hal-02013774v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fast Change Detection on Proportional Two-Population Hazard Rates Stéphane Loisel CEAR Workshop on Longevity & Mortality Risk, Apr 2014, Atlanta, United States Communication dans un congrès hal-02013781v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Quickest detection of actuarial assumptions and longevity risk management Stéphane Loisel IME Conference, Jul 2019, Münich, Germany Communication dans un congrès hal-02472028v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Stable value : a contract at the interplay between insurance and finance Stéphane Loisel Oberwolfach conference on Challenges at the interplay between insurance and finance, Oct 2020, Oberwolfach, Germany Communication dans un congrès hal-03045681v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Explicit ruin formulas for models with dependence among risks Hansjoerg Albrecher , Corina Constantinescu , Stéphane Loisel Insurance: Mathematics and Economics, 2011, 48 (2), pp.265-270 Article dans une revue hal-00540621v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level Wayne Fisher , Stéphane Loisel , Shaun Wang Bulletin Français d'Actuariat, 2008, 15 (9), pp.32-37 Article dans une revue hal-00268841v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Understanding, modeling and managing longevity risk: some new challenges Stéphane Loisel Journées d'Economie et d'économétrie de l'assurance, Oct 2009, Rennes, France Communication dans un congrès hal-00426505v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps Stéphane Loisel , Daniel Serant 2007 Pré-publication, Document de travail hal-00201393v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Estimation of the parameters of a Markov-modulated loss process in insurance Armelle Guillou , Stéphane Loisel , Gilles Stupfler Insurance: Mathematics and Economics, 2013, 53, pp.388-404. ⟨10.1016/j.insmatheco.2013.07.003⟩ Article dans une revue hal-00589696v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On a Markovian game model for competitive insurance pricing Claire Mouminoux , Christophe Dutang , Stéphane Loisel , Hansjoerg Albrecher Methodology and Computing in Applied Probability, 2021, ⟨10.1007/s11009-021-09906-1⟩ Article dans une revue hal-03448339v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps Stéphane Loisel Congrès conjoint de la Société Statistique du Canada et de la Société Française de Statistique, May 2008, Ottawa, Canada Communication dans un congrès hal-00397265v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More

Filtrer vos résultats

Ruin problems with worsening risks or with infinite mean claims

A game-theoretic approach to non-life insurance markets

Ruin probabilities for some mixture models

Correlation crises, model risk and ERM

Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA

Théorie de la ruine: introduction et exemples

A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins

Explicit ruin probabilities with dependent risks

On ruin models with dependent risks

On ruin models with dependent risks

ORSA in Europe and in North America

Théorie de la ruine en présence de facteurs de corrélation

Properties of a risk measure derived from the expected area in red

Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II

ERM and Solvency II

Monitoring actuarial assumptions in life insurance

Monitoring actuarial assumptions in insurance

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views

Quickest detection strategy for changes in longevity patterns and longevity risk management

Mesures de risque et theorie de la ruine

Fast Change Detection on Proportional Two-Population Hazard Rates

Quickest detection of actuarial assumptions and longevity risk management

Stable value : a contract at the interplay between insurance and finance

Explicit ruin formulas for models with dependence among risks

On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level

Understanding, modeling and managing longevity risk: some new challenges

In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps

Estimation of the parameters of a Markov-modulated loss process in insurance

On a Markovian game model for competitive insurance pricing

In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps