Access Statistics for Stéphane Loisel

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
7 lectures on Enterprise Risk Management 0 0 0 0 0 0 0 24
A Quantum-Type Approach to Non-Life Insurance Risk Modelling 0 0 0 0 1 2 2 39
A game-theoretic approach to non-life insurance markets 0 0 0 0 1 2 2 12
A game-theoretic approach to non-life insurance markets 0 0 0 0 1 2 3 39
A longevity adventure with Nicole and LoLitA 0 0 0 0 0 0 0 1
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model 0 0 0 1 1 3 4 13
A survey of some recent results on Risk Theory 0 0 0 0 1 1 1 9
A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins 0 0 0 50 0 2 2 156
Acceleration techniques of nested simulations in insurance 0 0 0 0 0 0 1 18
Analyse de la robustesse de la probabilité de ruine en temps fini, et marge de solvabilité pour risque d'estimation 0 0 0 0 0 0 1 13
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 2 2 15
Asset-Liability Management for Long-Term Insurance Business 0 0 0 57 0 4 8 125
Asset-liability management for long-term insurance business 0 0 0 0 3 3 3 29
Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings 0 0 0 11 0 0 0 57
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation 0 0 0 11 4 4 4 114
Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings 0 0 0 0 1 1 1 12
Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts 0 0 0 0 0 0 0 10
Attitudes face au risque et face à l’analytics 0 0 0 0 0 0 0 13
Attitudes of supervisors with respect to AI and potential new insurance products 0 0 0 0 0 1 1 9
Attitudes towards analytics in the insurance and banking sectors 0 0 0 0 0 1 1 8
Basis risk modelling: a co-integration based approach 0 0 0 0 0 0 0 19
Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes 0 0 0 0 0 0 2 11
Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions 0 0 0 0 2 3 3 10
Bounding basis risk using s-convex orders on Beta-unimodal distributions 0 0 0 9 0 1 1 18
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 0 3 1 1 1 22
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 0 20 4 5 5 56
Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis 0 0 0 0 1 2 2 33
Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II 0 0 0 82 0 2 2 282
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 0 0 2 4 17
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 1 3 4 146
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints 0 0 0 1 0 0 0 24
Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA 0 0 2 34 0 1 5 84
Correlation crises in risk theory, Solvency II and ERM 0 0 0 0 0 0 1 15
Correlation crises, model risk and ERM 0 0 0 0 1 1 2 12
Correlation crises, ruin probabilities and related issues in ERM and Solvency II 0 0 0 0 0 0 0 11
Cours Bachelier sur le risque de longévité 0 0 0 0 0 0 0 35
Data analytics and innovations in insurance 0 0 0 0 0 1 1 10
Dependence models in risk theory 0 0 0 0 0 2 3 16
Differentiation of functionals of risk processes and optimal reserve allocation 0 0 0 0 2 2 3 9
Differentiation of functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 0 7
Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation 0 0 0 0 1 1 1 5
Differentiation of some functionals of risk processes 0 0 0 37 0 1 1 80
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 0 5
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 2 2 3 12
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 2 12
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 0 14
Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale 0 0 0 0 0 1 1 7
Discrete Schur-Constant Models in Insurance 0 0 0 0 0 0 0 12
Discrete Schur-constant models 0 0 0 0 0 1 3 7
Do actuaries believe in longevity deceleration? 0 0 0 8 2 2 3 30
Dépendance stochastique en théorie du risque 0 0 0 0 1 1 1 16
Dépendance stochastique et mesures de risque 0 0 0 0 0 0 2 13
ERM and Analytics 0 0 0 0 0 0 2 13
ERM and Solvency II 0 0 0 0 1 2 3 16
ERM for insurance companies 0 0 0 0 0 1 1 15
Ex-ante Model Validation and Back-Testing 0 0 0 0 0 0 1 15
Explicit ruin formulas for dependent risks 0 0 0 0 2 2 2 23
Explicit ruin formulas for models with dependence among risks 0 0 0 2 1 1 2 64
Explicit ruin probabilities with dependent risks 0 0 0 0 2 2 2 25
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 0 0 1 6
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 1 1 1 4
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 0 2 2 8
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 0 2 2 5
Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management 0 0 0 19 0 0 0 76
Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities 0 0 0 35 2 5 5 144
Fonctions de pénalité en théorie du risque 0 0 0 0 1 1 1 12
From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM 0 0 0 0 1 1 1 27
From Solvency II to ERM: tools, practical issues and research perspectives 0 0 0 0 0 1 1 12
From cusum strategy to longevity risk indicators 0 0 0 0 0 1 1 4
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital 0 0 0 0 1 1 2 25
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital 0 0 0 48 0 2 3 114
Health-policyholder clustering using health consumption 0 0 0 8 0 0 0 17
How to design KRI’s from cusum in practice? 0 0 0 0 0 1 1 5
How to design longevity /mortality KRI’s from Cusum 0 0 0 0 0 0 0 16
Impact of Climate Change on HeatWave Risk 0 0 0 10 0 3 4 74
Impact of correlation crises in risk theory 0 0 0 31 2 2 4 81
Impairments of financial securities & News from LoLitA 0 0 0 0 1 1 2 6
In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps 0 0 0 0 0 0 0 7
In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps 0 0 0 58 1 2 8 170
In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps 0 0 0 0 0 0 0 16
In the core of longevity risk: hidden dependence in stochastic mortality models and cut‐offs in prices of longevity swaps 0 0 0 0 0 0 1 15
Index for predicting insurance claims from wind storms with an application in France 0 0 0 3 0 2 5 20
Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile 0 0 0 0 0 0 2 14
Insurance: Models, Digitalization, and Data Science 0 0 1 50 0 1 4 90
Insurance: models, digitalization, and data science 0 0 0 0 2 3 3 19
Inter-age correlation in stochastic mortality models 0 0 0 0 0 0 0 14
Joint modeling of portfolio experienced and national mortality: A co-integration based approach 0 0 0 0 0 1 1 21
Key Risk Indicators and quickest detection problems 0 0 0 0 0 2 2 19
La capacité de réaction et les actions de gestion des dirigeants: nécessité et difficulté de les prendre en compte dans l'ORSA 0 0 0 5 0 1 1 62
La captive, un outil d'Enterprise Risk Management toujours efficient sous Solvabilité II? 0 0 0 0 1 3 6 31
Le prix du risque de longévité 0 0 0 0 2 2 3 12
Le risque de longévité est-il assurable ? 0 0 0 0 1 2 2 17
Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise 0 0 0 47 0 1 1 150
Les risques et leur agrégation dans Solvabilité II et en ERM 0 0 0 0 1 1 1 9
Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments 0 1 2 31 2 4 5 34
Longevity risk and capital markets: The 2015–16 update 0 0 0 0 0 1 2 38
Longevity risk and quickest detection problem: from theory to practice 0 0 0 0 1 3 3 4
MODELISATION DES CHOCS BIOMERIQUES EN ASSURANCE DE PERSONNES 0 0 0 0 0 0 0 10
Main Determinants of Profit Sharing Policy in the French Life Insurance Industry 0 0 1 13 0 0 3 96
Main Determinants of Profit Sharing Policy in the French Life Insurance Industry 0 0 0 4 1 1 1 19
Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry 0 0 0 0 4 4 4 36
Main determinants of profit sharing policy in the French life insurance industry 0 0 4 39 1 3 10 181
Market inconsistencies of the MCEV 0 0 0 0 0 1 1 2
Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions 0 0 0 8 0 2 3 34
Markov Property in Discrete Schur-constant Models 0 0 0 0 0 1 2 15
Measuring mortality heterogeneity with multi-state models and interval-censored data 0 0 0 14 1 3 6 40
Mesures de risque et theorie de la ruine 0 0 0 0 1 2 2 11
Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate 0 0 1 9 1 1 2 28
Models and Behaviour of Stakeholders 0 0 0 0 0 0 0 5
Modélisation, surveillance et transfert du risque de longévité 0 0 0 0 0 0 0 13
Monitoring actuarial assumptions in insurance 0 0 0 0 0 1 2 14
Monitoring actuarial assumptions in life insurance 0 0 0 0 0 1 2 23
Monitoring actuarial assumptions in life insurance 0 0 0 0 0 0 2 15
Mouvements des régiments sur le front durant toute la période de guerre: cartographie et choix stratégiques du haut commandement 0 0 0 0 0 0 1 15
Méthodes d'accélération de la méthode des simulations dans les simulations 0 0 0 0 1 1 1 27
ORSA et mesures de risque multi-périodiques 0 0 0 0 0 2 2 15
ORSA in Europe and in North America 0 0 0 0 1 2 3 20
Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels 0 0 2 28 0 2 5 82
Obfuscation and honesty, and their effect on distribution channel choices 0 0 0 0 0 0 0 1
Old-Age Provision: Past, Present, Future 0 0 0 3 0 0 0 16
Old-age provision: past, present, future 0 0 0 0 1 3 4 19
On Finite-Time Ruin Probabilities for Classical Risk Models 0 0 0 198 2 3 3 469
On Schur-constant models 0 0 0 0 1 3 3 6
On Solvency issues for French and Vietnamese insurers 0 0 0 0 0 0 2 10
On a class of non-Gerber-Shiu, non-discounted penalty functions 0 0 0 0 0 1 1 14
On a quickest detection problem for longevity risk with two populations 0 0 0 0 0 1 1 7
On a quickest detection problem for longevity risk with two populations 0 0 0 0 1 1 1 5
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 6 0 0 0 39
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 0 1 2 2 12
On customer behaviour in insurance 0 0 0 0 0 0 0 17
On customer behaviour in insurance and behavioural experiments 0 0 0 0 1 1 2 11
On detection and longevity 0 0 0 0 0 1 13 85
On detection problems related to longevity risk management 0 0 0 0 0 2 2 4
On discrete Schur-constant vectors, with applications 0 0 0 0 0 0 0 8
On finite exchangeable sequences and their dependence 0 0 0 0 1 1 2 4
On finite-time ruin probabilities with reinsurance cycles influenced by large claims 0 0 0 46 1 2 2 117
On insurtech innovations 0 0 0 0 0 0 0 55
On multiply monotone distributions, continuous or discrete, with applications 0 0 0 3 0 0 0 32
On quickest detection issues for longevity risk 0 0 0 0 0 0 0 1
On recent advances in sustainable actuarial science 0 0 0 0 0 1 2 10
On ruin for worsening claims 0 0 0 0 0 0 1 12
On ruin models with correlated risks 0 0 0 0 0 0 2 21
On ruin models with dependence 0 0 0 0 0 0 1 11
On ruin models with dependent risks 0 0 0 0 1 1 2 27
On ruin models with dependent risks 0 0 0 0 1 3 3 12
On ruin theory with prevention 0 0 0 0 0 1 1 5
On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level 0 0 0 103 0 0 0 259
On some longevity modelling and monitoring issues 0 0 0 0 0 0 0 2
On some longevity modelling and monitoring issues 0 0 0 0 0 1 2 3
On some longevity modelling and monitoring issues 0 0 0 0 0 1 2 7
On some longevity modelling and monitoring issues 0 0 0 0 1 2 3 8
On some path-dependent correlation models in risk theory 0 0 0 0 1 2 2 12
On some practical correlation issues in Enterprise Risk Management 0 0 0 0 1 2 3 21
On some risk models with dependence 0 0 0 0 0 0 1 21
On some robustness and some uncertainty issues in ruin theory 0 0 0 0 0 0 0 4
On some robustness and some uncertainty issues in ruin theory 0 0 0 0 0 1 1 6
On the Moments of the Aggregate Discounted Claims with Dependence Introduced by a FGM Copula 0 0 0 35 0 0 1 112
On the domain of validity of the DeVylder-Goovaerts conjecture 0 0 0 0 0 0 1 16
On the reevaluation of the Solvency Capital Requirement after a large shock 0 0 0 0 0 1 2 12
On the reevaluation of the Solvency Capital Requirement after a large shock 0 0 0 0 1 1 1 13
On the sensitivity analysis of some risk measures 0 0 0 0 0 0 0 6
Online monitoring of actuarial assumptions 0 0 0 0 0 1 1 12
Online monitoring of actuarial assumptions 0 0 0 0 0 0 0 5
Online monitoring of longevity and actuarial assumptions 0 0 0 0 0 1 2 12
Online monitoring of longevity and actuarial assumptions 0 0 0 0 0 0 0 11
Optimal prevention of large risks with two types of claims 0 0 0 9 1 2 2 22
Optimal prevention strategies in the classical risk model 0 0 0 7 3 5 7 34
Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions 0 0 0 0 2 6 6 24
Partially Schur-constant models 0 0 0 0 2 3 4 22
Phase-type aging modeling for health dependent costs 0 0 0 0 0 0 1 12
Probabilités et coupe du monde féminine de la FIFA 0 0 0 0 0 2 2 16
Problems and numerical methods in insurance and finance 0 0 0 0 0 1 1 8
Problèmes liés à la prise en compte de l'effet de diversification dans le cadre de Solvabilité II 0 0 0 0 0 1 1 11
Problématiques de théorie de la ruine en univers multivarié 0 0 0 0 0 0 0 17
Properties of a risk measure derived from the expected area in red 0 0 0 17 1 1 3 31
Quelques problématiques de mathématiques appliquées à l'actuariat 0 0 0 0 0 1 1 15
Quickest detection in practice in presence of seasonality: an illustration with call center data 0 0 0 0 1 1 2 7
Quickest detection in presence of seasonality: an illustration with call center data 0 0 0 0 0 0 1 6
Quickest detection of actuarial assumptions and longevity risk management 0 0 0 0 0 1 1 4
Quickest detection of actuarial assumptions and longevity risk management 0 0 0 0 0 0 0 1
Quickest detection of change in actuarial assumptions 0 0 0 0 0 1 2 6
Quickest detection of change in intensity and longevity risk management 0 0 0 0 1 1 1 3
Quickest detection of change in intensity and longevity risk management 0 0 0 0 0 0 0 1
Quickest detection of change in intensity and longevity risk management 0 0 0 0 0 0 0 3
Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM 0 0 0 0 0 0 0 6
Quickest detection of changes in longevity patterns 0 0 0 0 0 0 1 5
Quickest detection of some changes in longevity patterns 0 0 0 0 1 3 3 6
Quickest detection of some changes in longevity patterns 0 0 0 0 0 0 0 7
Quickest detection strategy for changes in longevity patterns and longevity risk management 0 0 0 0 2 2 3 12
Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 25 0 0 2 65
Recent longevity transfer solutions 0 0 0 0 0 1 1 10
Reevaluation of the capital charge after a large shock 0 0 0 0 3 3 3 5
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 0 0 1 25
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 1 1 1 44 2 3 4 77
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 0 0 0 16
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 2 0 0 1 14
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 1 16
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 0 2 2 17
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 0 0 0 21
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 1 13
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 1 19
Repositioning Enterprise Risk Management 0 0 0 0 0 0 1 15
Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula? 0 0 0 113 0 1 3 331
Risk aggregation in Solvency II: bridging the gap between standard formula and internal risk models 0 0 0 0 2 2 3 15
Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation 0 0 0 15 1 1 1 44
Risque de longévité et surveillance de portefeuille 0 0 0 0 1 2 2 22
Risques corrélés en théorie du risque 0 0 0 0 1 1 2 15
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 1 4 187
Ruin Theory with K Lines of Business 0 0 0 0 0 0 1 16
Ruin probabilities with Bühlmann credibility adjusted premiums 0 0 0 0 0 0 0 14
Ruin probabilities with correlated claims 0 0 0 0 1 2 3 11
Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean 0 0 0 0 2 2 2 12
Ruin problems with worsening risks or with infinite mean claims 0 0 0 3 2 2 4 32
Ruin theory with K lines of business 0 0 0 0 1 1 3 14
Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory 0 0 0 0 0 0 0 11
Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory 0 0 0 0 0 1 2 8
Ruin theory with dependent risks 0 0 0 0 3 3 5 19
Ruine, dividendes et allocation de réserve optimale 0 0 0 0 0 2 2 9
Sensitivity analysis and density estimation for finite-time ruin probabilities 0 0 0 36 1 1 1 100
Sensitivity analysis and optimal reserve allocation in risk theory 0 0 0 0 2 2 2 12
Sensitivity analysis and optimal reserve allocation in risk theory 0 0 0 0 0 0 0 10
Sensitivity analysis of the finite-time ruin probability and of some other risk measures 0 0 0 0 0 0 3 11
Several problems in ruin theory 0 0 0 0 0 0 0 8
Short course on ERM 0 0 0 0 0 0 0 11
Solutions to biometric, mortality and longevity risk 0 0 0 0 3 3 4 13
Solvabilité 0 0 0 0 0 0 1 6
Solvabilité des compagnies d'assurance 0 0 0 0 0 1 1 37
Solvency II: description, timeline, and update on current discussions 0 0 0 0 0 0 0 9
Some characteristics of an equity security next-year impairment 0 0 1 6 0 0 1 39
Some mixing properties of conditionally independent processes 0 0 0 11 0 0 1 37
Stable value: a contract at the interplay between insurance and finance 0 0 0 0 0 1 1 5
Stationary-excess operator and convex stochastic orders 0 0 0 9 0 0 1 43
Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels 0 0 0 0 0 1 3 8
Surrender risk and correlation crises 0 0 0 0 0 0 1 39
Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? 0 0 0 58 1 1 3 169
The win-first probability under interest force 0 0 0 28 0 1 1 128
Théorie de la ruine 0 0 0 0 1 1 2 11
Théorie de la ruine en présence de risques corrélés 0 0 0 0 0 0 3 30
Théorie de la ruine et risques corrélés 0 0 0 0 1 2 2 10
Théorie de la ruine multivariée 0 0 0 0 0 0 0 22
Théorie de la ruine multivariée 0 0 0 0 0 1 2 14
Théorie de la ruine: introduction et exemples 0 0 0 0 1 2 2 16
Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks 0 0 0 49 0 1 3 136
Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle 0 0 0 0 1 1 3 17
Titrisation du risque de longévité 0 0 0 0 0 1 2 16
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments 0 0 0 10 0 0 0 51
Understanding and managing longevity risk 0 0 0 0 0 1 2 23
Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges 0 0 0 103 0 0 0 279
Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges 0 0 0 0 1 1 1 40
Understanding, modeling and managing longevity risk 0 0 0 0 0 1 2 7
Understanding, modeling and managing longevity risk: some new challenges 0 0 0 0 2 2 2 12
Variable annuities and surrender risk 0 0 0 0 0 1 1 23
Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles 0 0 0 0 0 1 1 10
Why ruin theory should be of interest for insurance practitioners and risk managers nowadays 0 0 0 26 1 1 3 78
Win-first probabilities and dividends with hazard rates 0 0 0 0 0 0 0 9
Wind Storm Risk Management 0 0 0 25 0 0 0 25
Total Working Papers 1 2 15 1,890 134 283 462 8,474

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantum-Type Approach to Non-Life Insurance Risk Modelling 0 0 0 10 1 1 2 86
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 1 3 3 180
Asymptotic finite‐time ruin probabilities for a class of path‐dependent heavy‐tailed claim amounts using Poisson spacings 0 0 0 0 0 1 2 6
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 1 5 1 2 5 39
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 1 1 2 54
Discrete Schur-constant models 0 0 0 4 0 1 1 24
Do actuaries believe in longevity deceleration? 0 0 0 0 0 0 0 23
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 2 0 1 3 26
Explicit ruin formulas for models with dependence among risks 0 0 0 26 1 1 1 123
From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital 0 0 1 27 1 1 5 101
Impact of Climate Change on Heat Wave Risk 0 0 0 6 1 1 1 64
Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed 0 0 0 45 2 2 5 120
Le prix du risque de longévité 0 0 0 4 1 2 3 23
Le risque de longévité est-il assurable ? 0 0 0 15 0 0 0 44
Longevity risk and capital markets: The 2015–16 update 1 1 3 9 3 7 15 66
Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry 0 0 0 18 1 2 7 222
Measuring mortality heterogeneity with multi-state models and interval-censored data 0 0 0 4 2 2 2 23
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 3 0 0 1 30
On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula 0 0 0 2 2 2 3 22
Optimal prevention strategies in the classical risk model 0 0 1 5 0 1 9 34
Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect 0 0 0 2 2 3 7 21
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions 0 0 0 2 1 1 4 26
Partially Schur-constant models 0 0 0 6 0 0 1 17
Phase-type aging modeling for health dependent costs 0 0 0 1 0 0 1 19
Properties of a risk measure derived from the expected area in red 0 0 0 1 0 1 5 32
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 0 1 1 53
Some characteristics of an equity security next-year impairment 0 0 0 4 2 2 7 35
Some mixing properties of conditionally independent processes 0 0 0 0 0 0 1 3
Stationary-excess operator and convex stochastic orders 0 0 0 7 1 3 3 58
The win-first probability under interest force 0 0 0 33 1 2 2 129
Total Journal Articles 1 1 6 329 25 44 102 1,703

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Statistics updated 2025-12-06