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7 lectures on Enterprise Risk Management |
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A Quantum-Type Approach to Non-Life Insurance Risk Modelling |
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A game-theoretic approach to non-life insurance markets |
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A game-theoretic approach to non-life insurance markets |
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35 |

A longevity adventure with Nicole and LoLitA |
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A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model |
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A survey of some recent results on Risk Theory |
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A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins |
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49 |
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150 |

Acceleration techniques of nested simulations in insurance |
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Analyse de la robustesse de la probabilité de ruine en temps fini, et marge de solvabilité pour risque d'estimation |
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12 |

Another look at the Picard-Lefèvre formula for finite-time ruin probabilities |
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13 |

Asset-Liability Management for Long-Term Insurance Business |
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52 |
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11 |
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Asset-liability management for long-term insurance business |
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Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings |
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11 |
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56 |

Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation |
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11 |
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109 |

Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings |
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11 |

Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts |
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Attitudes face au risque et face à l’analytics |
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Attitudes of supervisors with respect to AI and potential new insurance products |
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Attitudes towards analytics in the insurance and banking sectors |
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Basis risk modelling: a co-integration based approach |
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Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes |
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Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions |
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Bounding basis risk using s-convex orders on Beta-unimodal distributions |
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Competition among non-life insurers under solvency constraints: A game-theoretic approach |
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Competition among non-life insurers under solvency constraints: A game-theoretic approach |
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Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis |
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Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II |
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272 |

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes |
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140 |

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes |
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Convex extrema for nonincreasing discrete distributions: effects of convexity constraints |
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22 |

Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA |
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Correlation crises in risk theory, Solvency II and ERM |
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Correlation crises, model risk and ERM |
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Correlation crises, ruin probabilities and related issues in ERM and Solvency II |
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Cours Bachelier sur le risque de longévité |
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34 |

Data analytics and innovations in insurance |
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Dependence models in risk theory |
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Differentiation of functionals of risk processes and optimal reserve allocation |
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Differentiation of functionals of risk processes and optimal reserve allocation |
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Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation |
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Differentiation of some functionals of risk processes |
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78 |

Differentiation of some functionals of risk processes and optimal reserve allocation |
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Differentiation of some functionals of risk processes and optimal reserve allocation |
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Differentiation of some functionals of risk processes and optimal reserve allocation |
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Differentiation of some functionals of risk processes and optimal reserve allocation |
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14 |

Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale |
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Discrete Schur-Constant Models in Insurance |
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Discrete Schur-constant models |
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Do actuaries believe in longevity deceleration? |
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Dépendance stochastique en théorie du risque |
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Dépendance stochastique et mesures de risque |
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ERM and Analytics |
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10 |

ERM and Solvency II |
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ERM for insurance companies |
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Ex-ante Model Validation and Back-Testing |
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Explicit ruin formulas for dependent risks |
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Explicit ruin formulas for models with dependence among risks |
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59 |

Explicit ruin probabilities with dependent risks |
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Fast Change Detection on Proportional Two-Population Hazard Rates |
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Fast Change Detection on Proportional Two-Population Hazard Rates |
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Fast Change Detection on Proportional Two-Population Hazard Rates |
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Fast Change Detection on Proportional Two-Population Hazard Rates |
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Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management |
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19 |
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74 |

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities |
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35 |
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139 |

Fonctions de pénalité en théorie du risque |
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From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM |
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From Solvency II to ERM: tools, practical issues and research perspectives |
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From cusum strategy to longevity risk indicators |
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From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital |
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From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital |
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48 |
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105 |

Health-policyholder clustering using health consumption |
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How to design KRI’s from cusum in practice? |
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How to design longevity /mortality KRI’s from Cusum |
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Impact of Climate Change on HeatWave Risk |
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10 |
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Impact of correlation crises in risk theory |
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31 |
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Impairments of financial securities & News from LoLitA |
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In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps |
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In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps |
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58 |
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159 |

In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps |
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16 |

In the core of longevity risk: hidden dependence in stochastic mortality models and cut‐offs in prices of longevity swaps |
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12 |

Index for predicting insurance claims from wind storms with an application in France |
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2 |
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14 |

Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile |
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9 |

Insurance: Models, Digitalization, and Data Science |
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40 |
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9 |
67 |

Insurance: models, digitalization, and data science |
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2 |
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13 |

Inter-age correlation in stochastic mortality models |
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14 |

Joint modeling of portfolio experienced and national mortality: A co-integration based approach |
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19 |

Key Risk Indicators and quickest detection problems |
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15 |

La capacité de réaction et les actions de gestion des dirigeants: nécessité et difficulté de les prendre en compte dans l'ORSA |
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5 |
0 |
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1 |
61 |

La captive, un outil d'Enterprise Risk Management toujours efficient sous Solvabilité II? |
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0 |
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20 |

Le prix du risque de longévité |
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9 |

Le risque de longévité est-il assurable ? |
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0 |
0 |
0 |
0 |
0 |
2 |
13 |

Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise |
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0 |
0 |
46 |
0 |
0 |
1 |
147 |

Les risques et leur agrégation dans Solvabilité II et en ERM |
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8 |

Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments |
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2 |
26 |
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1 |
4 |
20 |

Longevity risk and capital markets: The 2015–16 update |
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2 |
34 |

Longevity risk and quickest detection problem: from theory to practice |
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MODELISATION DES CHOCS BIOMERIQUES EN ASSURANCE DE PERSONNES |
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10 |

Main Determinants of Profit Sharing Policy in the French Life Insurance Industry |
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3 |
0 |
2 |
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16 |

Main Determinants of Profit Sharing Policy in the French Life Insurance Industry |
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1 |
1 |
12 |
0 |
2 |
5 |
88 |

Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry |
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28 |

Main determinants of profit sharing policy in the French life insurance industry |
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32 |
0 |
0 |
4 |
161 |

Market inconsistencies of the MCEV |
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0 |

Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions |
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1 |
7 |
1 |
1 |
4 |
29 |

Markov Property in Discrete Schur-constant Models |
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13 |

Measuring mortality heterogeneity with multi-state models and interval-censored data |
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14 |
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31 |

Mesures de risque et theorie de la ruine |
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1 |
3 |
9 |

Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate |
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6 |
0 |
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23 |

Models and Behaviour of Stakeholders |
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5 |

Modélisation, surveillance et transfert du risque de longévité |
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1 |
1 |
2 |
13 |

Monitoring actuarial assumptions in insurance |
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1 |
1 |
12 |

Monitoring actuarial assumptions in life insurance |
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0 |
0 |
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2 |
13 |

Monitoring actuarial assumptions in life insurance |
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0 |
0 |
0 |
1 |
1 |
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20 |

Mouvements des régiments sur le front durant toute la période de guerre: cartographie et choix stratégiques du haut commandement |
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0 |
0 |
0 |
0 |
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14 |

Méthodes d'accélération de la méthode des simulations dans les simulations |
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0 |
0 |
0 |
0 |
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26 |

ORSA et mesures de risque multi-périodiques |
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1 |
13 |

ORSA in Europe and in North America |
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17 |

Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels |
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24 |
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1 |
4 |
71 |

Obfuscation and honesty, and their effect on distribution channel choices |
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1 |

Old-Age Provision: Past, Present, Future |
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2 |
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14 |

Old-age provision: past, present, future |
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15 |

On Finite-Time Ruin Probabilities for Classical Risk Models |
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197 |
1 |
1 |
1 |
464 |

On Schur-constant models |
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3 |

On Solvency issues for French and Vietnamese insurers |
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8 |

On a class of non-Gerber-Shiu, non-discounted penalty functions |
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2 |
13 |

On a quickest detection problem for longevity risk with two populations |
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5 |

On a quickest detection problem for longevity risk with two populations |
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3 |

On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing |
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1 |
8 |

On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing |
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6 |
0 |
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3 |
37 |

On customer behaviour in insurance |
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1 |
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15 |

On customer behaviour in insurance and behavioural experiments |
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7 |

On detection and longevity |
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1 |
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2 |

On detection problems related to longevity risk management |
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1 |
2 |

On discrete Schur-constant vectors, with applications |
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0 |
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0 |
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8 |

On finite exchangeable sequences and their dependence |
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0 |
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2 |

On finite-time ruin probabilities with reinsurance cycles influenced by large claims |
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46 |
0 |
0 |
0 |
115 |

On insurtech innovations |
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0 |
0 |
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1 |
7 |
52 |

On multiply monotone distributions, continuous or discrete, with applications |
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3 |
0 |
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32 |

On quickest detection issues for longevity risk |
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0 |
0 |
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1 |
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1 |

On recent advances in sustainable actuarial science |
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0 |
2 |
2 |
4 |
8 |

On ruin for worsening claims |
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11 |

On ruin models with correlated risks |
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1 |
2 |
2 |
19 |

On ruin models with dependence |
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10 |

On ruin models with dependent risks |
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0 |
0 |
0 |
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1 |
9 |

On ruin models with dependent risks |
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0 |
0 |
0 |
0 |
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1 |
25 |

On ruin theory with prevention |
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0 |
0 |
0 |
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3 |

On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level |
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103 |
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258 |

On some longevity modelling and monitoring issues |
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1 |
1 |
5 |

On some longevity modelling and monitoring issues |
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5 |

On some longevity modelling and monitoring issues |
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1 |

On some longevity modelling and monitoring issues |
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2 |

On some path-dependent correlation models in risk theory |
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8 |

On some practical correlation issues in Enterprise Risk Management |
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18 |

On some risk models with dependence |
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20 |

On some robustness and some uncertainty issues in ruin theory |
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4 |

On some robustness and some uncertainty issues in ruin theory |
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1 |
4 |

On the Moments of the Aggregate Discounted Claims with Dependence Introduced by a FGM Copula |
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35 |
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111 |

On the domain of validity of the DeVylder-Goovaerts conjecture |
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15 |

On the reevaluation of the Solvency Capital Requirement after a large shock |
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9 |

On the reevaluation of the Solvency Capital Requirement after a large shock |
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0 |
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1 |
10 |

On the sensitivity analysis of some risk measures |
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1 |
1 |
6 |

Online monitoring of actuarial assumptions |
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5 |

Online monitoring of actuarial assumptions |
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0 |
0 |
0 |
0 |
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1 |
10 |

Online monitoring of longevity and actuarial assumptions |
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0 |
0 |
0 |
0 |
0 |
0 |
11 |

Online monitoring of longevity and actuarial assumptions |
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0 |
0 |
0 |
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10 |

Optimal prevention of large risks with two types of claims |
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6 |
0 |
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3 |
15 |

Optimal prevention strategies in the classical risk model |
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5 |
0 |
1 |
3 |
21 |

Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions |
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0 |
0 |
0 |
0 |
0 |
2 |
17 |

Partially Schur-constant models |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
17 |

Phase-type aging modeling for health dependent costs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |

Probabilités et coupe du monde féminine de la FIFA |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
8 |

Problems and numerical methods in insurance and finance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |

Problèmes liés à la prise en compte de l'effet de diversification dans le cadre de Solvabilité II |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |

Problématiques de théorie de la ruine en univers multivarié |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
16 |

Properties of a risk measure derived from the expected area in red |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
26 |

Quelques problématiques de mathématiques appliquées à l'actuariat |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |

Quickest detection in practice in presence of seasonality: an illustration with call center data |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |

Quickest detection in presence of seasonality: an illustration with call center data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |

Quickest detection of actuarial assumptions and longevity risk management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |

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 |
0 |
0 |
4 |

Quickest detection of change in intensity and longevity risk management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |

Quickest detection of change in intensity and longevity risk management |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |

Quickest detection of change in intensity and longevity risk management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |

Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |

Quickest detection of changes in longevity patterns |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

Quickest detection of some changes in longevity patterns |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |

Quickest detection of some changes in longevity patterns |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |

Quickest detection strategy for changes in longevity patterns and longevity risk management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
61 |

Recent longevity transfer solutions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

Reevaluation of the capital charge after a large shock |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
17 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
19 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
1 |
41 |
0 |
0 |
6 |
66 |

Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
23 |

Repositioning Enterprise Risk Management |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
14 |

Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula? |
0 |
0 |
1 |
108 |
0 |
0 |
2 |
316 |

Risk aggregation in Solvency II: bridging the gap between standard formula and internal risk models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |

Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
43 |

Risque de longévité et surveillance de portefeuille |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |

Risques corrélés en théorie du risque |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |

Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
182 |

Ruin Theory with K Lines of Business |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |

Ruin probabilities with Bühlmann credibility adjusted premiums |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
14 |

Ruin probabilities with correlated claims |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
8 |

Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |

Ruin problems with worsening risks or with infinite mean claims |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
28 |

Ruin theory with K lines of business |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
11 |

Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |

Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |

Ruin theory with dependent risks |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
13 |

Ruine, dividendes et allocation de réserve optimale |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |

Sensitivity analysis and density estimation for finite-time ruin probabilities |
0 |
0 |
1 |
36 |
0 |
0 |
1 |
99 |

Sensitivity analysis and optimal reserve allocation in risk theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |

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 |
1 |
8 |

Several problems in ruin theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |

Short course on ERM |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
11 |

Solutions to biometric, mortality and longevity risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

Solvabilité |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |

Solvabilité des compagnies d'assurance |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
35 |

Solvency II: description, timeline, and update on current discussions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |

Some characteristics of an equity security next-year impairment |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
37 |

Some mixing properties of conditionally independent processes |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
36 |

Stable value: a contract at the interplay between insurance and finance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Stationary-excess operator and convex stochastic orders |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
42 |

Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |

Surrender risk and correlation crises |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
37 |

Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? |
0 |
0 |
0 |
53 |
1 |
2 |
8 |
135 |

The win-first probability under interest force |
0 |
0 |
0 |
28 |
0 |
2 |
2 |
126 |

Théorie de la ruine |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
8 |

Théorie de la ruine en présence de risques corrélés |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
26 |

Théorie de la ruine et risques corrélés |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |

Théorie de la ruine multivariée |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
7 |

Théorie de la ruine multivariée |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
17 |

Théorie de la ruine: introduction et exemples |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
13 |

Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
132 |

Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
14 |

Titrisation du risque de longévité |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |

Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
47 |

Understanding and managing longevity risk |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
21 |

Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
31 |

Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges |
0 |
1 |
2 |
101 |
0 |
2 |
6 |
268 |

Understanding, modeling and managing longevity risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

Understanding, modeling and managing longevity risk: some new challenges |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |

Variable annuities and surrender risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |

Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
9 |

Why ruin theory should be of interest for insurance practitioners and risk managers nowadays |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
74 |

Win-first probabilities and dividends with hazard rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

Wind Storm Risk Management |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
20 |

Total Working Papers |
0 |
9 |
29 |
1,815 |
17 |
77 |
285 |
7,569 |