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 4 24
A Quantum-Type Approach to Non-Life Insurance Risk Modelling 0 0 0 0 1 3 15 30
A game-theoretic approach to non-life insurance markets 0 0 0 0 0 0 11 33
A game-theoretic approach to non-life insurance markets 0 0 0 0 0 0 5 6
A longevity adventure with Nicole and LoLitA 0 0 0 0 0 0 1 1
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model 0 0 0 0 0 1 3 5
A survey of some recent results on Risk Theory 0 0 0 0 0 0 2 5
A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins 0 0 1 48 0 1 4 143
Acceleration techniques of nested simulations in insurance 0 0 0 0 0 0 4 17
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 1 2 11
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 0 0 10
Asset-Liability Management for Long-Term Insurance Business 1 2 9 38 3 7 21 63
Asset-liability management for long-term insurance business 0 0 0 0 1 1 6 15
Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings 0 0 0 11 1 1 6 54
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation 0 0 0 11 1 1 3 108
Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings 0 0 0 0 0 0 3 11
Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts 0 0 0 0 0 1 2 10
Attitudes face au risque et face à l’analytics 0 0 0 0 0 0 6 12
Attitudes of supervisors with respect to AI and potential new insurance products 0 0 0 0 0 3 3 3
Attitudes towards analytics in the insurance and banking sectors 0 0 0 0 0 5 5 5
Basis risk modelling: a co-integration based approach 0 0 0 0 5 5 10 11
Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes 0 0 0 0 0 0 4 9
Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions 0 0 0 0 0 4 6 6
Bounding basis risk using s-convex orders on Beta-unimodal distributions 0 0 9 9 2 2 9 9
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 1 1 19 0 3 5 46
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 0 0 0 1 4 12
Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis 0 0 0 0 0 2 7 31
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 76 2 4 7 259
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 0 0 0 0 10
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 0 1 3 138
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints 0 0 0 1 1 1 5 19
Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA 0 0 0 32 0 0 3 72
Correlation crises in risk theory, Solvency II and ERM 0 0 0 0 0 0 3 12
Correlation crises, model risk and ERM 0 0 0 0 0 0 4 10
Correlation crises, ruin probabilities and related issues in ERM and Solvency II 0 0 0 0 0 1 4 10
Cours Bachelier sur le risque de longévité 0 0 0 0 1 3 9 32
Data analytics and innovations in insurance 0 0 0 0 0 0 3 5
Dependence models in risk theory 0 0 0 0 0 0 2 11
Differentiation of functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 0 6
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 0 0 0 4
Differentiation of some functionals of risk processes 0 0 0 37 0 0 2 77
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 3 13
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 5 8
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 4 9
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 3 4
Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale 0 0 0 0 0 0 0 5
Discrete Schur-Constant Models in Insurance 0 0 0 0 0 0 6 7
Discrete Schur-constant models 0 0 0 0 0 0 1 2
Do actuaries believe in longevity deceleration? 0 0 0 8 0 3 5 24
Dépendance stochastique en théorie du risque 0 0 0 0 0 0 3 13
Dépendance stochastique et mesures de risque 0 0 0 0 1 1 1 9
ERM and Analytics 0 0 0 0 0 0 5 10
ERM and Solvency II 0 0 0 0 0 1 5 6
ERM for insurance companies 0 0 0 0 0 0 8 9
Estimating the parameters of a seasonal Markov-modulated Poisson process 0 0 0 0 0 1 3 7
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 25 0 0 2 39
Ex-ante Model Validation and Back-Testing 0 0 0 0 0 1 3 3
Explicit ruin formulas for dependent risks 0 0 0 0 0 0 3 19
Explicit ruin formulas for models with dependence among risks 0 0 1 2 0 0 11 57
Explicit ruin probabilities with dependent risks 0 0 0 0 0 0 4 23
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 0 0 1 2
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 0 0 1 2
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 0 0 2 3
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 0 0 2 3
Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management 0 0 0 17 0 1 6 69
Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities 0 0 0 34 0 0 4 135
Fonctions de pénalité en théorie du risque 0 0 0 0 0 0 2 9
From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM 0 0 0 0 0 1 18 24
From Solvency II to ERM: tools, practical issues and research perspectives 0 0 0 0 0 1 4 11
From cusum strategy to longevity risk indicators 0 0 0 0 0 0 0 0
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital 0 0 0 0 0 0 3 18
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital 0 1 2 48 0 1 8 104
Health-policyholder clustering using health consumption 0 0 6 6 0 5 9 9
How to design KRI’s from cusum in practice? 0 0 0 0 0 0 1 1
How to design longevity /mortality KRI’s from Cusum 0 0 0 0 0 0 3 9
Impact of Climate Change on HeatWave Risk 0 0 1 10 0 2 18 56
Impact of correlation crises in risk theory 0 0 0 29 0 0 1 71
Impairments of financial securities & News from LoLitA 0 0 0 0 0 0 0 2
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 1 7
In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps 0 0 0 57 0 1 3 154
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 2 4 13
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 2 12
Index for predicting insurance claims from wind storms with an application in France 0 0 1 1 0 0 7 11
Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile 0 0 0 0 0 0 2 3
Insurance: Models, Digitalization, and Data Science 0 2 9 32 3 7 20 40
Insurance: models, digitalization, and data science 0 0 0 0 1 4 5 5
Inter-age correlation in stochastic mortality models 0 0 0 0 0 0 2 13
Joint modeling of portfolio experienced and national mortality: A co-integration based approach 0 0 0 0 0 0 1 19
Key Risk Indicators and quickest detection problems 0 0 0 0 0 0 5 10
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 2 60
La captive, un outil d'Enterprise Risk Management toujours efficient sous Solvabilité II? 0 0 0 0 0 2 7 15
Le prix du risque de longévité 0 0 0 0 0 3 3 3
Le risque de longévité est-il assurable ? 0 0 0 0 0 3 8 10
Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise 0 0 1 46 0 1 3 142
Les risques et leur agrégation dans Solvabilité II et en ERM 0 0 0 0 0 0 1 8
Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments 0 1 23 23 0 3 7 7
Longevity risk and capital markets: The 2015–16 update 0 0 0 0 2 4 13 25
MODELISATION DES CHOCS BIOMERIQUES EN ASSURANCE DE PERSONNES 0 0 0 0 0 2 3 3
Main Determinants of Profit Sharing Policy in the French Life Insurance Industry 0 0 0 11 0 1 9 73
Main Determinants of Profit Sharing Policy in the French Life Insurance Industry 0 0 0 3 0 2 8 10
Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry 0 0 0 0 0 1 9 26
Main determinants of profit sharing policy in the French life insurance industry 0 0 2 31 0 0 18 155
Market inconsistencies of the MCEV 0 0 0 0 0 0 0 0
Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions 0 0 0 5 0 0 7 22
Markov Property in Discrete Schur-constant Models 0 0 0 0 0 0 5 12
Measuring mortality heterogeneity with multi-state models and interval-censored data 0 0 1 14 1 1 8 28
Mesures de risque et theorie de la ruine 0 0 0 0 0 0 1 3
Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate 0 0 0 5 0 1 5 21
Models and Behaviour of Stakeholders 0 0 0 0 0 0 3 4
Modélisation, surveillance et transfert du risque de longévité 0 0 0 0 0 3 5 11
Monitoring actuarial assumptions in insurance 0 0 0 0 0 0 4 7
Monitoring actuarial assumptions in life insurance 0 0 0 0 0 0 5 13
Monitoring actuarial assumptions in life insurance 0 0 0 0 0 2 7 10
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 5 13
Méthodes d'accélération de la méthode des simulations dans les simulations 0 0 0 0 0 0 4 26
ORSA et mesures de risque multi-périodiques 0 0 0 0 0 0 1 12
ORSA in Europe and in North America 0 0 0 0 1 1 2 10
Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels 0 0 1 23 0 2 23 51
Obfuscation and honesty, and their effect on distribution channel choices 0 0 0 0 0 0 0 0
Old-Age Provision: Past, Present, Future 0 0 0 2 2 2 8 11
Old-age provision: past, present, future 0 0 0 0 1 2 9 10
On Finite-Time Ruin Probabilities for Classical Risk Models 0 1 1 196 0 1 3 460
On Schur-constant models 0 0 0 0 0 0 0 2
On Solvency issues for French and Vietnamese insurers 0 0 0 0 0 0 2 8
On a class of non-Gerber-Shiu, non-discounted penalty functions 0 0 0 0 0 2 4 11
On a quickest detection problem for longevity risk with two populations 0 0 0 0 0 1 2 4
On a quickest detection problem for longevity risk with two populations 0 0 0 0 0 0 2 3
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 6 0 0 4 33
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 0 0 0 2 7
On customer behaviour in insurance 0 0 0 0 0 5 9 9
On detection and longevity 0 0 0 0 0 0 0 0
On detection problems related to longevity risk management 0 0 0 0 0 0 0 0
On discrete Schur-constant vectors, with applications 0 0 0 0 0 0 2 8
On finite exchangeable sequences and their dependence 0 0 0 0 0 0 1 2
On finite-time ruin probabilities with reinsurance cycles influenced by large claims 0 1 1 46 0 1 5 115
On insurtech innovations 0 0 0 0 5 11 24 24
On multiply monotone distributions, continuous or discrete, with applications 0 0 0 3 0 1 5 30
On quickest detection issues for longevity risk 0 0 0 0 0 0 0 0
On ruin for worsening claims 0 0 0 0 0 0 2 11
On ruin models with correlated risks 0 0 0 0 0 0 9 16
On ruin models with dependence 0 0 0 0 0 0 4 9
On ruin models with dependent risks 0 0 0 0 0 0 3 22
On ruin models with dependent risks 0 0 0 0 0 0 1 7
On ruin theory with prevention 0 0 0 0 0 2 3 3
On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level 0 0 0 103 0 1 2 257
On some longevity modelling and monitoring issues 0 0 0 0 0 0 0 1
On some longevity modelling and monitoring issues 0 0 0 0 0 0 1 2
On some longevity modelling and monitoring issues 0 0 0 0 0 0 1 2
On some longevity modelling and monitoring issues 0 0 0 0 0 0 0 2
On some path-dependent correlation models in risk theory 0 0 0 0 0 0 1 8
On some practical correlation issues in Enterprise Risk Management 0 0 0 0 0 0 4 17
On some risk models with dependence 0 0 0 0 0 0 3 20
On some robustness and some uncertainty issues in ruin theory 0 0 0 0 0 0 1 2
On some robustness and some uncertainty issues in ruin theory 0 0 0 0 0 1 2 3
On the Moments of the Aggregate Discounted Claims with Dependence Introduced by a FGM Copula 0 0 2 35 0 0 6 109
On the domain of validity of the DeVylder-Goovaerts conjecture 0 0 0 0 0 0 2 15
On the reevaluation of the Solvency Capital Requirement after a large shock 0 0 0 0 0 1 3 8
On the reevaluation of the Solvency Capital Requirement after a large shock 0 0 0 0 0 1 3 9
On the sensitivity analysis of some risk measures 0 0 0 0 1 1 1 5
Online monitoring of actuarial assumptions 0 0 0 0 0 0 5 5
Online monitoring of actuarial assumptions 0 0 0 0 0 0 2 3
Online monitoring of longevity and actuarial assumptions 0 0 0 0 0 1 8 10
Online monitoring of longevity and actuarial assumptions 0 0 0 0 0 1 8 9
Optimal prevention of large risks with two types of claims 3 3 3 3 2 4 4 4
Optimal prevention of large risks with two types of claims 0 0 0 4 1 2 4 5
Optimal prevention strategies in the classical risk model 0 0 5 5 0 3 13 13
Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions 0 0 0 0 0 1 6 7
Partially Schur-constant models 0 0 0 0 0 0 1 12
Phase-type aging modeling for health dependent costs 0 0 0 0 0 1 6 8
Probabilités et coupe du monde féminine de la FIFA 0 0 0 0 0 2 5 5
Problems and numerical methods in insurance and finance 0 0 0 0 0 0 2 5
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 9
Problématiques de théorie de la ruine en univers multivarié 0 0 0 0 0 0 3 15
Properties of a risk measure derived from the expected area in red 0 0 0 17 0 0 5 26
Quelques problématiques de mathématiques appliquées à l'actuariat 0 0 0 0 0 0 4 13
Quickest detection in practice in presence of seasonality: an illustration with call center data 0 0 0 0 0 1 1 1
Quickest detection in presence of seasonality: an illustration with call center data 0 0 0 0 0 1 2 2
Quickest detection of actuarial assumptions and longevity risk management 0 0 0 0 1 1 1 1
Quickest detection of actuarial assumptions and longevity risk management 0 0 0 0 0 1 1 1
Quickest detection of change in actuarial assumptions 0 0 0 0 0 0 2 4
Quickest detection of change in intensity and longevity risk management 0 0 0 0 0 0 2 2
Quickest detection of change in intensity and longevity risk management 0 0 0 0 0 0 0 0
Quickest detection of change in intensity and longevity risk management 0 0 0 0 0 0 1 1
Quickest detection of some changes in longevity patterns 0 0 0 0 0 0 1 2
Quickest detection of some changes in longevity patterns 0 0 0 0 0 0 3 3
Quickest detection strategy for changes in longevity patterns and longevity risk management 0 0 0 0 0 0 4 7
Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 1 1 24 1 3 7 55
Recent longevity transfer solutions 0 0 0 0 0 0 1 6
Reevaluation of the capital charge after a large shock 0 0 0 0 0 0 0 0
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 10 13
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 9 21
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 4 7 7
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 39 1 4 23 51
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 6 8
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 9 13
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 1 8 12
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 1 2 10 13
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 2 2 10 17
Repositioning Enterprise Risk Management 0 0 0 0 1 1 1 13
Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula? 0 0 2 107 1 2 9 312
Risk aggregation in Solvency II: bridging the gap between standard formula and internal risk models 0 0 0 0 0 0 4 11
Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation 0 0 0 15 0 1 3 40
Risque de longévité et surveillance de portefeuille 0 0 0 0 0 2 5 18
Risques corrélés en théorie du risque 0 0 0 0 0 0 2 11
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 1 2 180
Ruin Theory with K Lines of Business 0 0 0 0 0 1 3 14
Ruin probabilities with Bühlmann credibility adjusted premiums 0 0 0 0 0 0 2 11
Ruin probabilities with correlated claims 0 0 0 0 0 0 2 7
Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean 0 0 0 0 0 0 1 10
Ruin problems with worsening risks or with infinite mean claims 0 0 0 3 0 0 1 24
Ruin theory with K lines of business 0 0 0 0 0 0 2 10
Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory 0 0 0 0 0 1 3 4
Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory 0 0 0 0 0 1 7 8
Ruin theory with dependent risks 0 0 0 0 0 1 4 12
Ruine, dividendes et allocation de réserve optimale 0 0 0 0 0 0 2 5
Sensitivity analysis and density estimation for finite-time ruin probabilities 0 0 0 35 0 0 0 95
Sensitivity analysis and optimal reserve allocation in risk theory 0 0 0 0 0 0 2 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 0 7
Several problems in ruin theory 0 0 0 0 0 0 4 4
Short course on ERM 0 0 0 0 0 0 7 9
Solutions to biometric, mortality and longevity risk 0 0 0 0 0 0 3 9
Solvabilité 0 0 0 0 0 0 1 2
Solvabilité des compagnies d'assurance 0 0 0 0 0 0 17 34
Solvency II: description, timeline, and update on current discussions 0 0 0 0 0 0 1 8
Some characteristics of an equity security next-year impairment 0 0 0 5 1 2 3 35
Some mixing properties of conditionally independent processes 0 0 0 11 0 1 8 28
Stationary-excess operator and convex stochastic orders 0 0 0 9 0 0 2 41
Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels 0 0 0 0 0 1 3 4
Surrender risk and correlation crises 0 0 0 0 0 1 10 34
Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? 0 1 2 50 1 4 14 112
The win-first probability under interest force 0 0 0 28 0 1 2 122
Théorie de la ruine 0 0 0 0 0 0 0 3
Théorie de la ruine en présence de risques corrélés 0 0 0 0 0 0 6 25
Théorie de la ruine et risques corrélés 0 0 0 0 0 0 2 7
Théorie de la ruine multivariée 0 0 0 0 0 0 2 4
Théorie de la ruine multivariée 0 0 0 0 0 0 2 15
Théorie de la ruine: introduction et exemples 0 0 0 0 0 1 2 10
Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks 0 0 1 49 0 0 3 130
Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle 0 0 0 0 0 2 5 12
Titrisation du risque de longévité 0 0 0 0 0 2 3 10
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments 0 0 0 8 0 2 4 36
Understanding and managing longevity risk 0 0 0 0 0 0 3 19
Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges 0 0 0 99 1 3 8 256
Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges 0 0 0 0 0 2 9 22
Understanding, modeling and managing longevity risk 0 0 0 0 0 1 3 5
Understanding, modeling and managing longevity risk: some new challenges 0 0 0 0 0 0 1 9
Variable annuities and surrender risk 0 0 0 0 0 0 3 21
Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles 0 0 0 0 0 2 5 5
Why ruin theory should be of interest for insurance practitioners and risk managers nowadays 0 0 0 24 1 1 7 67
Win-first probabilities and dividends with hazard rates 0 0 0 0 0 0 1 8
Wind Storm Risk Management 0 0 1 23 0 0 4 17
Total Working Papers 4 14 87 1,780 57 226 1,114 6,813


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 1 8 2 8 30 57
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 61 0 0 0 169
Asymptotic finite‐time ruin probabilities for a class of path‐dependent heavy‐tailed claim amounts using Poisson spacings 0 0 0 0 0 0 2 2
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 0 2 0 2 4 24
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 0 0 0 47
Discrete Schur-constant models 0 0 1 4 0 1 2 19
Do actuaries believe in longevity deceleration? 0 0 0 0 0 2 6 20
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 1 0 1 2 18
Explicit ruin formulas for models with dependence among risks 0 0 0 25 0 1 5 111
From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital 0 0 0 19 0 0 1 82
Impact of Climate Change on Heat Wave Risk 0 0 0 5 0 1 8 56
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 43 0 0 4 106
Le prix du risque de longévité 0 0 1 1 0 4 9 10
Le risque de longévité est-il assurable ? 0 0 1 14 0 7 10 33
Longevity risk and capital markets: The 2015–16 update 0 0 1 2 0 9 21 39
Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry 1 2 5 10 5 18 95 145
Measuring mortality heterogeneity with multi-state models and interval-censored data 0 0 1 3 0 0 3 16
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 0 1 2 7 17
On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula 0 1 1 2 0 2 2 15
Optimal prevention strategies in the classical risk model 0 0 0 0 1 4 7 7
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions 0 0 0 2 0 0 0 16
Partially Schur-constant models 1 1 2 5 1 1 4 12
Phase-type aging modeling for health dependent costs 0 0 0 1 1 1 3 18
Properties of a risk measure derived from the expected area in red 0 0 0 1 0 1 6 20
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 0 1 2 50
Some characteristics of an equity security next-year impairment 0 0 0 4 0 0 2 24
Stationary-excess operator and convex stochastic orders 0 0 0 7 0 0 3 54
The win-first probability under interest force 0 0 0 33 0 0 2 122
Total Journal Articles 2 4 14 277 11 66 240 1,309


Statistics updated 2021-01-03