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 1 2 4 28
A Quantum-Type Approach to Non-Life Insurance Risk Modelling 0 0 0 0 1 1 5 42
A game-theoretic approach to non-life insurance markets 0 0 0 0 0 0 3 13
A game-theoretic approach to non-life insurance markets 0 0 0 0 1 1 4 41
A longevity adventure with Nicole and LoLitA 0 0 0 0 0 0 2 3
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model 0 0 0 1 2 3 9 18
A survey of some recent results on Risk Theory 0 0 0 0 2 3 9 17
A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins 0 0 0 50 2 3 10 164
Acceleration techniques of nested simulations in insurance 0 0 0 0 2 3 5 22
Analyse de la robustesse de la probabilité de ruine en temps fini, et marge de solvabilité pour risque d'estimation 0 0 0 0 1 1 3 16
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 1 4 17
Asset-Liability Management for Long-Term Insurance Business 0 0 0 57 1 3 11 131
Asset-liability management for long-term insurance business 0 0 0 0 7 8 17 43
Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings 0 0 0 11 0 2 3 60
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation 0 0 0 11 0 0 5 115
Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings 0 0 0 0 1 2 5 16
Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts 0 0 0 0 1 1 1 11
Attitudes face au risque et face à l’analytics 0 0 0 0 2 4 7 20
Attitudes of supervisors with respect to AI and potential new insurance products 0 0 0 0 1 1 3 11
Attitudes towards analytics in the insurance and banking sectors 0 0 0 0 2 2 5 12
Basis risk modelling: a co-integration based approach 0 0 0 0 3 4 4 23
Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes 0 0 0 0 2 3 4 14
Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions 0 0 0 0 3 4 10 17
Bounding basis risk using s-convex orders on Beta-unimodal distributions 0 0 0 9 2 2 3 20
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 0 20 2 3 14 65
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 0 3 1 1 7 28
Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis 0 0 0 0 1 2 6 37
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 2 2 4 284
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 0 0 1 6 20
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 0 0 8 150
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints 0 0 0 1 0 0 1 25
Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA 0 0 0 34 2 3 9 91
Correlation crises in risk theory, Solvency II and ERM 0 0 0 0 1 2 4 19
Correlation crises, model risk and ERM 0 0 0 0 4 5 8 18
Correlation crises, ruin probabilities and related issues in ERM and Solvency II 0 0 0 0 1 2 3 14
Cours Bachelier sur le risque de longévité 0 0 0 0 2 2 3 38
Data analytics and innovations in insurance 0 0 0 0 2 5 7 16
Dependence models in risk theory 0 0 0 0 1 1 5 19
Differentiation of functionals of risk processes and optimal reserve allocation 0 0 0 0 1 1 2 9
Differentiation of functionals of risk processes and optimal reserve allocation 0 0 0 0 1 1 5 11
Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation 0 0 0 0 0 0 3 7
Differentiation of some functionals of risk processes 0 0 0 37 0 0 4 83
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 2 3 5 16
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 1 2 6 16
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 1 1 2 7
Differentiation of some functionals of risk processes and optimal reserve allocation 0 0 0 0 0 0 1 15
Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale 0 0 0 0 3 3 4 10
Discrete Schur-Constant Models in Insurance 0 0 0 0 1 2 2 14
Discrete Schur-constant models 0 0 0 0 0 0 3 9
Do actuaries believe in longevity deceleration? 0 0 0 8 7 8 14 41
Dépendance stochastique en théorie du risque 0 0 0 0 2 3 4 19
Dépendance stochastique et mesures de risque 0 0 0 0 1 3 5 17
ERM and Analytics 0 0 0 0 0 0 1 13
ERM and Solvency II 0 0 0 0 1 3 10 23
ERM for insurance companies 0 0 0 0 0 4 6 20
Ex-ante Model Validation and Back-Testing 0 0 0 0 0 1 3 18
Explicit ruin formulas for dependent risks 0 0 0 0 0 1 3 24
Explicit ruin formulas for models with dependence among risks 0 0 0 2 1 1 6 69
Explicit ruin probabilities with dependent risks 0 0 0 0 0 0 3 26
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 2 2 5 11
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 1 1 4 10
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 2 4 9 12
Fast Change Detection on Proportional Two-Population Hazard Rates 0 0 0 0 1 2 6 9
Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management 0 0 0 19 0 2 4 80
Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities 0 0 0 35 3 3 14 153
Fonctions de pénalité en théorie du risque 0 0 0 0 4 5 8 19
From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM 0 0 0 0 1 1 3 29
From Solvency II to ERM: tools, practical issues and research perspectives 0 0 0 0 1 1 2 13
From cusum strategy to longevity risk indicators 0 0 0 0 1 1 4 7
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital 0 0 0 0 0 0 2 26
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital 0 0 0 48 1 1 5 116
Health-policyholder clustering using health consumption 0 0 0 8 0 3 8 25
How to design KRI’s from cusum in practice? 0 0 0 0 1 1 2 6
How to design longevity /mortality KRI’s from Cusum 0 0 0 0 1 2 4 20
Impact of Climate Change on HeatWave Risk 0 1 1 11 2 3 10 81
Impact of correlation crises in risk theory 0 0 0 31 0 2 8 87
Impairments of financial securities & News from LoLitA 0 0 0 0 0 0 3 8
In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps 0 0 0 0 2 2 3 10
In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps 0 0 0 0 2 2 5 21
In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps 0 0 0 58 3 4 11 177
In the core of longevity risk: hidden dependence in stochastic mortality models and cut‐offs in prices of longevity swaps 0 0 0 0 3 3 7 22
Index for predicting insurance claims from wind storms with an application in France 0 0 0 3 2 4 7 25
Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile 0 0 0 0 1 2 2 16
Insurance: Models, Digitalization, and Data Science 0 0 0 50 0 1 5 93
Insurance: models, digitalization, and data science 0 0 0 0 0 2 9 25
Inter-age correlation in stochastic mortality models 0 0 0 0 1 2 2 16
Joint modeling of portfolio experienced and national mortality: A co-integration based approach 0 0 0 0 2 2 4 24
Key Risk Indicators and quickest detection problems 0 0 0 0 1 2 5 22
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 1 1 4 65
La captive, un outil d'Enterprise Risk Management toujours efficient sous Solvabilité II? 0 0 0 0 1 2 9 35
Le prix du risque de longévité 0 0 0 0 0 2 5 14
Le risque de longévité est-il assurable ? 0 0 0 0 1 1 4 19
Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise 1 1 2 49 4 4 7 156
Les risques et leur agrégation dans Solvabilité II et en ERM 0 0 0 0 1 1 3 11
Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments 0 0 1 31 0 1 6 36
Longevity risk and capital markets: The 2015–16 update 0 0 0 0 6 7 11 47
Longevity risk and quickest detection problem: from theory to practice 0 0 0 0 1 1 5 6
MODELISATION DES CHOCS BIOMERIQUES EN ASSURANCE DE PERSONNES 0 0 0 0 0 1 1 11
Main Determinants of Profit Sharing Policy in the French Life Insurance Industry 0 0 1 13 7 7 12 106
Main Determinants of Profit Sharing Policy in the French Life Insurance Industry 0 0 0 4 1 1 4 22
Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry 0 0 0 0 4 4 11 43
Main determinants of profit sharing policy in the French life insurance industry 0 0 3 39 4 6 20 193
Market inconsistencies of the MCEV 0 0 0 0 0 0 1 2
Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions 0 0 0 8 2 2 9 41
Markov Property in Discrete Schur-constant Models 0 0 0 0 1 1 3 16
Measuring mortality heterogeneity with multi-state models and interval-censored data 0 0 0 14 0 0 6 41
Mesures de risque et theorie de la ruine 0 0 0 0 2 2 4 13
Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate 0 0 0 9 1 2 8 35
Models and Behaviour of Stakeholders 0 0 0 0 0 0 2 7
Modélisation, surveillance et transfert du risque de longévité 0 0 0 0 1 3 4 17
Monitoring actuarial assumptions in insurance 0 0 0 0 3 3 6 19
Monitoring actuarial assumptions in life insurance 0 0 0 0 2 2 4 25
Monitoring actuarial assumptions in life insurance 0 0 0 0 2 4 6 20
Mouvements des régiments sur le front durant toute la période de guerre: cartographie et choix stratégiques du haut commandement 0 0 0 0 0 1 3 18
Méthodes d'accélération de la méthode des simulations dans les simulations 0 0 0 0 3 3 6 32
ORSA et mesures de risque multi-périodiques 0 0 0 0 2 2 4 17
ORSA in Europe and in North America 0 0 0 0 3 4 8 25
Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels 0 0 1 28 2 5 19 97
Obfuscation and honesty, and their effect on distribution channel choices 0 0 0 0 0 0 3 4
Old-Age Provision: Past, Present, Future 0 0 0 3 2 2 8 24
Old-age provision: past, present, future 0 0 0 0 2 2 6 22
On Finite-Time Ruin Probabilities for Classical Risk Models 0 1 1 199 0 1 6 472
On Schur-constant models 0 0 0 0 3 4 9 12
On Solvency issues for French and Vietnamese insurers 0 0 0 0 2 2 4 13
On a class of non-Gerber-Shiu, non-discounted penalty functions 0 0 0 0 2 2 3 16
On a quickest detection problem for longevity risk with two populations 0 0 0 0 2 2 4 10
On a quickest detection problem for longevity risk with two populations 0 0 0 0 1 1 3 7
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 0 1 2 5 15
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 6 0 2 6 45
On customer behaviour in insurance 0 0 0 0 0 2 2 19
On customer behaviour in insurance and behavioural experiments 0 0 0 0 1 2 4 14
On detection and longevity 0 0 0 0 1 2 7 88
On detection problems related to longevity risk management 0 0 0 0 1 2 6 8
On discrete Schur-constant vectors, with applications 0 0 0 0 1 2 3 11
On finite exchangeable sequences and their dependence 0 0 0 0 1 1 3 5
On finite-time ruin probabilities with reinsurance cycles influenced by large claims 0 0 0 46 1 1 7 122
On insurtech innovations 0 0 0 0 2 2 3 58
On multiply monotone distributions, continuous or discrete, with applications 0 0 0 3 0 1 6 38
On quickest detection issues for longevity risk 0 0 0 0 1 1 2 3
On recent advances in sustainable actuarial science 0 0 0 0 3 3 5 14
On ruin for worsening claims 0 0 0 0 2 2 4 15
On ruin models with correlated risks 0 0 0 0 4 4 6 25
On ruin models with dependence 0 0 0 0 2 3 3 14
On ruin models with dependent risks 0 0 0 0 2 2 6 15
On ruin models with dependent risks 0 0 0 0 2 2 4 29
On ruin theory with prevention 0 0 0 0 1 1 3 7
On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level 0 0 0 103 1 1 1 260
On some longevity modelling and monitoring issues 0 0 0 0 1 1 4 9
On some longevity modelling and monitoring issues 0 0 0 0 3 3 5 11
On some longevity modelling and monitoring issues 0 0 0 0 2 2 7 8
On some longevity modelling and monitoring issues 0 0 0 0 3 4 5 7
On some path-dependent correlation models in risk theory 0 0 0 0 1 2 6 16
On some practical correlation issues in Enterprise Risk Management 0 0 0 0 1 3 7 26
On some risk models with dependence 0 0 0 0 2 4 5 25
On some robustness and some uncertainty issues in ruin theory 0 0 0 0 1 5 7 11
On some robustness and some uncertainty issues in ruin theory 0 0 0 0 4 4 8 13
On the Moments of the Aggregate Discounted Claims with Dependence Introduced by a FGM Copula 0 0 0 35 1 2 4 115
On the domain of validity of the DeVylder-Goovaerts conjecture 0 0 0 0 2 2 4 20
On the reevaluation of the Solvency Capital Requirement after a large shock 0 0 0 0 0 0 2 14
On the reevaluation of the Solvency Capital Requirement after a large shock 0 0 0 0 0 1 2 13
On the sensitivity analysis of some risk measures 0 0 0 0 2 2 2 8
Online monitoring of actuarial assumptions 0 0 0 0 0 0 1 6
Online monitoring of actuarial assumptions 0 0 0 0 1 4 8 19
Online monitoring of longevity and actuarial assumptions 0 0 0 0 0 0 6 16
Online monitoring of longevity and actuarial assumptions 0 0 0 0 0 1 3 14
Optimal prevention of large risks with two types of claims 0 0 0 9 2 2 6 26
Optimal prevention strategies in the classical risk model 0 0 0 7 1 3 15 44
Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions 0 0 0 0 1 1 10 28
Partially Schur-constant models 0 0 0 0 0 0 7 25
Phase-type aging modeling for health dependent costs 0 0 0 0 3 3 6 18
Probabilités et coupe du monde féminine de la FIFA 0 0 0 0 0 0 2 16
Problems and numerical methods in insurance and finance 0 0 0 0 3 3 5 12
Problèmes liés à la prise en compte de l'effet de diversification dans le cadre de Solvabilité II 0 0 0 0 4 4 6 16
Problématiques de théorie de la ruine en univers multivarié 0 0 0 0 2 3 4 21
Properties of a risk measure derived from the expected area in red 0 0 0 17 1 2 10 38
Quelques problématiques de mathématiques appliquées à l'actuariat 0 0 0 0 3 3 5 19
Quickest detection in practice in presence of seasonality: an illustration with call center data 0 0 0 0 1 1 5 10
Quickest detection in presence of seasonality: an illustration with call center data 0 0 0 0 1 2 3 9
Quickest detection of actuarial assumptions and longevity risk management 0 0 0 0 1 2 5 6
Quickest detection of actuarial assumptions and longevity risk management 0 0 0 0 0 2 6 9
Quickest detection of change in actuarial assumptions 0 0 0 0 1 2 6 10
Quickest detection of change in intensity and longevity risk management 0 0 0 0 1 2 4 6
Quickest detection of change in intensity and longevity risk management 0 0 0 0 1 1 2 3
Quickest detection of change in intensity and longevity risk management 0 0 0 0 0 0 4 7
Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM 0 0 0 0 3 4 6 12
Quickest detection of changes in longevity patterns 0 0 0 0 0 0 2 7
Quickest detection of some changes in longevity patterns 0 0 0 0 2 3 3 10
Quickest detection of some changes in longevity patterns 0 0 0 0 2 2 9 12
Quickest detection strategy for changes in longevity patterns and longevity risk management 0 0 0 0 1 1 3 13
Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 25 2 3 7 72
Recent longevity transfer solutions 0 0 0 0 0 0 2 11
Reevaluation of the capital charge after a large shock 0 0 0 0 0 3 6 8
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 4 9 19 34
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 2 3 7 14 28
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 5 13 14 32
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 3 3 9 24
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 2 6 11 36
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 3 3 9 21
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 4 12 15 36
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 0 0 4 11 20 36
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views 0 0 1 44 3 5 14 87
Repositioning Enterprise Risk Management 0 0 0 0 1 1 2 17
Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula? 0 0 1 114 4 7 11 340
Risk aggregation in Solvency II: bridging the gap between standard formula and internal risk models 0 0 0 0 2 3 7 20
Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation 0 0 0 15 1 2 5 48
Risque de longévité et surveillance de portefeuille 0 0 0 0 1 2 6 26
Risques corrélés en théorie du risque 0 0 0 0 1 2 3 17
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 3 3 6 190
Ruin Theory with K Lines of Business 0 0 0 0 4 4 8 23
Ruin probabilities with Bühlmann credibility adjusted premiums 0 0 0 0 1 1 1 15
Ruin probabilities with correlated claims 0 0 0 0 1 1 3 12
Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean 0 0 0 0 1 2 4 14
Ruin problems with worsening risks or with infinite mean claims 0 0 0 3 3 5 8 38
Ruin theory with K lines of business 0 0 0 0 7 7 11 24
Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory 0 0 0 0 2 3 7 18
Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory 0 0 0 0 1 1 4 10
Ruin theory with dependent risks 0 0 0 0 1 2 6 21
Ruine, dividendes et allocation de réserve optimale 0 0 0 0 2 2 4 11
Sensitivity analysis and density estimation for finite-time ruin probabilities 0 0 0 36 6 7 10 109
Sensitivity analysis and optimal reserve allocation in risk theory 0 0 0 0 3 4 8 18
Sensitivity analysis and optimal reserve allocation in risk theory 0 0 0 0 5 7 8 18
Sensitivity analysis of the finite-time ruin probability and of some other risk measures 0 0 0 0 3 3 5 14
Several problems in ruin theory 0 0 0 0 0 0 3 11
Short course on ERM 0 0 0 0 2 3 3 14
Solutions to biometric, mortality and longevity risk 0 0 0 0 0 1 6 15
Solvabilité 0 0 0 0 0 1 4 10
Solvabilité des compagnies d'assurance 0 0 0 0 1 1 4 40
Solvency II: description, timeline, and update on current discussions 0 0 0 0 1 2 4 13
Some characteristics of an equity security next-year impairment 0 0 1 6 2 3 8 46
Some mixing properties of conditionally independent processes 0 0 0 11 1 1 1 38
Stable value: a contract at the interplay between insurance and finance 0 0 0 0 2 3 4 8
Stationary-excess operator and convex stochastic orders 0 0 0 9 1 2 5 48
Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels 0 0 0 0 1 2 4 10
Surrender risk and correlation crises 0 0 0 0 0 2 4 43
Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? 1 2 2 60 3 5 11 179
The win-first probability under interest force 0 0 0 28 2 2 6 133
Théorie de la ruine 0 0 0 0 2 3 6 15
Théorie de la ruine en présence de risques corrélés 0 0 0 0 0 0 3 31
Théorie de la ruine et risques corrélés 0 0 0 0 2 2 6 14
Théorie de la ruine multivariée 0 0 0 0 1 2 6 18
Théorie de la ruine multivariée 0 0 0 0 2 3 4 26
Théorie de la ruine: introduction et exemples 0 0 0 0 2 2 5 19
Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks 0 0 0 49 1 1 7 141
Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle 0 0 0 0 3 3 7 22
Titrisation du risque de longévité 0 0 0 0 1 1 2 17
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments 0 0 0 10 2 2 5 56
Understanding and managing longevity risk 0 0 0 0 2 2 3 25
Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges 0 0 0 0 1 1 5 44
Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges 0 0 0 103 0 2 6 285
Understanding, modeling and managing longevity risk 0 0 0 0 1 1 5 10
Understanding, modeling and managing longevity risk: some new challenges 0 0 0 0 1 2 4 14
Variable annuities and surrender risk 0 0 0 0 4 4 7 29
Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles 0 0 0 0 0 0 1 10
Why ruin theory should be of interest for insurance practitioners and risk managers nowadays 0 0 0 26 1 3 6 83
Win-first probabilities and dividends with hazard rates 0 0 0 0 2 2 4 13
Wind Storm Risk Management 0 0 0 25 1 1 6 31
Total Working Papers 2 5 15 1,897 401 602 1,453 9,569

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 0 1 7 92
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 3 3 8 185
Asymptotic finite‐time ruin probabilities for a class of path‐dependent heavy‐tailed claim amounts using Poisson spacings 0 0 0 0 1 3 8 13
Competition among non-life insurers under solvency constraints: A game-theoretic approach 0 0 1 5 5 5 13 49
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 3 5 8 61
Discrete Schur-constant models 0 0 0 4 2 6 9 32
Do actuaries believe in longevity deceleration? 0 0 0 0 4 5 7 30
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 2 2 3 8 31
Explicit ruin formulas for models with dependence among risks 0 0 0 26 1 1 5 127
From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital 0 0 0 27 0 1 9 108
Impact of Climate Change on Heat Wave Risk 0 0 0 6 0 0 5 68
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 0 6 12 130
Le prix du risque de longévité 0 0 0 4 2 3 7 28
Le risque de longévité est-il assurable ? 0 0 0 15 1 1 4 48
Longevity risk and capital markets: The 2015–16 update 0 0 3 9 9 11 30 84
Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry 0 0 0 18 2 5 11 230
Measuring mortality heterogeneity with multi-state models and interval-censored data 0 0 0 4 0 0 4 25
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing 0 0 0 3 3 8 10 40
On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula 0 0 0 2 1 2 9 29
Optimal prevention strategies in the classical risk model 0 0 1 5 6 9 18 46
Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect 0 0 0 2 1 2 8 25
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions 0 0 0 2 0 0 3 28
Partially Schur-constant models 0 0 0 6 0 0 2 19
Phase-type aging modeling for health dependent costs 0 0 0 1 1 1 3 22
Properties of a risk measure derived from the expected area in red 0 0 0 1 0 2 10 38
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 2 2 6 58
Some characteristics of an equity security next-year impairment 0 0 0 4 2 2 11 42
Some mixing properties of conditionally independent processes 0 0 0 0 0 2 3 6
Stationary-excess operator and convex stochastic orders 0 0 0 7 2 3 8 63
The win-first probability under interest force 0 0 0 33 2 2 6 133
Total Journal Articles 0 0 5 329 55 94 252 1,890

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Statistics updated 2026-05-06