Alexandre Boumezoued

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Signature-based validation of real-world economic scenarios ASTIN Bulletin	2024-06-17	Paper
Cyber risk modeling using a two-phase Hawkes process with external excitation	2023-11-27	Paper
Economic scenario generators: a risk management tool for insurance MathematicS In Action	2022-11-08	Paper
Jacobi stochastic volatility factor for the LIBOR market model Finance and Stochastics	2022-09-26	Paper
Discussion on: ``Exchangeable mortality projection'' European Actuarial Journal	2022-01-14	Paper
Nonparametric adaptive inference of birth and death models in a large population limit Mathematical Statistics and Learning	2021-08-03	Paper
Mortality data correction in the absence of monthly fertility records Insurance Mathematics & Economics	2021-07-06	Paper
Improving HMD mortality estimates with HFD fertility data North American Actuarial Journal	2021-04-28	Paper
A new inference strategy for general population mortality tables ASTIN Bulletin	2020-08-31	Paper
Fast calibration of the libor market model with stochastic volatility and displaced diffusion Journal of Industrial and Management Optimization	2020-06-18	Paper
Mortality data reliability in an internal model	2018-03-01	Paper
Cause-of-death mortality: what can be learned from population dynamics? Insurance Mathematics & Economics	2018-02-15	Paper
Measuring mortality heterogeneity with multi-state models and interval-censored data Insurance Mathematics & Economics	2017-01-31	Paper
Population viewpoint on Hawkes processes Advances in Applied Probability	2016-07-27	Paper
Population viewpoint on Hawkes processes Advances in Applied Probability	2016-07-27	Paper
Signature-based validation of real-world economic scenarios (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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