Emmanuel Hamel

From MaRDI portal



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!

PublicationDate of PublicationType
Hedging universal life insurance policies
Insurance Mathematics & Economics
2026-03-12Paper
Risk allocation through shapley decompositions, with applications to variable annuities
ASTIN Bulletin
2023-07-13Paper
A mixed bond and equity fund model for the valuation of variable annuities
ASTIN Bulletin
2021-10-20Paper
Compound trend renewal process with discounted claims: a unified approach
Scandinavian Actuarial Journal
2019-05-10Paper
LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK
ASTIN Bulletin
2018-06-06Paper
Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims
Methodology and Computing in Applied Probability
2018-03-01Paper
A compound trend renewal model for medical/professional liabilities
European Actuarial Journal
2018-01-12Paper
A compound renewal model for medical malpractice insurance
European Actuarial Journal
2015-01-22Paper


Research outcomes over time


This page was built for person: Emmanuel Hamel