Frédéric Planchet

MaRDI QIDQ382004zbMATH OpenORCIDFDO

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
Modern tontines as a pension solution: a practical overview European Actuarial Journal	2022-07-27	Paper
Impact of reinsurance: quantitative aspects	2019-10-23	Paper
Measuring long-term insurance contract biometric risks	2019-10-23	Paper
Simulation de trajectoires de processus continuous (available as arXiv preprint)	2018-11-02	Paper
Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance Insurance Mathematics & Economics	2018-10-19	Paper
Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance Scandinavian Actuarial Journal	2018-07-11	Paper
Do actuaries believe in longevity deceleration? Insurance Mathematics & Economics	2018-02-15	Paper
Constructing entity specific projected mortality table: adjustment to a reference European Actuarial Journal	2016-01-22	Paper
Prospective mortality tables: taking heterogeneity into account Insurance Mathematics & Economics	2015-08-20	Paper
Best estimate calculations of savings contracts by closed formulas: application to the ORSA European Actuarial Journal	2015-01-22	Paper
Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation Insurance Mathematics & Economics	2014-04-25	Paper
Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance Insurance Mathematics & Economics	2014-04-04	Paper
Exploring or reducing noise? A global optimization algorithm in the presence of noise Structural and Multidisciplinary Optimization	2013-11-15	Paper
Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance European Actuarial Journal	2013-02-05	Paper
Operational risks in financial sectors Advances in Decision Sciences	2013-01-10	Paper
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee Insurance Mathematics & Economics	2011-08-01	Paper

Research outcomes over time

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