Olivier Le Courtois

Available identifiers

zbMath Open le-courtois.olivierWikidataQ58916949 ScholiaQ58916949MaRDI QIDQ406256

List of research outcomes

Publication	Date of Publication	Type
Efficient portfolios and extreme risks: a Pareto-Dirichlet approach	2024-05-30	Paper
Structural pricing of CoCos and deposit insurance with regime switching and jumps	2021-06-30	Paper
Regulation Risk	2020-12-13	Paper
Pricing and hedging defaultable participating contracts with regime switching and jump risk	2020-07-08	Paper
Intensity of preferences for bivariate risk apportionment	2020-05-11	Paper
Credit risk and solvency capital requirements	2019-09-03	Paper
Some further results on the tempered multistable approach	2018-12-03	Paper
Health and portfolio choices: a diffidence approach	2018-05-25	Paper
Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach	2016-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q5262069	2015-07-13	Paper
An intensity model for credit risk with switching Lévy processes	2015-04-16	Paper
Decreasing downside risk aversion and background risk	2014-09-08	Paper
Extreme Financial Risks and Asset Allocation	2014-06-17	Paper
ON SURRENDER AND DEFAULT RISKS	2013-02-28	Paper
Performance regularity: a new class of executive compensation packages	2013-01-29	Paper
Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework	2011-08-23	Paper
Pricing derivatives with barriers in a stochastic interest rate environment	2010-01-19	Paper
The optimal capital structure of the firm with stable Lévy assets returns	2008-09-04	Paper
Market value of life insurance contracts under stochastic interest rates and default risk	2007-05-24	Paper
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model	2007-04-26	Paper

Research outcomes over time

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