Emmanuel Hamel

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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


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