Alexandre Boumezoued

Available identifiers

Publication	Date of Publication	Type
Signature-based validation of real-world economic scenarios	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	2022-11-08	Paper
Jacobi stochastic volatility factor for the LIBOR market model	2022-09-26	Paper
Discussion on: ``Exchangeable mortality projection	2022-01-14	Paper
Nonparametric adaptive inference of birth and death models in a large population limit	2021-08-03	Paper
Mortality data correction in the absence of monthly fertility records	2021-07-06	Paper
Improving HMD Mortality Estimates with HFD Fertility Data	2021-04-28	Paper
A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES	2020-08-31	Paper
Fast calibration of the libor market model with stochastic volatility and displaced diffusion	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?	2018-02-15	Paper
Measuring mortality heterogeneity with multi-state models and interval-censored data	2017-01-31	Paper
Population viewpoint on Hawkes processes	2016-07-27	Paper
Signature-based validation of real-world economic scenarios	N/A	Paper

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