The following pages link to Stéphane Loisel (Q320260):
Displaying 50 items.
- On Multiply Monotone Distributions, Continuous or Discrete, with Applications (Q147981) (← links)
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- (Q472383) (redirect page) (← links)
- Convex extrema for nonincreasing discrete distributions: effects of convexity constraints (Q472384) (← links)
- (Q495391) (redirect page) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- Measuring mortality heterogeneity with multi-state models and interval-censored data (Q506072) (← links)
- Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862) (← links)
- Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Stationary-excess operator and convex stochastic orders (Q661209) (← links)
- Another look at the Picard--Lefèvre formula for finite-time ruin probabilities (Q704403) (← links)
- Properties of a risk measure derived from the expected area in red (Q743159) (← links)
- The win-first probability under interest force (Q817279) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
- Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
- Markov property in discrete Schur-constant models (Q1617332) (← links)
- Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes (Q1676448) (← links)
- On finite exchangeable sequences and their dependence (Q1679565) (← links)
- Do actuaries believe in longevity deceleration? (Q1697260) (← links)
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions (Q1707543) (← links)
- Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
- Partially Schur-constant models (Q2001085) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- On a Markovian game model for competitive insurance pricing (Q2152254) (← links)
- Health policyholder clustering using medical consumption. A useful tool for targeting prevention plans (Q2219633) (← links)
- From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (Q2275826) (← links)
- Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
- Optimal prevention strategies in the classical risk model (Q2306103) (← links)
- Obituary: Ragnar Norberg (1945--2017) (Q2323646) (← links)
- Phase-type aging modeling for health dependent costs (Q2347069) (← links)
- Competition among non-life insurers under solvency constraints: a game-theoretic approach (Q2356190) (← links)
- Old-age provision: past, present, future (Q2356629) (← links)
- Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- Approximations of copulas via transformed moments (Q2684963) (← links)
- Some mixing properties of conditionally independent processes (Q2807763) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
- (Q3008262) (← links)
- A survey of some recent results on Risk Theory (Q3451729) (← links)
- On <i>s</i>-convex bounds for Beta-unimodal distributions with applications to basis risk assessment (Q4959362) (← links)
- Ruin Problems with Worsening Risks or with Infinite Mean Claims (Q4981888) (← links)
- Optimal prevention of large risks with two types of claims (Q5003354) (← links)
- APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES (Q5019041) (← links)
- Basis risk modelling: a cointegration-based approach (Q5276179) (← links)
