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Asset risk management of participating contracts

Bernard, Carole; Le Courtois, Olivier - In: Asia-Pacific journal of risk and insurance : APJRI 6 (2012) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10010126513

A Study of Mutual Insurance for Bank Deposits

Bernard, Carole; Courtois, Olivier Le; Quittard-Pinon, … - In: The Geneva Risk and Insurance Review 30 (2005) 2, pp. 129-146

This article displays a study on the mutual insurance of bank deposits. A system where deposits are first insured by a consortium then by the Government is envisaged. We wish to compute the fair premia due to both the consortium and the Government. Various types of covenants aiming at making...

Persistent link: https://www.econbiz.de/10005142368

Market value of life insurance contracts under stochastic interest rates and default risk

Bernard, Carole; Le Courtois, Olivier; Quittard-Pinon, … - In: Insurance: Mathematics and Economics 36 (2005) 3, pp. 499-516

Persistent link: https://www.econbiz.de/10005374581

Pricing derivatives with barriers in a stochastic interest rate environment

Bernard, Carole; Le Courtois, Olivier; Quittard-Pinon, … - In: Journal of Economic Dynamics and Control 32 (2008) 9, pp. 2903-2938

Persistent link: https://www.econbiz.de/10005229323

Some further results on the tempered multistable approach

Le Courtois, Olivier - In: Asia-Pacific financial markets 25 (2018) 2, pp. 87-109

Persistent link: https://www.econbiz.de/10012032996

Risk perception of investors in initial public offer of shares : a psychometric study

Ranjit Singh; Le Courtois, Olivier - In: Asia-Pacific journal of risk and insurance : APJRI 6 (2012) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10010126512

Portfolio optimisation with jumps : illustration with a pension accumulation scheme

Le Courtois, Olivier; Menoncin, Francesco - In: Journal of banking & finance 60 (2015), pp. 127-137

Persistent link: https://www.econbiz.de/10011544926

Health and portfolio choices : a diffidence approach

Crainich, David; Eeckhoudt, Louis; Le Courtois, Olivier - In: European journal of operational research : EJOR 259 (2017) 1, pp. 273-279

Persistent link: https://www.econbiz.de/10011644979

Inside the solvency 2 black box : net asset balues and solvency vapital requirements with a least-squares Monte-Carlo approach

Floryszczak, Anthony; Le Courtois, Olivier; Majri, Mohamed - In: Insurance / Mathematics & economics 71 (2016), pp. 15-26

Persistent link: https://www.econbiz.de/10011630591

Pricing and hedging defaultable participating contracts with regime switching and jump risk

Le Courtois, Olivier; Quittard-Pinon, François; Su, … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 303-339

Persistent link: https://www.econbiz.de/10012285401