Narrow search
Showing 1 - 10 of 11
Cover Image
Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Cover Image
Longevity risk and capital markets : the 2015-16 update
Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173
Persistent link: https://www.econbiz.de/10011825252
Cover Image
Do actuaries believe in longevity deceleration?
Debonneuil, Edouard; Loisel, Stéphane; Planchet, Frédéric - In: Insurance / Mathematics & economics 78 (2018), pp. 325-338
Persistent link: https://www.econbiz.de/10011825314
Cover Image
Optimal prevention strategies in the classical risk model
Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; … - In: Insurance / Mathematics & economics 91 (2020), pp. 202-208
Persistent link: https://www.econbiz.de/10012242011
Cover Image
Measuring mortality heterogeneity with multi-state models and interval-censored data
Boumezoued, Alexandre; El Karoui, Nicole; Loisel, Stéphane - In: Insurance / Mathematics & economics 72 (2017), pp. 67-82
Persistent link: https://www.econbiz.de/10011691580
Cover Image
Properties of a risk measure derived from the expected area in red
Loisel, Stéphane; Trufin, Julien - In: Insurance / Mathematics & economics 55 (2014), pp. 191-199
Persistent link: https://www.econbiz.de/10010366178
Cover Image
Stationary-excess operator and convex stochastic orders
Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 64-75
Persistent link: https://www.econbiz.de/10003985391
Cover Image
Phase-type aging modeling for health dependent costs
Govorun, Maria; Latouche, Guy; Loisel, Stéphane - In: Insurance / Mathematics & economics 62 (2015), pp. 173-183
Persistent link: https://www.econbiz.de/10011312074
Cover Image
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Dutang, Christophe; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 774-785
Persistent link: https://www.econbiz.de/10010227872
Cover Image
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 374-381
Persistent link: https://www.econbiz.de/10009517556