In the renewal risk model, several strong hypotheses may be found too restrictive to model accurately the complex evolution of the reserves of an insurance company. In the case where claim sizes are heavy-tailed, we relax the independence and stationarity assumptions and extend some asymptotic...

In ruin theory, the univariate model may be found too restrictive to describe accurately the complex evolution of the reserves of an insurance company. In the case where the company is composed of multiple lines of business, we compute asymptotics of finite-time ruin probabilities. Capital...

We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of...

We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of...

Pour juger de l'importance du conflit travail-famille, de la nature des facteurs stresseurs, des consequences du conflit ainsi que l'efficacite des pratiques d'aide, une enquete a ete menee aupres des syndiques de huit federation de la CSN. Nos resulats indiquent que le conflit n'est pas aussi...

In this article, we use a history of economic thought perspective to analyze the process by which the Chicago School of Antitrust emerged in the 1950s and became dominant in the US. We show the extent to which economic objectives and theoretical views shaped antitrust laws in their inception....

The evolution of society as well as the current economic crisis have led to the questioning of the integrity of economists. The AFSE addresses this problem in order to recover public confidence. We analyse these recommendations and try to demonstrate their relevance and also their limits,...

This article examines French competition law through behavioural economics. It first claims that no legal rules forbid the use of heuristics and cognitive bias. Then, it argues that the French competition authority already implicitly uses these inputs. Finally, it examines the possible renewal...