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Optimal Insurance for Prudent...
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Le Courtois, Olivier
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Quittard-Pinon, François
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Finance : revue de l'Association Française de Finance
3
Journal of economic dynamics & control
2
Insurance / Mathematics & economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
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1
Market value of life insurance contracts under stochastic interest rates and default risk
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Insurance / Mathematics & economics
36
(
2005
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10006876253
Saved in:
2
On the bankruptcy risk of insurance companies
Le Courtois, Olivier
;
Randrianarivony, Rivo
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 43-72
Persistent link: https://www.econbiz.de/10010160338
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3
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10008089748
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4
Evaluation en fair value de contrats participatifs
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 73-107
Persistent link: https://www.econbiz.de/10009918906
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5
ON SURRENDER AND DEFAULT RISKS
Le Courtois, Olivier
;
Nakagawa, Hidetoshi
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10010063817
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6
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2939
Persistent link: https://www.econbiz.de/10008880261
Saved in:
7
A New Procedure for Pricing Parisian Options
Bernard, Carole
;
Courtois, Olivier Le
;
Quittard-Pinon, …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
4
,
pp. 45-53
Persistent link: https://www.econbiz.de/10005921777
Saved in:
8
Changes of probability measure in finance and insurance : a synthesis
Courtois, Olivier le
;
Quittard-Pinon, François
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 95-120
Persistent link: https://www.econbiz.de/10009918895
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