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Model points and Tail-VaR in life insurance
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 64 (2015), pp. 268-272
Persistent link: https://www.econbiz.de/10011398062
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From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
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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
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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
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Main determinants of profit-sharing policy in the French life insurance industry
Borel-Mathurin, Fabrice; Darpeix, Pierre-Emmanuel; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 3, pp. 420-455
Persistent link: https://www.econbiz.de/10012256214
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Applying economic measures to lapse risk management with machine learning approaches
Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 839-871
Persistent link: https://www.econbiz.de/10012656733
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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