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Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles; Yang, Fan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
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Robust and bias-corrected estimation of the coefficient of tail dependence
Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle - In: Insurance / Mathematics & economics 57 (2014), pp. 46-57
Persistent link: https://www.econbiz.de/10010402739
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Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing - In: Insurance / Mathematics & economics 96 (2021), pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
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From deterministic to stochastic surrender risk models : impact of correlation crises on economic capital
Loisel, Stéphane; Milhaud, Xavier - In: European journal of operational research : EJOR 214 (2011) 2, pp. 348-357
Persistent link: https://www.econbiz.de/10009307377
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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
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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
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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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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
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On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Lefevre, Claude; Loisel, Stéphane; Montesinos, Pierre - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 476-504
Persistent link: https://www.econbiz.de/10012588355