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Multivariate modelling of household claim frequencies in motor third-party liability insurance
Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993
Persistent link: https://www.econbiz.de/10011999834
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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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Ruin-based risk measures in discrete-time risk models
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; … - In: Insurance / Mathematics & economics 93 (2020), pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
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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
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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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Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 388-404
Persistent link: https://www.econbiz.de/10010195915
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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
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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