Similar Search Results

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

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

Basis risk management and randomly scaled uncertainty

Claramunt, Maria Mercè; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 107 (2022), pp. 123-139

Persistent link: https://www.econbiz.de/10013471199

Bayesian model averaging for mortality forecasting using leave-future-out validation

Barigou, Karim; Goffard, Pierre-Olivier; Loisel, Stéphane - In: International journal of forecasting 39 (2023) 2, pp. 674-690

Persistent link: https://www.econbiz.de/10014465104

Longevity Risk and Capital Markets : The 2015-16 Update

Blake, David P. - 2017

This Special Issue of Insurance: Mathematics and Economics contains 16 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 11: The Eleventh International Longevity Risk and Capital Markets...

Persistent link: https://www.econbiz.de/10012944963

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