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Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management Chauvigny M. et al European Actuarial Journal 1, 1 (2011) 131-157 [hal-00517766 - version 2]

On finite-time ruin probabilities with reinsurance cycles influenced by large claims Bargès M. et al Scandinavian Actuarial Journal (2011) xxx-xxx [hal-00430178 - version 2]

Explicit ruin formulas for models with dependence among risks Albrecher H. et al Insurance: Mathematics and Economics 48, 2 (2011) 265-270 [hal-00540621 - version 1]

From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital Loisel S. et al European Journal of Operational Research 214, 2 (2011) 348-357 [hal-00502847 - version 1]

Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? Milhaud X. et al Bulletin Français d'Actuariat 11, 22 (2011) 5-48 [hal-00450003 - version 1]

Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings Biard R. et al Applied Stochastic Models in Business and Industry 27, 5 (2011) 503-518. [hal-00409418 - version 1]

Théorie de la ruine multivariée Loisel S. Journées d'Etude en Statistique: approche statistique du risque, France (2010) [hal-00540619 - version 1]

Solvabilité des compagnies d'assurance Loisel S. Journées d'Etude en Statistique: approche statistique du risque, France (2010) [hal-00540618 - version 1]

Contribution à la gestion quantitative des risques en assurance Loisel S. Université Claude Bernard - Lyon I (09/11/2010), Jean-Paul Laurent (Pr.) [tel-00540617 - version 1]

Joint modeling of portfolio experienced and national mortality: A co-integration based approach Loisel S. International Workshop on Applied Probability, Spain (2010) [hal-00502852 - version 1]

Dépendance stochastique en théorie du risque Loisel S. Groupe de travail Probabilités Numériques et Finance, Univ. Paris 6 et Paris 7, France (2010) [hal-00469612 - version 1]

Facteurs explicatifs du rachat en Assurance-Vie : classification et prévisions du risque de rachat Milhaud X. et al 42èmes Journées de Statistique, France (2010) [inria-00494798 - version 1]

Stationary-excess operator and convex stochastic orders Lefèvre C. et al Insurance Mathematics and Economics 47 (2010) 64-75 [hal-00442047 - version 2]

Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation Biard R. et al Journal of Mathematical Analysis and applications 367, 2 (2010) 535-549 [hal-00372525 - version 2]

Correlation crises, model risk and ERM Loisel S. Australasian Actuarial Education and Research Symposium, Australie (2009) [hal-00441300 - version 1]