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arXiv
Front arXiv
21828 articles – 15613 references
[version française]
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Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation
Cénac P. et al
[hal-00816894 - version 1] (23/04/2013)
On multiply monotone distributions, continuous or discrete, with applications
Lefèvre C. et al
Journal of Applied Probability
(2013) xxx-xxx [hal-00750562 - version 2]
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments
Trufin J. et al
Bulletin Français d'Actuariat
(2013) xxx-xxx [hal-00426790 - version 1]
Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions
Bensusan H. et al
[hal-00768526 - version 1] (21/12/2012)
Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean
Loisel S.
Interplay between Probability and Actuarial Sciences
, Belgium (2012) [hal-00746257 - version 1]
Acceleration techniques of nested simulations in insurance
Loisel S.
Sequential Monte Carlo methods and Efficient simulation in Finance
, France (2012) [hal-00746258 - version 1]
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital
Loisel S.
Conference of the LIFE Section of the International Actuarial Association
, Mexico (2012) [hal-00746268 - version 1]
A game-theoretic approach to non-life insurance markets
Loisel S.
ASTIN Colloquium
, Mexico (2012) [hal-00746267 - version 1]
The "A+B/u" rule for discrete and continuous time risk models with dependence
Dutang C. et al
[hal-00746251 - version 1] (2012-10-28)
Ruin problems with worsening risks or with infinite mean claims
Kortschak D. et al
[hal-00735843 - version 1] (2012-09-27)
On ruin for worsening claims
Loisel S.
Conference on Extremes and Risk Management
, France (2012) [hal-00746261 - version 1]
On some practical correlation issues in Enterprise Risk Management
Loisel S.
Swiss Actuarial Association General Assembly
, Switzerland (2012) [hal-00746262 - version 1]
Problématiques de théorie de la ruine en univers multivarié
Loisel S.
Journées MAS de la SMAI
, France (2012) [hal-00746265 - version 1]
On the domain of validity of the DeVylder-Goovaerts conjecture
Loisel S.
IME Conference
, China (2012) [hal-00723930 - version 1]
Théorie de la ruine en présence de facteurs de corrélation
Loisel S.
Rencontres de statistiques Avignon-Marseille
, France (2012) [hal-00723929 - version 1]