Bulletin Français d'Actuariat
Bulletin n°26 / vol. 13 / Juillet 2013 - Décembre 2013
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Articles

ZEC N.
From game theory to solvency quantile calculation: capital allocation with use in non-life insurance

DEVOLDER P.; AZIZIEH C.
Margrabe option and life insurance with participation

KARAM E.; PLANCHET F.
Estimation Errors and SCR Calculation

BIARD R.
Asymptotic multivariate finite-time ruin probabilities with heavy-tailed claim amounts: impact of dependence and optimal reserve allocation

GATUMEL M.; LEMOYNE DE FORGES S.
Understanding and monitoring reinsurance counterparty risk