 | Date | Société | Auteur | | Descriptif | |
|---|
 Documentation diverse | |
| 05/01/2004 | CAHIER DE RECHERCHE CEREG | LECLERC C.,BOULIER J.F. |  | 2004-07 / Vertus et performance du rebalancement | |
| 06/30/1993 | STATISTICA SINICA | WANG H.Y. | | 3 / On The Number of Successes in Independant Trials | |
| 10/01/2001 | WP - UNIVERSITÀ BOCCONI | MACCHERONI F. | | 30/2001 / Yaari dual theory without the completeness axiom | |
| 11/01/2016 | INFORMATION SCIENCES | ZHANG L.,SUGANTHAN P. | | 367, 1094–1105 / A comprehensive evaluation of random vector functional link networks | |
| 02/01/2004 | JOURNAL OF FINANCIAL ECONOMETRICS | BASSET G.W.,KOENKER R.,KORDAS G. | | 4, p. 477-492 / Pessimistic portfolio allocation and Choquet expected utility | |
| 06/30/1947 | THE ANNALS OF MATHEMATICAL STATISTICS | BIRNBAUM Z.W.,RAYMOND J.,ZUCKERMAN H.S. | | A Generalization of Tshebyshev's Inequality to Two Dimensions | |
| 06/30/2001 | JOURNAL OF GLOBAL OPTIMIZATION | JONES D.R. | | A Taxonomy of Global Optimization Methods Based on Response Surfaces | |
| 11/01/2003 | CPA | LASSUS J.P. | | Adéquation des normes IAS/IFRS avec les mesures de rentabilité et de solvabilité des entreprises d'assurance ? | |
| 02/01/2004 | | BOYLE P.,UPPAL R.,WANG T. | | Ambiguity Aversion and the Puzzle of Own-Company Stock in Pension PLans | |
| 05/01/2006 | ENPC | STRUGAREK C. | | Approches variationnelles et autres contributions en optimisation stochastique | |
| 09/01/1998 | CASACT | BLUM K.A.,OTTO D.J. | | Best estimate loss reserving: an actuarial perspective | |
| 01/01/2007 | ENCYCLOPEDIA OF MEASUREMENT AND STATISTICS, THOUSAND OAKS, CA: SAGE | ABDI H. | | Bonferroni and Sidak corrections for multiple comparisons | |
| 06/01/2005 | COLLOQUE ASTIN | PARTRAT CH.,PEY N.,SCHILLING J. | | Delta Method and Reserving | |
| 01/01/2006 | THÈSE KATHOLIEKE UNIVERSITEIT LEUVEN | CHARPENTIER A. | | Dependence structures and limiting results, with applications in finance and insurance | |
| 10/01/2003 | COLLOQUE AFIR | KALIVA K.,KOSKINEN L. | | Dynamic Model for Stock market evaluation | |
| 06/30/1998 | JOURNAL OF GLOBAL OPTIMIZATION | JONES D.R.,SCHONLAU M.,WELCH W.J. | | Efficient Global Optimization of Expensive Black-Box Functions | |
| 02/15/2003 | THÈSE POLYTECHNIQUE | ASPREMONT (D') A. | | Interest rate model calibration and risk-management using semidefinite programming | |
| 03/23/1998 | THÈSE UNIVERSITÉ MONTESQUIEU - BORDEAUX IV | RONCALLI T. | | La structure par terme des taux zéro : modélisation et implémentation numérique | |
| 06/01/2004 | IMAGE DES MATHÉMATIQUES | GOBERT E. | | Les mathématiques appliquées au coeur de la finance | |
| 10/01/1993 | JOURNAL OF OPTIMIZATION THEORY AND APPLICATION | JONES D. R.,PERTTUNEN C. D.,STUCKMAN B. E. | | Lipschitzian Optimization Without the Lipschitz Constant | |
| 05/28/2003 | CONF. SCIENT. IA | DEVOLDER P. | | Modèles financiers de l'assurance | |
| 01/01/1995 | BMJ, VOL. 310 | BLAND J. M.,ALTMAN D. G. | | Multiple significance tests: the Bonferroni method | |
| 04/30/2002 | HOT.EE/SEPPAR/PAPERS/HWTREE.PDF | SEPP A. | | Numerical Implementation of Hull-White Interest Rate Models: Hull-White Tree vs Finite Differences | |
| 10/01/1999 | | MORENO M. | | On the relevence of Modeling Volatility for Pricing Purposes | |
| 05/01/2004 | ENCYCLOPAEDIA OF ACTUARIAL SCIENCE | CAIRNS A. | | Pension-Fund Mathematics | |
| 11/01/2003 | | BOSCH M.,DEVOLDER P.,DOMINGUEZ I. | | Portfolio selection by dynamic stochastic programming compared to stochastic optimal control | |
| 06/01/2003 | CONGRÈS AFFI 2003 | PELSSER A.,SCHRAGER D. | | Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance | |
| 10/28/2002 | THÈSE HEC | BARRIEU P. | | Produits dérivés météorologiques et environnement | |
| 06/25/2008 | CMAP | APPARIGLIATO R. | | Règles de décision pour la gestion du risque : Application à la gestion hebdomadaire de la production électrique | |