 | Date | Société | Auteur | | Descriptif | |
Documentation diverse | |
ISFA - Assurance non-vie | |
ISFA - Assurance vie | |
ISFA - IFRS et Solvabilité 2 | |
| 10/01/1976 | JOURNAL OF FINANCIAL ECONOMICS | BRENNAN M,SCHWARTZ E.S. |  | 3 / The pricing of equity-linked life insurance policies with an asset value guarantee |  |
| | NORTH AMERICAN ACTUARIAL JOURNAL | LIU C.S.,YANG H. |  | 8, n°2 / Optimal investment for an insurer to minimize its probability of ruin |  |
| 09/12/2005 | DOCUMENT DE TRAVAIL | DHAENE J.,GOOVAERTS M.,LUNDIN M.,VANDUFFEL S. |  | Aggregating economic capital |  |
| 06/01/2002 | UNIVERSITY OF SOUTHERN DENMARK | HANSEN M. |  | Applying financial Economics to life and pension insurance |  |
| 08/25/1995 | HEC | BRIYS E.,DE VARENNE F. |  | Early Default, Absolute Priority Rule Violations, and the Pricing of Fixed-Income Securities |  |
| 10/01/2003 | BFA | PLANCHET F.,THEROND P. |  | Evaluation de l'engagement de l'entreprise associé à un plan de stock-options |  |
| | UNIVERSITÉ TRIESTE | BACINELLO A.R. |  | Fair Valuation of the surrender option embedded in a guarantee life insurance participating policy |  |
| 08/01/2000 | INSURANCE: MATHEMATICS AND ECONOMICS 26 37-57 | GROSEN A.,JORGENSEN P. |  | Fair value of life insurance liabilities: the impact of interest rate guarantees, surrender options and bonus policies |  |
| 05/15/2003 | | ANDREATTA G.,CORRADIN S. |  | Fair value of life liabilities with embedded options: an application to a portfolio of Italian insurance policies |  |
| 06/01/2006 | ICA | DESCURE C.,BOREAN C. |  | Gestion actif-passif et solvabilité |  |
| 09/01/1993 | | BRIYS E.,DE VARENNE F. |  | Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications |  |
| 06/01/2001 | COLLOQUE AFIR | BOUWKNEGT P.,PELSSER A. |  | Market value of insurance contracts with profit sharing |  |
| 05/30/2011 | ISFA | GUIBERT Q.,JUILLARD M.,PLANCHET F. |  | Measuring Uncertainty of Solvency Coverage Ratio in ORSA for Non-Life Insurance |  |
| 02/25/2003 | SÉMINAIRE IA | DEMERLE E.,FELIX J.P. |  | Méthodes d'évaluation des options contenues dans les contrats d'épargne en euros |  |
| 09/01/2003 | | HABERMAN S.,BALLOTTA L.,WANG N. |  | Modelling and Valuation of Guarantees in With-Profit and Unitised With-Profit Life Insurance Contracts |  |
| 11/01/1995 | | BRIYS E.,DE VARENNE F. |  | On the Risk of Life Insurance Liabilities : Debunking some Common Pitfalls |  |
| 08/02/2005 | TECHNISCHE UNIVERSITÄT DRESDEN | HÖSE S.,VOGL K. |  | Predicting the credit cycle with an autoregressive model |  |
| 06/01/2001 | UNIVERSITÉ TRIESTE | BACINELLO A.R. |  | Pricing guaranteed life insurance participating policies with periodical premiums and surrender option |  |
| 04/19/2007 | COLLOQUE AFIR | PLANCHET F.,THEROND P. |  | Risque de modèle et détermination du capital économique dans le projet Solvabilité 2 |  |
| 09/05/2005 | COLLOQUE ASTIN | SANDSTRÖM A. |  | Solvency assessment - a pragmatic approach |  |
| 09/05/2005 | COLLOQUE ASTIN | LUDER T. |  | Swiss solvency test in non-life insurance |  |
ISFA - Modèles de durée | |
ISFA - Modèles financiers en assurance | |
ISFA - Modélisations avancées en assurance | |
ISFA - Risque de crédit | |
ISFA - Risque opérationnel | |