 | Date | Société | Auteur | | Descriptif | |
|---|
 Documentation diverse | |
| ISFA - Assurance non-vie | |
| ISFA - Assurance vie | |
| ISFA - IFRS et Solvabilité 2 | |
| ISFA - Modèles de durée | |
 ISFA - Modèles financiers en assurance | |
| 01/01/2000 | RISK FINANCE | EMBRECHTS P. |  | 1 (4) / Actuarial versus Financial Pricing of Insurance | |
| 04/25/1995 | BRITISH ACTUARIAL JOURNAL | WILKIE A. D. | | 1 / More on a Stochastic Asset Model for Actuarial Use | |
| 03/01/2004 | FAME | FERMANIAN J.D.,SCAILLET O. | | 108 / Some Statistical Pitfalls in Copula Modeling for Financial Applications | |
| 06/01/1997 | JOURNAL OF GLOBAL OPTIMIZATION | STORN R. ,PRICE K. | | 11: 341–359 / Differential Evolution – A Simple and Efficient Heuristic for Global Optimization over Continuous Spaces | |
| 05/23/2005 | JOURNAL OF ECONOMETRICS | DIELBOLD F.X.,LI C. | | 130 (2006) 337–364 / Forecasting the term structure of government bond yields | |
| 04/27/2007 | BFA | PATARD P.A. | | 14 / Outils numériques pour la simulation Monte Carlo des produits dérivés complexes | |
| 06/01/2002 | CNRS | ZEMMOUR J. | | 2002/06 / Un modèle d'équilibre partiel d'arbitrage multifactoriel: l'écueil des primes de risque des facteurs | |
| 08/01/2003 | CIRANO | CHRISTOFFERSEN P.,HESTON S.,JACOBS K. | | 2003s-50 / Option valuation with conditionnal skewness | |
| 03/01/2010 | FEDERAL RESERVE BANK OF SAN FRANCISCO | CHRISTENSEN J.H.E.,DIEBOLD F.X.,RUDEBUSCH G.D. | | 2007-20 / The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models | |
| 07/01/2004 | INSURANCE: MATHEMATICS AND ECONOMICS | DEELSTRA G. ,LIINEV J. ,VANMAELE M | | 34 (1), 1-23. / Pricing of arithmetic basket options by conditioning | |
| 11/01/1986 | THE AMERICAN STATISTICIAN | GENEST C.,MACKEY R. J. | | 40 / The joy of copulas: Bivariate distributions with uniform marginals | |
| 01/04/2001 | REVUE DE SYNTHÈSE | WALTER C. | | 4e S, n°1 / Les échelles de temps sur les marchés financiers | |
| 06/01/2006 | JOURNAL OF DATA SCIENCE | PALARO H.P.,HOTTA L.K. | | 4(2006), 93-115 / Using Conditional Copula to Estimate Value at Risk | |
| 06/30/1977 | JOURNAL OF FINANCIAL ECONOMICS | BOYLE P. | | 4, 323-338 / Option: A monte carlo approach | |
| 10/01/1987 | JOURNAL OF BUSINESS | NELSON C.R.,SIEGEL A.F. | | 60, 473-489 / Parsimonious modelling of yield curves | |
| 05/01/2004 | UNIVERSITÉ PARIS VI | DEHEUVELS P.,PECCATI G.,YOR M. | | 910 / On quadratic functionals of the Brownian sheet and related processes | |
| 06/01/1998 | CIRANO | CHERNOV M.,GHYSELS E. | | 98s-22 / What Data Should Be Used to Price Options? | |
| 07/10/2002 | GROUPE CONSULTATIF ACTUARIEL EUROPÉEN | DE FELICE M.,MORICONI F. | | A course on Finance of Insurance | |
| 06/30/2005 | COLLOQUE AFIR | DESMEDT,S.,CHENUT,X.,WALHIN,J.F. | | A Multi-Period View on Actuarial and Financial Pricing for Guaranteed Minimum Death Benefits in Unit-Linked Life Insurance | |
| 02/27/2013 | ISFA | LE MAISTRE A.,PLANCHET F. | | A proposal of interest rate dampener for Solvency II Framework introducing a three factors mean reversion model | |
| 08/01/1986 | T. F. A. 39 | WILKIE A. D. | | A Stochastic Investment Model for Actuarial Use | |
| 06/01/2007 | AFIR | BAUER D.,KLING A.,RUSS J. | | A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities | |
| | UNIVERSITÉ DE LAUSANNE | GERBER H.,SHIU E. | | Actuarial approach to option pricing | |
| 11/07/2004 | COLLOQUE AFIR | DESMEDT S..,CHENUT X.,WALHIN J.F. | | Actuarial Pricing for Minimum Death Guarantees in Unit-Linked Life Insurance: A Multi-Period Capital Allocation Problem | |