 | 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 | |
 ISFA - Modélisations avancées en assurance | |
| 11/07/2006 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE | FREDRICKS G.A.,NELSEN R.B. |  | 137 (2007) 2143 – 2150 / On the relationship between Spearman’s rho and Kendall’s tau for pairs of continuous random variables | |
| 01/01/1998 | APPLIED STOCHASTIC MODELS AND DATA ANALYSIS | DEELSTRA G.,JANSSEN J. | | 14 / Interaction Between Asset Liability Management and Risk Theory | |
| 09/05/2001 | REVIEW OF FINANCIAL STUDIES | LONGSTAFF F.A. ,SCHWARTZ E.S. | | 14, 1, 113–147 / Valuing American Options by Simulation: A Simple Least-Squares Approach | |
| 06/01/2008 | SCANDINAVIAN ACTUARIAL JOURNAL | PFEIFER D.,STRASSBURGER D. | | 1651-2030, Volume 2008, Issue 1, 2008,
Pages 61 – 77 / Solvency II: stability problems with the SCR aggregation formula | |
| 07/01/2008 | ECONOMIE & PRÉVISION | COLOMBIER N.,DENANT-BOÈMONT L.,LOHÉAC Y.,MASCLET D. | | 185 / Une étude expérimentale du degré individuel et collectif d’aversion au risque | |
| 07/01/2004 | GLOBAL ASSOCIATION OF RISK PROFESSIONALS | BEELDERS O.,COLAROSSI D. | | 19 / Modelling Mortality Risk with Extreme Value Theory : The Case of Swiss Re's Mortality-Indexed Bonds | |
| 01/31/2005 | ICER | LUCIANO E.,VIGNA E. | | 1/2005 / A note on stochastic survival probabilities and their calibration | |
| 01/01/2001 | CIRANO | CHRISTOFFERSEN P.,HAHN J.,INOUE A. | | 2001-s03 / Testing and Comparing Value-at-Risk Measures | |
| 02/01/2002 | CREST | BERTAIL P. | | 2002-41 / Evaluation des risques d'exposition à un contaminant alimentaire : quelques outils statistiques | |
| 09/03/2004 | RICE UNIVERSITY | PARK J.Y.,WHANG Y.J. | | 2004-11 / A Test of the Martingale Hypothesis | |
| 05/01/2004 | CIRANO | BENGIO Y.,CARREAU J. | | 2004-s31 / Estimation de densité conditionnelle lorsque l'hypothèse de normalité est insatisfaisante | |
| 04/01/2004 | CIRANO | CHRISTOFFERSEN P. GONÇALVES S. | | 2004s-15 / Estimation risk in financial risk management | |
| 09/20/2006 | MATHEMATICAL BIOSCIENCES | TUCKWELL H. C.,WILLIAMS R. J. | | 208 (2007) 76–97 / Some properties of a simple stochastic epidemic model of SIR type | |
| 01/01/2000 | UCLA | BRENNAN M.,XIA Y. | | 2400 / Dynamic Asset Allocation under Inflation | |
| 01/01/2006 | JOURNAL OF BANKING AND FINANCE | CHAVEZ-DEMOULIN V.,EMBRECHTS P.,NESLEHOVA J. | | 30 (10) / Quantitative models for operational risk: extremes, dependence and aggregation | |
| 11/20/2002 | ADV. APPL. PROB. | KOU S.G.,WANG H. | | 35 / First passage time of a jump diffusion process | |
| 08/20/2004 | IME | DAHL M. | | 35 / Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts | |
| 05/28/2004 | ADV. APPL. PROB. | DUFRESNE D. | | 36, 747-773 / The Log-Normal Approximation in Financial and Other Computations | |
| 06/30/2005 | JOURNAL OF MATHEMATICAL ECONOMICS | JOUINI E.,NAPP C.,SCHACHERMAYER W. | | 41, 6 (2005) 722-734 / Arbitrage and state price deflators in a general intertemporal framework | |
| 03/01/2005 | ICER | LUCIANO E.,VIGNA E. | | 4/2005 / Non mean reverting affine processes for stochastic mortality | |
| 03/20/2000 | HERIOT-WATT UNIVERSITY | LEE P.J. | | A General Framework for Stochastic Mortality and Investment Risks | |
| 01/30/2007 | HAAS SCHOOL OF BUSINESS | STANTON R. | | A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk | |
| 10/03/2001 | CAS | SMITH A.D.,SOUTHALL F.E. | | A Stochastic Asset Model for Fair Values in Pensions and Insurance | |