DocumentsContratCategorieSimple

	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
ISFA - Risque de crédit
	11/01/2003	RISK	ANDERSEN L.,SIDENIUS J.,BASU S.	All your hedges in one basket
	01/01/2001	THE REVIEW OF FINANCIAL STUDIES	ZHOU C.	An analysis of default correlations and multiple default
	06/01/1998	CREST	ARVANITIS A.,GREGORY J.,LAURENT J.P.	Building Models for Credit Spreads
	11/01/2007	RISK	BLUHM C.,OVERBECK L.	Calibration of PD term structures: to be Markov or not to be
	09/04/2014	ISFA	CAJA A.	Contribution à la mesure des engagements et du besoin en capital pour un assureur crédit
	06/01/2004	2002 CATTEDRA GALILEANA LECTURES	DUFFIE D.	Credit Risk Modeling with Affine Processes
	11/01/2005	IFM	JONES M.T.	Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk
	07/20/2015	ISFA	CAJA A.,GUIBERT Q.,PLANCHET F.	Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business
	10/15/2011	MPRA	BRUDER B.,HEREIL P.,RONCALLI T.	Managing sovereign credit risk in bond portfolios
	01/31/2014	ISFA	CAJA A.,PLANCHET F.	Modelling cycle dependence in credit insurance
	03/01/2004	RISK	PYKHTIN M.	Multi-factor adjustment
	03/13/2006	TINBERGEN INSTITUTE	MONTEIRO A.,SMIRNOV G.V. ,LUCAS A.	Non-parametric Estimation for Nonhomogeneous Semi-Markov Processes: An Application to Credit Risk
	03/31/1998	UNIVERSITY OF COPENHAGEN	LANDO D.	On Cox processes and credit risky securities
	09/28/2000	WHARTON FIS	BANGIA A.,DIEBOLD F.X.,SCHUERMANN T.	Ratings Migration and the Business Cycle, with Applications to Credit Portfolio Stress Testing
	04/01/2004	RISK	GREGORY J.,LAURENT J.P.	Risk, Vol. 17, No. 10, pp.87-91. / In the Core of Correlation
	10/10/2008	PREPRINT	STEFANESCU C.,TUNARU R.,TURNBULL S.	The Credit Rating Process and Estimation of Transition Probabilities: A Bayesian Approach
	01/01/2004	UNIVERSITY OF TORONTO	HULL J.,PREDESCU M.,WHITE A.	The Relationship Between Credit Default Swap Spreads, Bond Yields and Credit Rating Annoucements
	07/09/2008	JOURNAL OF DERIVATIVES	CROUHY M.G.,JARROW R.A.,TURNBULL S.M.	The Subprime Credit Crisis of 07
	05/09/2015	ISFA	BONNIN F.,DE CLERMONT-TONNERRE A.,PLANCHET F.,SAPONE D.,TAMMAR M.	Valeur économique de dettes surbordonnées pour des sociétés non-vie
	04/01/2000	RISKMETRICS	LI D.X.	Working Paper Number 99-07 / On Default Correlation: A Copula Function Approach
ISFA - Risque opérationnel
ISFA - Théorie de la crédibilité