 | Date | Auteur | | Descriptif | Société | |
|---|
 Allocation d'actifs | |
| | LIU C.S.,YANG H. |  | 8, n°2 / Optimal investment for an insurer to minimize its probability of ruin | NORTH AMERICAN ACTUARIAL JOURNAL | |
| 05/13/2011 | FALEH A. | | Allocation stratégique d’actifs et ALM pour les régimesde retraite | ISFA | |
| 05/06/2009 | JOHANNESEN J.M.,MØLLER T. | | Dynamic programming and efficient hedging for unit-linked insurance contracts | | |
| 04/27/2009 | PLANCHET F.,THEROND P. | | Rentes en cours de service : un nouveau critère d'allocation d'actif | ISFA | |
| 07/01/2007 | POWERS M.R. | | VOLUME 11, NUMBER 3 / Using Aumann-Shapley Values to Allocate insurance Risk: the Case of Inhomogeneous Losses | NORTH AMERICAN ACTUARIAL JOURNAL | |
| 10/31/2006 | RALAIMIADANA E. | | La gestion actif-passif selon un gestionnaire d'une dette publique, la CADES | BANQUE ET MARCHÉS | |
| 08/28/2006 | PLANCHET F.,THEROND P. | | vol. 8, n° 13 / Allocation d'actifs selon le critère de maximisation des fonds propres économiques en assurance non-vie | COLLOQUE ASTIN / BULLETIN FRANÇAIS D'ACTUARIAT | |
| 07/01/2006 | COLEMAN T. F.,LI Y.,PATRON M. | | vol 38, pp. 215-228 / Hedging Guarantees in Variable Annuities (Under Both Market and Interest Rate Risks) | INSURANCE: MATHEMATICS AND ECONOMICS | |
| 05/17/2005 | COLEMAN T. F.,KIM Y.,LI Y.,PATRON M. | | Vol 74, pp 347-376 / Robustly Hedging Variable Annuities with Guarantees Under Jump and Volatility Risks | JOURNAL OF RISK AND INSURANCE | |
| 09/02/2004 | DHAENE J.,VANDUFFEL S.,GOOVAERTS M.J.,KAAS R.,VYNCKE D. | | Comonotonic approximations for optimal portfolio selection problems | | |
| 07/14/2004 | DHAENE J. & AL. | | Solvency capital, risk measures and comonotonicity : a review | | |
| 05/04/2004 | PLANCHET F.,THEROND P. | | Financial risk management of a defined benefit plan | IME | |
| 05/01/2004 | CAIRNS A. | | Pension-Fund Mathematics | ENCYCLOPAEDIA OF ACTUARIAL SCIENCE | |
| 05/01/2004 | HUANG H.C.,CAIRNS A. | | On the control of defined benefit pension plans | | |
| 05/01/2004 | LECLERC C.,BOULIER J.F. | | 2004-07 / Vertus et performance du rebalancement | CAHIER DE RECHERCHE CEREG | |
| 04/12/2004 | WINDCLIFF H.,BOYLE P. | | vol. 8, n°3, p. 32-45 / The 1/n pension investment puzzle | NORTH AMERICAN ACTUARIAL JOURNAL | |
| 04/01/2004 | PLANCHET F.,THEROND P. | | Allocation d'actif d'un régime de rentes en cours de service | COLLOQUE AFIR | |
| 02/01/2004 | BOYLE P.,UPPAL R.,WANG T. | | Ambiguity Aversion and the Puzzle of Own-Company Stock in Pension PLans | | |
| 11/01/2003 | BOSCH M.,DEVOLDER P.,DOMINGUEZ I. | | Portfolio selection by dynamic stochastic programming compared to stochastic optimal control | | |
| 07/17/2003 | GAUTRON N.,PLANCHET F.,THEROND P. | | Méthodes financières et allocation d'actifs en assurance | JWA | |
| 01/01/2003 | BATTOCHIO P.,MENONCIN F.,SCAILLET O. | | Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases | FAME | |
| 10/01/2001 | MACCHERONI F. | | 30/2001 / Yaari dual theory without the completeness axiom | WP - UNIVERSITÀ BOCCONI | |
| 07/01/2001 | PHILBRICK S.W.,PAINTER R.A. | | DFA Insurance Company Case Study - Part II : Capital Adequacy and Capital Allocation | SWISS RE | |
| 01/01/2000 | BRENNAN M.,XIA Y. | | 2400 / Dynamic Asset Allocation under Inflation | UCLA | |
| 01/01/2000 | DUBOIS D. | | Allocation des fonds propres en fonction du risque des actifs et impact sur le coût du capital | COURS CNAM | |
| 05/01/1998 | MILEVSKY M.A.,POSNER S. | | vol. 5, n°4 / A Closed-Form Approximation for Valuing Basket Options | THE JOURNAL OF DERIVATIVES | |
| 06/30/1991 | LEIBOWITZ M.L.,KOGELMAN S. | | Vol. 17 / Asset allocation under shortfall constraints | JOURNAL OF PORTFOLIO MANAGEMENT | |
| 06/01/1988 | DUFRESNE D. | | vol. 115, 535-544 / Moments of pension fund contributions and fund levels when rates of return are random | JOURNAL OF THE INSTITUTE OF ACTUARIES | |
| 03/01/1952 | MARKOWITZ H.M. | | vol. 7, n°1, 77-91 / Portfolio Selection | JOURNAL OF FINANCE | |