 | Date | Auteur | | Descriptif | Société | |
|---|
 Allocation d'actifs | |
| Arrêt de travail | |
| Assurance non-vie | |
| Assurance vie | |
| Banque | |
| Bonus-malus | |
| Crédibilité | |
| Dépendance | |
| Divers | |
| Estimation | |
| Finance | |
| Frais de santé | |
| Mathématiques financières & Modèles d'actifs | |
| Mesures de risque | |
| Mortalité prospective | |
| Mortalité stochastique | |
| Optimisation | |
 Options | |
| | BACINELLO A.R. |  | Fair Valuation of the surrender option embedded in a guarantee life insurance participating policy | UNIVERSITÉ TRIESTE | |
| | DEELSTRA G. | | Yield option pricing in the generalized Cox-Ingersoll-Ross model | CREST | |
| 06/30/2010 | NTEUKAM T.O.,PLANCHET F.,THEROND P. | | Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee | ISFA | |
| 05/06/2009 | JOHANNESEN J.M.,MØLLER T. | | Dynamic programming and efficient hedging for unit-linked insurance contracts | | |
| 05/05/2009 | HAINAUT D. | | Optimal design of pro fit sharing rates by FFT | ESC RENNES | |
| 09/14/2008 | TANKOV P. | | Pricing and hedging gap risk | ECOLE POLYTECHNIQUE | |
| 06/30/2007 | CONT R.,TANKOV P. | | Constant Proportion Portfolio Insurance in presence of Jumps in Asset Prices | COLUMBIA UNIVERSITY | |
| 06/01/2007 | BAUER D.,KLING A.,RUSS J. | | A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities | AFIR | |
| 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 | |
| 05/30/2005 | HENRARD M. | | Bermudean Swaptions in Hull-White One-Factor Model: Analytical and Numerical Approaches | BIS | |
| 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 | |
| 11/07/2004 | DESMEDT S..,CHENUT X.,WALHIN J.F. | | Actuarial Pricing for Minimum Death Guarantees in Unit-Linked Life Insurance: A Multi-Period Capital Allocation Problem | COLLOQUE AFIR | |