 | Date | Auteur | | Descriptif | Société | |
|---|
 Allocation d'actifs | |
| Arrêt de travail | |
| Assurance non-vie | |
 Assurance vie | |
| 04/27/2009 | PLANCHET F.,THEROND P. |  | Rentes en cours de service : un nouveau critère d'allocation d'actif | ISFA | |
| 01/31/2005 | LUCIANO E.,VIGNA E. | | 1/2005 / A note on stochastic survival probabilities and their calibration | ICER | |
| 12/15/2004 | DJEHICHE B.,HORFELT P. | | Standard Approaches to Asset and Liability Risk | | |
| 12/01/2004 | DAHL M. | | WP n°200 / Fair distribution of assets in life insurance | UNIVERSITY OF COPENHAGEN | |
| 11/08/2004 | COX S.,LIN Y. | | Natural Hedging of Life and Annuity Mortality Risks | COLLOQUE AFIR | |
| 11/07/2004 | CAIRNS A.,BLAKE D.,DOWD K. | | Pricing Frameworks for Securitization of Mortality Risk | COLLOQUE AFIR | |
| 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 | |
| 10/22/2004 | SCHRAGER D.F. | | Affine Stochastic Mortality | | |
| 09/08/2004 | CZADO C.,DELWARDE A.,DENUIT M. | | Bayesian Poisson Log-bilinear Mortality Projections | | |
| 08/20/2004 | DAHL M. | | 35 / Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts | IME | |
| 06/29/2004 | BALLOTTA L. | | Actuarial Research Paper n°157 / Alternative framework for the fair valuation of participating life insurance contracts | AFIR | |
| 05/10/2004 | FISCHER T. | | On the decomposition of risk in life insurance | IME | |
| 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 | | |
| 04/20/2004 | BIFFIS E.,MILLOSSOVICH P. | | The fair value of guaranteed annuity options | UNIVERISTÉ DE TRIESTE | |
| 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 | | |
| 12/01/2003 | DELWARDE A.,DENUIT M. | | 3(1) / Importance de la période d'observation et des âges considérés dans la projection selon la méthode de Lee-Carter | BAB | |
| 12/01/2003 | VENTER G. | | Testing Stochastic Interest Rate Generators for Insurer Risk and Capital Models | CASACT | |
| 11/01/2003 | BOSCH M.,DEVOLDER P.,DOMINGUEZ I. | | Portfolio selection by dynamic stochastic programming compared to stochastic optimal control | | |
| 11/01/2003 | LASSUS J.P. | | Adéquation des normes IAS/IFRS avec les mesures de rentabilité et de solvabilité des entreprises d'assurance ? | CPA | |
| 10/01/2003 | FRANTZ C.,CHENUT X.,WALHIN J.F. | | Pricing and capital allocation for unit-linked life insurance contracts with minimum death guarantee | COLLOQUE AFIR | |
| 10/01/2003 | PLANCHET F.,THEROND P. | | Evaluation de l'engagement de l'entreprise associé à un plan de stock-options | BFA | |
| 06/01/2003 | PELSSER A.,SCHRAGER D. | | Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance | CONGRÈS AFFI 2003 | |