 | Date | Auteur | | Descriptif | Société | |
|---|
 Allocation d'actifs | |
| Arrêt de travail | |
| Assurance non-vie | |
| Assurance vie | |
| Banque | |
| Bonus-malus | |
| Crédibilité | |
 Dépendance | |
| | MARCEAU E. |  | Dépendance entre les risques actuariels | UNIVERSITÉ LAVAL | |
| 02/06/2019 | SCHWARZINGER M. | | Etude QalyDays : Données Source et Retraitements pour l’étude du risque de perte d’autonomie | THEN | |
| 05/03/2015 | LALLY N.R.,HARTMANY B.M. | | Predictive Modeling in Long-Term Care Insurance | UNIVERSITY OF CONNECTICUT | |
| 02/08/2014 | PLANCHET F.,TOMAS J. | | Uncertainty on Survival Probabilities and Solvency Capital Requirement: Application to LTC Insurance | ISFA | |
| 01/07/2014 | PLANCHET F.,TOMAS J. | | Prospective Mortality Tables: Taking Heterogeneity into Account | ISFA | |
| 06/10/2013 | PLANCHET F.,TOMAS J. | | Multidimensional smoothing by adaptive local kernel-weighted log-likelihood with application to long-term care insurance | ISFA | |
| 03/31/2013 | GUIBERT Q.,PLANCHET F. | | Construction de lois d'expérience en présence d'évènements concurrents : Application à l'estimation des lois d'incidence d'un contrat dépendance | ISFA | |
| 10/26/2011 | ARMEL K.,PLANCHET F.,KAMEGA A. | | Quelle structure de dépendance pour un générateur de scénarios économiques en assurance ? | ISFA | |
| 07/29/2010 | SHI P.,FREES E.W. | | Dependent Loss Reserving Using Copulas | NORTHERN ILLINOIS UNIVERSITY | |
| 08/01/2009 | WILLIAMSON R.C. | | Probabilistic Arithmetic | UNIVERSITY OF QUEENSLAND | |
| 06/30/2009 | MERZ M.,WÜTHRICH M.V. | | Prediction Error of the Multivariate Additive Loss Reserving Method for Dependent Lines of Business | VARIANCE | |
| 05/30/2009 | PLANCHET F.,DECROOCQ J.F.,MAGNIN F. | | Systematic risk modelisation in credit risk insurance | ISFA | |
| 06/30/2008 | KIRSCHNER G.S.,KERLEY C.,ISAACS B. | | VOLUME 2/ISSUE 1 / Two Approaches to Calculating Correlated Reserve Indications Across Multiple Lines of Business | VARIANCE | |
| 07/01/2007 | TAYLOR G.,MCGUIRE G. | | A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error | NAAJ | |
| 11/07/2006 | 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 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE | |
| 06/01/2006 | AALEN O.O.,MOGER T.A. | | Hierarchical Lévy Frailty Models and a Frailty Analysis of Data on Infant Mortality in Norwegian Siblings | UNIVERSITY OF WASHINGTON | |
| 06/01/2006 | MASSONNET B. | | L’assurance dépendance – Estimation des matrices de transition – Modélisation | ICA | |
| 01/01/2006 | CHARPENTIER A. | | Dependence structures and limiting results, with applications in finance and insurance | THÈSE KATHOLIEKE UNIVERSITEIT LEUVEN | |
| 09/12/2005 | DHAENE J.,GOOVAERTS M.,LUNDIN M.,VANDUFFEL S. | | Aggregating economic capital | DOCUMENT DE TRAVAIL | |
| 09/05/2005 | SANDSTRÖM A. | | Solvency assessment - a pragmatic approach | COLLOQUE ASTIN | |
| 09/21/2004 | TANKOV P. | | Processus de Lévy en Finance : Problèmes Inverses et Modélisation de Dépendance | ECOLE POLYTECHNIQUE | |
| 09/02/2004 | DHAENE J.,VANDUFFEL S.,GOOVAERTS M.J.,KAAS R.,VYNCKE D. | | Comonotonic approximations for optimal portfolio selection problems | | |