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DateAuteurDescriptifSociété
Hide details for Probabilités & Processus stochastiquesProbabilités & Processus stochastiques
D’AMICO G.,JANSSEN J.,MANCA R.Attachment IconVol. 12, No. 2, p. 215-225 / Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk ModelsMETHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
02/06/2019GUIBERT Q.,PLANCHET F. SCHWARZINGER M.Attachment IconMesure du risque de perte d'autonomie totale en France métropolitaineQALYDAYS
02/01/2019CASTANEDA F.,LUSSON F.Attachment IconUn panorama de l’assurance dépendance en FranceACTENSE
12/29/2018CHENG P.K.,PLANCHET F.Attachment IconStochastic Deflator for an Economic Scenario Generator with Five FactorsISFA
10/04/2018ELING,M.,GHAVIBAZOO,O.Attachment IconIssues and Practice, p.1-54. / Research on long-term care insurance: status quo and directions for future researchTHE GENEVA PAPERS ON RISK AND INSURANCE
06/30/2018FUINO,M.,WAGNER,J.Attachment Iconvol. 81, p. 51-70. / Long-term care models and dependence probability tables by acuity level: New empirical evidence from SwitzerlandINSURANCE: MATHEMATICS AND ECONOMICS
05/29/2018GUIBERT Q.,PLANCHET F.Attachment IconNon-Parametric Inference of Transition Probabilities Based on Aalen-Johansen Integral Estimators for Acyclic Multi-State Models: Application to LTC Insurance ISFA
05/02/2018ARMEL K.,PLANCHET F.Attachment IconComment construire un générateur de scénarios économiques risque neutre destiné à l’évaluation du best-estimate des contrats d’épargne ?ISFA
03/12/2018COUSIN A.,MOUDIKI T.,PLANCHET F.Attachment IconMultiple time series forecasting using quasi-randomized functional link neural networksISFA
11/27/2017BAUDRY M.,ROBERT C.Y.Attachment IconNon parametric individual claim reserving in insuranceISFA
11/21/2017BOUMEZOUED A.,DEVINEAU L.Attachment Iconal-01643929 / Individual claims reserving: a surveyMILLIMAN
11/28/2016BIESSY G.Attachment IconModélisation semi-markovienne de la perte d’autonomie chez les personnes âgées : application à l’assurance dépendanceUNIVERSITÉ PARIS-SACLAY
02/22/2016PITACCO,E.Attachment Iconvol. 4, n°1, p. 3. / Premiums for Long-Term Care Insurance Packages: Sensitivity with Respect to Biometric AssumptionsRISKS
12/07/2015GUIBERT Q.Attachment IconSur l'utilisation des modèles multi-états pour la mesure et la gestion des risques d'un contrat d'assuranceISFA
10/23/2015SHAO,A. W.,SHERRIS,M.,FONG,J. H.Attachment Iconvol. 2, p. 1-34. / Product pricing and solvency capital requirements for long-term care insuranceSCANDINAVIAN ACTUARIAL JOURNAL
10/05/2015FONG,J. H.,SHERRIS,M.,YAP,J.Attachment Iconvol. 2017, n°2, p. 125-147. / Forecasting disability: application of a frailty modelSCANDINAVIAN ACTUARIAL JOURNAL
07/11/2015FONG,J. H.,SHAO,A. W.,SHERRIS,M.Attachment Iconvol. 19, n°1, p. 41-59 / Multistate Actuarial Models of Functional DisabilityNORTH AMERICAN ACTUARIAL JOURNAL
09/29/2014BORGAN E.Attachment IconKaplan-Meier EstimatorWILEY
12/14/2012ALFONSI A.Attachment IconDiscrétisation de processus et modélisation en financeUNIVERSITÉ PARIS EST
09/21/2010COSTELLA J.P.Attachment IconA simple alternative to Kaplan–Meier for survival curvesPETER MACCALLUM CANCER CENTRE
02/25/2010GROENDYKE C.,WELCH D.,HUNTER D.R.Attachment IconBayesian inference for contact networks given epidemic dataPENN STATE UNIVERSITY
08/01/2009WILLIAMSON R.C.Attachment IconProbabilistic ArithmeticUNIVERSITY OF QUEENSLAND
02/11/2009MENONCIN F.Attachment IconDeath bonds with stochastic force of mortalityAFMATH
11/01/2008GALBRAITH J.W.,VAN NORDEN S.Attachment IconThe calibration of probabilistic economic forecastCIRANO
06/01/2008DAI M.,KWOK Y.K.,ZONG J.Attachment IconGuaranteed Minimum Withdrawal Benefit in Variable AnnuitiesNATIONAL UNIVERSITY OF SINGAPORE
10/04/2007FOUCHER Y.Attachment IconModèles semi-markoviens : Application à l'analyse de l'évolution de pathologies chroniquesUNIVERSITÉ MONTPELLIER 1
09/13/2007WANG B.,WANG X.Attachment IconBandwith selection for weighted kernel density estimationELECTRONIC JOURNAL OF STATISTICS
06/30/2007LARSEN C.R.Attachment Icon37(1), 113-132 / An Individuel Claims Reserving ModelASTIN BULLETIN
06/20/2007KAISHEV V. K.,DIMITROVA D. S. ,IGNATOV Z. G.Attachment IconOperational Risk and Insurance: A Ruin-probabilistic Reserving ApproachOPERATIONAL RISK AND INSURANCE


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