 | Date | Auteur | | Descriptif | Société | |
Probabilités & Processus stochastiques | |
| | D’AMICO G.,JANSSEN J.,MANCA R. |  | Vol. 12, No. 2, p. 215-225 / Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models | METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY |  |
| 02/06/2019 | GUIBERT Q.,PLANCHET F. SCHWARZINGER M. |  | Mesure du risque de perte d'autonomie totale en France métropolitaine | QALYDAYS |  |
| 02/01/2019 | CASTANEDA F.,LUSSON F. |  | Un panorama de l’assurance dépendance en France | ACTENSE |  |
| 12/29/2018 | CHENG P.K.,PLANCHET F. |  | Stochastic Deflator for an Economic Scenario Generator with Five Factors | ISFA |  |
| 10/04/2018 | ELING,M.,GHAVIBAZOO,O. |  | Issues and Practice, p.1-54. / Research on long-term care insurance: status quo and directions for future research | THE GENEVA PAPERS ON RISK AND INSURANCE |  |
| 06/30/2018 | FUINO,M.,WAGNER,J. |  | vol. 81, p. 51-70. / Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland | INSURANCE: MATHEMATICS AND ECONOMICS |  |
| 05/29/2018 | GUIBERT Q.,PLANCHET F. |  | Non-Parametric Inference of Transition Probabilities Based on Aalen-Johansen Integral Estimators for Acyclic Multi-State Models: Application to LTC Insurance | ISFA |  |
| 05/02/2018 | ARMEL K.,PLANCHET F. |  | Comment construire un générateur de scénarios économiques risque neutre destiné à l’évaluation du best-estimate des contrats d’épargne ? | ISFA |  |
| 03/12/2018 | COUSIN A.,MOUDIKI T.,PLANCHET F. |  | Multiple time series forecasting using quasi-randomized functional link neural networks | ISFA |  |
| 11/27/2017 | BAUDRY M.,ROBERT C.Y. |  | Non parametric individual claim reserving in insurance | ISFA |  |
| 11/21/2017 | BOUMEZOUED A.,DEVINEAU L. |  | al-01643929 / Individual claims reserving: a survey | MILLIMAN |  |
| 11/28/2016 | BIESSY G. |  | Modélisation semi-markovienne de la perte d’autonomie chez les personnes âgées : application à l’assurance dépendance | UNIVERSITÉ PARIS-SACLAY |  |
| 02/22/2016 | PITACCO,E. |  | vol. 4, n°1, p. 3. / Premiums for Long-Term Care Insurance Packages: Sensitivity with Respect to Biometric Assumptions | RISKS |  |
| 12/07/2015 | GUIBERT Q. |  | Sur l'utilisation des modèles multi-états pour la mesure et la gestion des risques d'un contrat d'assurance | ISFA |  |
| 10/23/2015 | SHAO,A. W.,SHERRIS,M.,FONG,J. H. |  | vol. 2, p. 1-34. / Product pricing and solvency capital requirements for long-term care insurance | SCANDINAVIAN ACTUARIAL JOURNAL |  |
| 10/05/2015 | FONG,J. H.,SHERRIS,M.,YAP,J. |  | vol. 2017, n°2, p. 125-147. / Forecasting disability: application of a frailty model | SCANDINAVIAN ACTUARIAL JOURNAL |  |
| 07/11/2015 | FONG,J. H.,SHAO,A. W.,SHERRIS,M. |  | vol. 19, n°1, p. 41-59 / Multistate Actuarial Models of Functional Disability | NORTH AMERICAN ACTUARIAL JOURNAL |  |
| 09/29/2014 | BORGAN E. |  | Kaplan-Meier Estimator | WILEY |  |
| 12/14/2012 | ALFONSI A. |  | Discrétisation de processus et modélisation en finance | UNIVERSITÉ PARIS EST |  |
| 09/21/2010 | COSTELLA J.P. |  | A simple alternative to Kaplan–Meier for survival curves | PETER MACCALLUM CANCER CENTRE |  |
| 02/25/2010 | GROENDYKE C.,WELCH D.,HUNTER D.R. |  | Bayesian inference for contact networks given epidemic data | PENN STATE UNIVERSITY |  |
| 08/01/2009 | WILLIAMSON R.C. |  | Probabilistic Arithmetic | UNIVERSITY OF QUEENSLAND |  |
| 02/11/2009 | MENONCIN F. |  | Death bonds with stochastic force of mortality | AFMATH |  |
| 11/01/2008 | GALBRAITH J.W.,VAN NORDEN S. |  | The calibration of probabilistic economic forecast | CIRANO |  |
| 06/01/2008 | DAI M.,KWOK Y.K.,ZONG J. |  | Guaranteed Minimum Withdrawal Benefit in Variable Annuities | NATIONAL UNIVERSITY OF SINGAPORE |  |
| 10/04/2007 | FOUCHER Y. |  | Modèles semi-markoviens : Application à l'analyse de l'évolution de pathologies chroniques | UNIVERSITÉ MONTPELLIER 1 |  |
| 09/13/2007 | WANG B.,WANG X. |  | Bandwith selection for weighted kernel density estimation | ELECTRONIC JOURNAL OF STATISTICS |  |
| 06/30/2007 | LARSEN C.R. |  | 37(1), 113-132 / An Individuel Claims Reserving Model | ASTIN BULLETIN |  |
| 06/20/2007 | KAISHEV V. K.,DIMITROVA D. S. ,IGNATOV Z. G. |  | Operational Risk and Insurance: A Ruin-probabilistic Reserving Approach | OPERATIONAL RISK AND INSURANCE |  |