 | Date | Auteur | | Descriptif | Société | |
|---|
 Divers | |
| Estimation | |
| Finance | |
| Frais de santé | |
| Mathématiques financières & Modèles d'actifs | |
| Mesures de risque | |
| Mortalité prospective | |
 Mortalité stochastique | |
| 12/31/2023 | GAUTIER DE LA PLAINE G.,PLANCHET F. |  | Adding shocks to a prospective mortality model | ISFA | |
| 01/01/2018 | DEBONNEUIL E.,LOISEL S.,PLANCHET F. | | Volume 78, January 2018, Pages 325-338. / Do actuaries believe in longevity deceleration? | ISFA | |
| 12/01/2014 | BOYER M.,DORION C.,STENTOFT L. | | Les Modèles factoriels et la gestion du risque de longévité | IFSID | |
| 10/01/2012 | LORSON J.,WAGNER J. | | Working Papers on Risk Management and Insurance No. 118 / The Pricing of Hedging Longevity Risk with the Help of Annuity Securitizations: An Application to the German Market | UNIVERSITY OF ST. GALLEN | |
| 12/14/2011 | KAMEGA A. | | Outils théoriques et opérationnels adaptés au contexte de l'assurance vie en Afrique subsaharienne francophone - Analyse et mesure des risques liés à la mortalité | ISFA | |
| 02/20/2011 | KAMEGA A.,PLANCHET F. | | Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables | ISFA | |
| 12/01/2010 | DOWD K,CAIRNS A.J. G.,BLAKE D.,COUGHLAN G. D. EPSTEIN .,KHALAF-ALLAH M. | | VOLUME 14, NUMBER 3 / Backtesting Stochastic Mortality Models: an ex post Evaluation of Multiperiod-ahead Density Forecasts | NORTH AMERICAN ACTUARIAL JOURNAL | |
| 11/24/2010 | KAMEGA A.,PLANCHET F. | | Mesure du risque d’estimation associé à une table d’expérience | ISFA | |
| 11/03/2010 | CORLOSQUET-HABART M. | | Modélisation, Impact et Gestion du Risque de Pandémie de Grippe en Assurance Prévoyance dans le cadre de Solvabilité 2 | UBO | |
| 07/16/2010 | BARRIEU P.,BENSUSAN H.,EL KAROUI N.,HILLAIRET C.,LOISEL C.,RAVANELLI C.,SALHI Y. | | Understanding, Modelling and Managing Longevity Risk: Key Issues and Main Challenges | SCANDINAVIAN ACTUARIAL JOURNAL | |
| 03/22/2010 | STEVENS R.,DE WAEGENAEREB A.,MELENBERG B. | | Calculating capital requirements for longevity risk in life insurance products. Using an internal model in line with Solvency II | TILBURG UNIVERSITY | |
| 03/19/2009 | PLANCHET F. | | Risque de longévité et détermination du besoin en capital : travaux en cours | ISFA | |
| 02/16/2009 | RICHARDS S.J.,CURRIE I.D. | | Longevity Risk and Annuity Pricing with the Lee-Carter Model | FACULTY OF ACTUARIES | |
| 02/11/2009 | MENONCIN F. | | Death bonds with stochastic force of mortality | AFMATH | |
| 10/03/2008 | PLANCHET F.,JUILLARD M.,THEROND P. | | Perturbations extrêmes sur la dérive de mortalité anticipée | COLLOQUE AFIR | |
| 01/31/2008 | LOISEL S.,SERANT D. | | WP2044 / In the core of longevity risk : dependence in stochastic mortality models and cut-offs in prices of longevity swaps | ISFA | |
| 01/01/2008 | BOOTH H.,TICKLE L. | | 3 / Mortality modeling and forecasting: A review of methods | THE AUSTRALIAN DEMOGRAPHIC AND SOCIAL RESEARCH INSTITUTE | |
| 12/11/2007 | LIN Y.,COX S. H. | | Longevity Risk, Rare Event Premia and Securitization | | |
| 10/23/2007 | DAHL M.,MELCHIOR M.,MOLLER T. | | On systematic mortality risk and risk-minimization with survivor swaps | | |
| 10/01/2007 | GOURIEROUX C.,MONTFORT A. | | Quadratic Stochastic Intensity and Prospective Mortality Tables | CREST | |
| 08/27/2007 | DENUIT M. | | Life Annuities with Stochastic Survival Probabilities: a Review | UCL | |
| 07/01/2007 | BAUER D.,KRAMER F.W. | | Risk and Valuation of Mortality Contingent Catastrophe Bonds. | DFG RESEARCH TRAINING GROUP | |