 | Date | Auteur | | Descriptif | Société | |
|---|
 Divers | |
| Estimation | |
| Finance | |
| Frais de santé | |
| Mathématiques financières & Modèles d'actifs | |
| Mesures de risque | |
| Mortalité prospective | |
| Mortalité stochastique | |
| Optimisation | |
| Options | |
| Prévoyance collective | |
 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 | |