Modèles et méthodes actuarielles pour l'évaluation quantitative des risques en environnement solvabilité II
Year of publication: |
2012
|
---|---|
Authors: | Ben Dbabis, Makram |
Other Persons: | Hess, Christian (contributor) |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Solvabilité II | Modèles internes | Probabilité de ruine | Risques techniques | Réassurance | Optimisation dynamique | Solvency II | Ruin's probability | Reinsurance | Dynamic optimization |
-
Irreversible reinsurance : minimization of capital injections in presence of a fixed cost
Federico, Salvatore, (2023)
-
Delong, Łukasz, (2011)
-
Irreversible reinsurance: Minimization of capital injections in presence of a fixed cost
Federico, Salvatore, (2023)
- More ...
-
Copulas and bivariate Risk measures : an application to hedge funds
Bedoui, Rihab, (2009)
-
Computing the mean and the variance of the cedent's share for largest claims reinsurance covers
Hess, Christian, (2009)
-
Saadoune, Mohamed, (2008)
- More ...