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  • Search: person:"Thérond, Pierre-E."
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Subject
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Theorie 3 Theory 3 Lebensversicherung 2 Life insurance 2 Portfolio selection 2 Portfolio-Management 2 Absolventen 1 Akademiker 1 Ambiguity 1 Available-for-sale (AFS) 1 Barrier option 1 Credibility 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Equity 1 Forecasting model 1 Glaubwürdigkeit 1 Graduates 1 Großbritannien 1 Hedging 1 IAS 39 1 IFRS 1 Impairment 1 Measurement 1 Messung 1 Mortality 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Prognoseverfahren 1 Rear-end up-and-out put option 1 Reserving 1 Risiko 1 Risikoaversion 1 Risikomaß 1 Risk 1 Risk aversion 1 Risk measure 1 Sterblichkeit 1
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Article 7
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5 Undetermined 2
Author
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Thérond, Pierre-E. 6 Nteukam T., Oberlain 3 Planchet, Frédéric 3 Azzaz, Julien 1 Loisel, Stéphane 1 Lopez, Olivier 1 Milhaud, Xavier 1 Robert, Christian Yann 1 Salhi, Yahia 1 Therond, Pierre-E. 1
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Astin bulletin : the journal of the International Actuarial Association 3 Insurance / Mathematics & economics 2 Insurance: Mathematics and Economics 1 Review of quantitative finance and accounting 1
Source
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ECONIS (ZBW) 5 OLC EcoSci 1 RePEc 1
Showing 1 - 7 of 7
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A tree-based algorithm adapted to microlevel reserving and long development claims
Lopez, Olivier; Milhaud, Xavier; Thérond, Pierre-E. - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 741-762
Persistent link: https://www.econbiz.de/10012125135
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Age-specific adjustment of graduated mortality
Salhi, Yahia; Thérond, Pierre-E. - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 543-569
Persistent link: https://www.econbiz.de/10011875664
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Some characteristics of an equity security next-year impairment
Azzaz, Julien; Loisel, Stéphane; Thérond, Pierre-E. - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 111-135
Persistent link: https://www.econbiz.de/10011333134
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Distortion risk measures, ambiguity aversion and optimal effort
Robert, Christian Yann; Therond, Pierre-E. - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 277-302
Persistent link: https://www.econbiz.de/10010393955
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Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Nteukam T., Oberlain; Planchet, Frédéric; Thérond, … - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10008989359
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Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Nteukam T., Oberlain; Planchet, Frédéric; Thérond, … - In: Insurance: Mathematics and Economics 48 (2011) 2, pp. 161-175
In this paper, we are interested in hedging strategies which allow the insurer to reduce the risk to their portfolio of unit-linked life insurance contracts with minimum death guarantee. Hedging strategies are developed in the Black and Scholes model and in the Merton jump-diffusion model....
Persistent link: https://www.econbiz.de/10008865443
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Cover Image
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Nteukam T., Oberlain; Planchet, Frédéric; Thérond, … - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 161-176
Persistent link: https://www.econbiz.de/10008812739
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