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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

Optimal prevention strategies in the classical risk model

Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; … - In: Insurance / Mathematics & economics 91 (2020), pp. 202-208

Persistent link: https://www.econbiz.de/10012242011

Measuring mortality heterogeneity with multi-state models and interval-censored data

Boumezoued, Alexandre; El Karoui, Nicole; Loisel, Stéphane - In: Insurance / Mathematics & economics 72 (2017), pp. 67-82

Persistent link: https://www.econbiz.de/10011691580

Le risque de longévité est-il assurable?

El Karoui, Nicole; Loisel, Stéphane - In: Revue d'économie financière : revue trimestrielle de … 126 (2017) 2, pp. 107-122

Persistent link: https://www.econbiz.de/10011741748

Longevity risk and capital markets : the 2015-16 update

Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173

Persistent link: https://www.econbiz.de/10011825252

Do actuaries believe in longevity deceleration?

Debonneuil, Edouard; Loisel, Stéphane; Planchet, Frédéric - In: Insurance / Mathematics & economics 78 (2018), pp. 325-338

Persistent link: https://www.econbiz.de/10011825314

Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions

Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83

Persistent link: https://www.econbiz.de/10011492465

Phase-type aging modeling for health dependent costs

Govorun, Maria; Latouche, Guy; Loisel, Stéphane - In: Insurance / Mathematics & economics 62 (2015), pp. 173-183

Persistent link: https://www.econbiz.de/10011312074

Impact of climate change on heat wave risk

Biard, Romain; Blanchet-Scalliet, Christophette; … - In: Risks : open access journal 1 (2013) 3, pp. 176-191

We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of...

Persistent link: https://www.econbiz.de/10010338320

Stationary-excess operator and convex stochastic orders

Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 64-75

Persistent link: https://www.econbiz.de/10003985391