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Cyclicity in the French PropertyLiability Insurance Industry - New Findings over the Recent Period

Bruneau, Catherine; Sghaier, Nadia - Institut de Préparation à l'Administration et à la … - 2014

This paper reinvestigates the presence and the causes of the underwriting cycle in the French property-liability insurance industry as displayed by the combined ratio for the 1963-2008 period. The question is still a timely issue if we refer to regulation issues and the recent proposals in the...

Persistent link: https://www.econbiz.de/10010754834

Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis

Boubaker, Heni; Guesmi, Khaled; Nguyen, Duc Khuong - Institut de Préparation à l'Administration et à la … - 2014

This paper shows the usefulness and relevance of the multivariate fractional cointegration in exploring the dynamic

Persistent link: https://www.econbiz.de/10010860562

Wavelet estimation of Gegenbauer processes : simulation and empirical application

Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574

Persistent link: https://www.econbiz.de/10011478889

Wavelet estimation performance of fractional integrated processes with heavy-tails

Boubaker, Heni - In: Computational economics 55 (2020) 2, pp. 473-498

Persistent link: https://www.econbiz.de/10012223642

A generalized ARFIMA model with smooth transition fractional integration parameter

Boubaker, Heni - In: Journal of time series econometrics 10 (2018) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011817682

A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies

Boubaker, Heni - In: Computational economics 48 (2016) 4, pp. 693-731

Persistent link: https://www.econbiz.de/10011713102

Nonlinear cointegration relationships between non-life insurance premiums and financial markets

Jawadi, Fredj; Bruneau, Catherine; Sghaier, Nadia - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 753-783

Persistent link: https://www.econbiz.de/10003877884

Cyclicity in the French property-liability insurance industry : new findings over the recent period

Bruneau, Catherine; Sghaier, Nadia - In: The journal of risk and insurance : the journal of the … 82 (2015) 2, pp. 433-462

Persistent link: https://www.econbiz.de/10011393000

Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar

Guesmi, Khaled; Nguyen, Duc Khuong; Sghaier, Nadia; … - In: IPAG Economics and Management Letters 9

The second edition of the International Symposium on Energy and Finance Issues (ISEFI-2014, March 28, 2014, Paris, France), jointly organized by IPAG Business School, EconomiX (University of Paris West Nanterre La Défense and CNRS) and CGEMP (University of Paris Dauphine), aims to provide...

Persistent link: https://www.econbiz.de/10010929387

Overview of the 2nd International Symposium on Energy and Finance Issues: Part I

Guesmi, Khaled; Nguyen, Duc Khuong; Sghaier, Nadia; … - In: IPAG Economics and Management Letters 10

Persistent link: https://www.econbiz.de/10010929388