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On the bankruptcy risk of insurance companies

Le Courtois, Olivier; Randrianarivony, Rivo - In: Finance : revue de l'Association Française de Finance 34 (2013) 1, pp. 43-72

Persistent link: https://www.econbiz.de/10009776162

Utility-consistent valuation schemes for the own risk and solvency assessment of life insurance companies

Le Courtois, Olivier; Majri, Mohamed; Shen, Li - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 47-79

Persistent link: https://www.econbiz.de/10012437794

Pricing and hedging defaultable participating contracts with regime switching and jump risk

Le Courtois, Olivier; Quittard-Pinon, François; Su, … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 303-339

Persistent link: https://www.econbiz.de/10012285401

Regulation risk

Le Courtois, Olivier; Lévy Véhel, Jacques; Walter, … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 3, pp. 463-474

Persistent link: https://www.econbiz.de/10012289588

Inside the solvency 2 black box : net asset balues and solvency vapital requirements with a least-squares Monte-Carlo approach

Floryszczak, Anthony; Le Courtois, Olivier; Majri, Mohamed - In: Insurance / Mathematics & economics 71 (2016), pp. 15-26

Persistent link: https://www.econbiz.de/10011630591

Health and portfolio choices : a diffidence approach

Crainich, David; Eeckhoudt, Louis R.; Le Courtois, Olivier - In: European journal of operational research : EJOR 259 (2017) 1, pp. 273-279

Persistent link: https://www.econbiz.de/10011644979

Structural pricing of CoCos and deposit insurance with regime switching and jumps

Le Courtois, Olivier; Su, Xiaoshan - In: Asia Pacific financial markets 27 (2020) 4, pp. 477-520

Persistent link: https://www.econbiz.de/10012390326

Equivalent risk indicators : VaR, TCE, and beyond

Faroni, Silvia; Le Courtois, Olivier; Ostaszewski, … - In: Risks : open access journal 10 (2022) 8, pp. 1-19

While a lot of research concentrates on the respective merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on the equivalence between such indicators. Further, TCE, despite its merits, may not be the most accurate...

Persistent link: https://www.econbiz.de/10013368509

Is the index efficient? : a worldwide tour with stochastic dominance

Kolokolova, Olga; Le Courtois, Olivier; Xu, Xia - In: Journal of financial markets 59 (2022) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10013346797

Semivariance below the maximum : assessing the performance of economic and financial prospects

Le Courtois, Olivier; Xu, Xia - In: Journal of economic behavior & organization : JEBO 209 (2023), pp. 185-199

Persistent link: https://www.econbiz.de/10014423389