Stéphane Loisel
Names
| first: |
Stéphane |
| last: |
Loisel |
Identifer
Contact
Affiliations
-
Université Claude Bernard (Lyon 1)
/ Institut de Science Financière et d'Assurances (École ISFA)
Research profile
author of:
- Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:aiz:louvad:2017006)
by Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan - Main determinants of profit sharing policy in the French life insurance industry (RePEc:bfr:decfin:17)
by F. Borel-Mathurin & P.-E. Darpeix & Q. Guibert & S. Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:bfr:decfin:32)
by F. Borel-Mathurin & S. Loisel & J. Segers - Le risque de longévité est-il assurable ? (RePEc:cai:refaef:ecofi_126_0107)
by Nicole El Karoui & Stéphane Loisel - Le prix du risque de longévité (RePEc:cai:refaef:ecofi_133_0129)
by Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Yahia Salhi - Old-Age Provision: Past, Present, Future (RePEc:chf:rpseri:rp1655)
by Hansjoerg Albrecher & Paul Embrechts & Damir Filipović & Glenn W. Harrison & Pablo Koch-Medina & Stéphane Loisel & Paolo Vanini & Joël Wagner - Asset-Liability Management for Long-Term Insurance Business (RePEc:chf:rpseri:rp1769)
by Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipović & Pablo Koch-Medina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Frank Schiller & Hato Schmeiser & Joël Wagner - Insurance: Models, Digitalization, and Data Science (RePEc:chf:rpseri:rp1926)
by Hansjoerg Albrecher & Antoine Bommier & Damir Filipović & Pablo Koch-Medina & Stéphane Loisel & Hato Schmeiser - On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (RePEc:cup:astinb:v:41:y:2011:i:01:p:215-238_00)
by Bargès, Mathieu & Cossette, Hélène & Loisel, Stéphane & Marceau, Étienne - From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital (RePEc:eee:ejores:v:214:y:2011:i:2:p:348-357)
by Loisel, Stéphane & Milhaud, Xavier - Competition among non-life insurers under solvency constraints: A game-theoretic approach (RePEc:eee:ejores:v:231:y:2013:i:3:p:702-711)
by Dutang, Christophe & Albrecher, Hansjoerg & Loisel, Stéphane - Another look at the Picard-Lefevre formula for finite-time ruin probabilities (RePEc:eee:insuma:v:35:y:2004:i:2:p:187-203)
by Rulliere, Didier & Loisel, Stephane - The win-first probability under interest force (RePEc:eee:insuma:v:37:y:2005:i:3:p:421-442)
by Rulliere, Didier & Loisel, Stephane - Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (RePEc:eee:insuma:v:42:y:2008:i:2:p:746-762)
by Loisel, Stéphane & Mazza, Christian & Rullière, Didier - Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (RePEc:eee:insuma:v:43:y:2008:i:3:p:412-421)
by Biard, Romain & Lefèvre, Claude & Loisel, Stéphane - Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (RePEc:eee:insuma:v:45:y:2009:i:3:p:374-381)
by Loisel, Stéphane & Mazza, Christian & Rullière, Didier - Stationary-excess operator and convex stochastic orders (RePEc:eee:insuma:v:47:y:2010:i:1:p:64-75)
by Lefèvre, Claude & Loisel, Stéphane - Explicit ruin formulas for models with dependence among risks (RePEc:eee:insuma:v:48:y:2011:i:2:p:265-270)
by Albrecher, Hansjörg & Constantinescu, Corina & Loisel, Stephane - Estimation of the parameters of a Markov-modulated loss process in insurance (RePEc:eee:insuma:v:53:y:2013:i:2:p:388-404)
by Guillou, Armelle & Loisel, Stéphane & Stupfler, Gilles - On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing (RePEc:eee:insuma:v:53:y:2013:i:3:p:774-785)
by Dutang, C. & Lefèvre, C. & Loisel, S. - Properties of a risk measure derived from the expected area in red (RePEc:eee:insuma:v:55:y:2014:i:c:p:191-199)
by Loisel, Stéphane & Trufin, Julien - Phase-type aging modeling for health dependent costs (RePEc:eee:insuma:v:62:y:2015:i:c:p:173-183)
by Govorun, Maria & Latouche, Guy & Loisel, Stéphane - Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions (RePEc:eee:insuma:v:68:y:2016:i:c:p:61-72)
by Bensusan, Harry & El Karoui, Nicole & Loisel, Stéphane & Salhi, Yahia - Measuring mortality heterogeneity with multi-state models and interval-censored data (RePEc:eee:insuma:v:72:y:2017:i:c:p:67-82)
by Boumezoued, Alexandre & Karoui, Nicole El & Loisel, Stéphane - Longevity risk and capital markets: The 2015–16 update (RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173)
by Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard - Do actuaries believe in longevity deceleration? (RePEc:eee:insuma:v:78:y:2018:i:c:p:325-338)
by Debonneuil, Edouard & Loisel, Stéphane & Planchet, Frédéric - Optimal prevention strategies in the classical risk model (RePEc:eee:insuma:v:91:y:2020:i:c:p:202-208)
by Gauchon, Romain & Loisel, Stéphane & Rullière, Jean-Louis & Trufin, Julien - Discrete Schur-constant models (RePEc:eee:jmvana:v:140:y:2015:i:c:p:343-362)
by Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S. - Partially Schur-constant models (RePEc:eee:jmvana:v:172:y:2019:i:c:p:47-58)
by Castañer, Anna & Claramunt, M. Mercè & Lefèvre, Claude & Loisel, Stéphane - Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:eio:thafsr:10)
by Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers - Impact of Climate Change on Heat Wave Risk (RePEc:gam:jrisks:v:1:y:2013:i:3:p:176-191:d:31293)
by Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel - A Quantum-Type Approach to Non-Life Insurance Risk Modelling (RePEc:gam:jrisks:v:6:y:2018:i:3:p:99-:d:169842)
by Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev - Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect (RePEc:gam:jrisks:v:9:y:2020:i:1:p:5-:d:467790)
by Karim Barigou & Stéphane Loisel & Yahia Salhi - Differentiation of some functionals of risk processes (RePEc:hal:journl:hal-00157739)
by Stéphane Loisel - Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks (RePEc:hal:journl:hal-00165776)
by Stéphane Loisel - The win-first probability under interest force (RePEc:hal:journl:hal-00165791)
by Didier Rullière & Stéphane Loisel - Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (RePEc:hal:journl:hal-00168714)
by Stéphane Loisel & Christian Mazza & Didier Rullière - Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (RePEc:hal:journl:hal-00168716)
by Stéphane Loisel & Christian Mazza & Didier Rullière - On Finite-Time Ruin Probabilities for Classical Risk Models (RePEc:hal:journl:hal-00168958)
by Claude Lefèvre & Stéphane Loisel - Sensitivity analysis and density estimation for finite-time ruin probabilities (RePEc:hal:journl:hal-00201347)
by Stéphane Loisel & Nicolas Privault - Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities (RePEc:hal:journl:hal-00201377)
by Stéphane Loisel & Claude Lefèvre - On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level (RePEc:hal:journl:hal-00268841)
by Wayne Fisher & Stéphane Loisel & Shaun Wang - Impact of correlation crises in risk theory (RePEc:hal:journl:hal-00308782)
by Romain Biard & Claude Lefèvre & Stéphane Loisel - Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II (RePEc:hal:journl:hal-00365363)
by Laurent Devineau & Stéphane Loisel - Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (RePEc:hal:journl:hal-00372525)
by Romain Biard & Stéphane Loisel & Claudio Macci & Noel Veraverbeke - Another look at the Picard-Lefèvre formula for finite-time ruin probabilities (RePEc:hal:journl:hal-00379412)
by Didier Rullière & Stéphane Loisel - Ruin theory with K lines of business (RePEc:hal:journl:hal-00379417)
by Stéphane Loisel - From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM (RePEc:hal:journl:hal-00379422)
by Stéphane Loisel - Correlation crises, ruin probabilities and related issues in ERM and Solvency II (RePEc:hal:journl:hal-00397125)
by Stéphane Loisel - On a class of non-Gerber-Shiu, non-discounted penalty functions (RePEc:hal:journl:hal-00397239)
by Stéphane Loisel - Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings (RePEc:hal:journl:hal-00397241)
by Stéphane Loisel - On some path-dependent correlation models in risk theory (RePEc:hal:journl:hal-00397242)
by Stéphane Loisel - Théorie de la ruine: introduction et exemples (RePEc:hal:journl:hal-00397250)
by Stéphane Loisel - Fonctions de pénalité en théorie du risque (RePEc:hal:journl:hal-00397252)
by Stéphane Loisel - Les risques et leur agrégation dans Solvabilité II et en ERM (RePEc:hal:journl:hal-00397256)
by Stéphane Loisel - From Solvency II to ERM: tools, practical issues and research perspectives (RePEc:hal:journl:hal-00397259)
by Stéphane Loisel - In the core of longevity risk: hidden dependence in stochastic mortality models and cut‐offs in prices of longevity swaps (RePEc:hal:journl:hal-00397260)
by Stéphane Loisel - Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes (RePEc:hal:journl:hal-00397261)
by Stéphane Loisel - Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts (RePEc:hal:journl:hal-00397264)
by Stéphane Loisel - In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps (RePEc:hal:journl:hal-00397265)
by Stéphane Loisel - Repositioning Enterprise Risk Management (RePEc:hal:journl:hal-00397266)
by Stéphane Loisel - Inter-age correlation in stochastic mortality models (RePEc:hal:journl:hal-00397267)
by Stéphane Loisel - Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle (RePEc:hal:journl:hal-00397268)
by Stéphane Loisel - Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (RePEc:hal:journl:hal-00397269)
by Stéphane Loisel - Ruin Theory with K Lines of Business (RePEc:hal:journl:hal-00397270)
by Stéphane Loisel - Dépendance stochastique et mesures de risque (RePEc:hal:journl:hal-00397273)
by Stéphane Loisel - In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps (RePEc:hal:journl:hal-00397274)
by Stéphane Loisel - Analyse de la robustesse de la probabilité de ruine en temps fini, et marge de solvabilité pour risque d'estimation (RePEc:hal:journl:hal-00397275)
by Stéphane Loisel - Sensitivity analysis and optimal reserve allocation in risk theory (RePEc:hal:journl:hal-00397276)
by Stéphane Loisel - Sensitivity analysis and optimal reserve allocation in risk theory (RePEc:hal:journl:hal-00397277)
by Stéphane Loisel - Differentiation of some functionals of risk processes and optimal reserve allocation (RePEc:hal:journl:hal-00397278)
by Stéphane Loisel - Differentiation of some functionals of risk processes and optimal reserve allocation (RePEc:hal:journl:hal-00397279)
by Stéphane Loisel - Differentiation of some functionals of risk processes and optimal reserve allocation (RePEc:hal:journl:hal-00397280)
by Stéphane Loisel - Problems and numerical methods in insurance and finance (RePEc:hal:journl:hal-00397281)
by Stéphane Loisel - Titrisation du risque de longévité (RePEc:hal:journl:hal-00397282)
by Stéphane Loisel - Sensitivity analysis of the finite-time ruin probability and of some other risk measures (RePEc:hal:journl:hal-00397284)
by Stéphane Loisel - On the sensitivity analysis of some risk measures (RePEc:hal:journl:hal-00397285)
by Stéphane Loisel - Problèmes liés à la prise en compte de l'effet de diversification dans le cadre de Solvabilité II (RePEc:hal:journl:hal-00397286)
by Stéphane Loisel - Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation (RePEc:hal:journl:hal-00397287)
by Stéphane Loisel - Differentiation of functionals of risk processes and optimal reserve allocation (RePEc:hal:journl:hal-00397288)
by Stéphane Loisel - Differentiation of some functionals of risk processes and optimal reserve allocation (RePEc:hal:journl:hal-00397289)
by Stéphane Loisel - Differentiation of functionals of risk processes and optimal reserve allocation (RePEc:hal:journl:hal-00397290)
by Stéphane Loisel - Ruine, dividendes et allocation de réserve optimale (RePEc:hal:journl:hal-00397291)
by Stéphane Loisel - On Solvency issues for French and Vietnamese insurers (RePEc:hal:journl:hal-00397293)
by Stéphane Loisel - Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale (RePEc:hal:journl:hal-00397295)
by Stéphane Loisel - Win-first probabilities and dividends with hazard rates (RePEc:hal:journl:hal-00397297)
by Stéphane Loisel - Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula? (RePEc:hal:journl:hal-00403662)
by Laurent Devineau & Stéphane Loisel - Correlation crises in risk theory, Solvency II and ERM (RePEc:hal:journl:hal-00403675)
by Stéphane Loisel - Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings (RePEc:hal:journl:hal-00409418)
by Romain Biard & Claude Lefèvre & Stéphane Loisel & Haikady Nagaraja - Solvency II: description, timeline, and update on current discussions (RePEc:hal:journl:hal-00416215)
by Stéphane Loisel - Risk aggregation in Solvency II : bridging the gap between standard formula and internal risk models (RePEc:hal:journl:hal-00416216)
by Stéphane Loisel - Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges (RePEc:hal:journl:hal-00417800)
by Pauline Barrieu & Harry Bensusan & Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Claudia Ravanelli & Yahia Salhi - On the Moments of the Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (RePEc:hal:journl:hal-00426502)
by Mathieu Bargès & Hélène Cossette & Stéphane Loisel & Etienne Marceau - Understanding, modeling and managing longevity risk: some new challenges (RePEc:hal:journl:hal-00426505)
by Stéphane Loisel - Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments (RePEc:hal:journl:hal-00426790)
by Julien Trufin & Stéphane Loisel - On finite-time ruin probabilities with reinsurance cycles influenced by large claims (RePEc:hal:journl:hal-00430178)
by Mathieu Bargès & Stéphane Loisel & Xavier Venel - Ruin probabilities with Bühlmann credibility adjusted premiums (RePEc:hal:journl:hal-00431263)
by Stéphane Loisel - Correlation crises, model risk and ERM (RePEc:hal:journl:hal-00441300)
by Stéphane Loisel - Stationary-excess operator and convex stochastic orders (RePEc:hal:journl:hal-00442047)
by Claude Lefèvre & Stéphane Loisel - Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context? (RePEc:hal:journl:hal-00450003)
by Xavier Milhaud & Stéphane Loisel & Véronique Maume-Deschamps - Dépendance stochastique en théorie du risque (RePEc:hal:journl:hal-00469612)
by Stéphane Loisel - From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (RePEc:hal:journl:hal-00502847)
by Stéphane Loisel & Xavier Milhaud - Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise (RePEc:hal:journl:hal-00502851)
by Xavier Milhaud & Marie-Pierre Gonon & Stéphane Loisel - Joint modeling of portfolio experienced and national mortality: A co-integration based approach (RePEc:hal:journl:hal-00502852)
by Stéphane Loisel - Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management (RePEc:hal:journl:hal-00517766)
by Matthieu Chauvigny & Laurent Devineau & Stéphane Loisel & Véronique Maume-Deschamps - Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges (RePEc:hal:journl:hal-00517902)
by Stéphane Loisel - Solvabilité des compagnies d'assurance (RePEc:hal:journl:hal-00540618)
by Stéphane Loisel - Théorie de la ruine multivariée (RePEc:hal:journl:hal-00540619)
by Stéphane Loisel - Explicit ruin formulas for models with dependence among risks (RePEc:hal:journl:hal-00540621)
by Hansjoerg Albrecher & Corina Constantinescu & Stéphane Loisel - Cours Bachelier sur le risque de longévité (RePEc:hal:journl:hal-00566486)
by Stéphane Loisel - Variable annuities and surrender risk (RePEc:hal:journl:hal-00586456)
by Stéphane Loisel - On some risk models with dependence (RePEc:hal:journl:hal-00586457)
by Stéphane Loisel - Understanding and managing longevity risk (RePEc:hal:journl:hal-00589695)
by Stéphane Loisel - Explicit ruin formulas for dependent risks (RePEc:hal:journl:hal-00600093)
by Stéphane Loisel - Some mixing properties of conditionally independent processes (RePEc:hal:journl:hal-00670649)
by Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps - La capacité de réaction et les actions de gestion des dirigeants: nécessité et difficulté de les prendre en compte dans l'ORSA (RePEc:hal:journl:hal-00671825)
by Stéphane Loisel - Théorie de la ruine en présence de risques corrélés (RePEc:hal:journl:hal-00671918)
by Stéphane Loisel - Surrender risk and correlation crises (RePEc:hal:journl:hal-00671919)
by Stéphane Loisel - Méthodes d'accélération de la méthode des simulations dans les simulations (RePEc:hal:journl:hal-00671920)
by Stéphane Loisel - On ruin models with correlated risks (RePEc:hal:journl:hal-00671921)
by Stéphane Loisel - Ruin theory with dependent risks (RePEc:hal:journl:hal-00671922)
by Stéphane Loisel - Explicit ruin probabilities with dependent risks (RePEc:hal:journl:hal-00671923)
by Stéphane Loisel - 7 lectures on Enterprise Risk Management (RePEc:hal:journl:hal-00671924)
by Stéphane Loisel - Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis (RePEc:hal:journl:hal-00671925)
by Stéphane Loisel - On ruin models with dependent risks (RePEc:hal:journl:hal-00671926)
by Stéphane Loisel - On ruin models with dependence (RePEc:hal:journl:hal-00723918)
by Stéphane Loisel - Dependence models in risk theory (RePEc:hal:journl:hal-00723919)
by Stéphane Loisel - On ruin models with dependent risks (RePEc:hal:journl:hal-00723920)
by Stéphane Loisel - Ruin probabilities with correlated claims (RePEc:hal:journl:hal-00723921)
by Stéphane Loisel - ORSA in Europe and in North America (RePEc:hal:journl:hal-00723922)
by Stéphane Loisel - Quelques problématiques de mathématiques appliquées à l'actuariat (RePEc:hal:journl:hal-00723924)
by Stéphane Loisel - Risques corrélés en théorie du risque (RePEc:hal:journl:hal-00723927)
by Stéphane Loisel - Théorie de la ruine et risques corrélés (RePEc:hal:journl:hal-00723928)
by Stéphane Loisel - On the domain of validity of the DeVylder-Goovaerts conjecture (RePEc:hal:journl:hal-00723930)
by Stéphane Loisel - ORSA et mesures de risque multi-périodiques (RePEc:hal:journl:hal-00723931)
by Stéphane Loisel - Ruin problems with worsening risks or with infinite mean claims (RePEc:hal:journl:hal-00735843)
by Dominik Kortschak & Stéphane Loisel & Pierre Ribereau - Why ruin theory should be of interest for insurance practitioners and risk managers nowadays (RePEc:hal:journl:hal-00746231)
by Stéphane Loisel & Hans-U. Gerber - Competition among non-life insurers under solvency constraints: A game-theoretic approach (RePEc:hal:journl:hal-00746245)
by Christophe Dutang & Hansjoerg Albrecher & Stéphane Loisel - On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing (RePEc:hal:journl:hal-00746251)
by Christophe Dutang & Claude Lefèvre & Stéphane Loisel - Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean (RePEc:hal:journl:hal-00746257)
by Stéphane Loisel - Acceleration techniques of nested simulations in insurance (RePEc:hal:journl:hal-00746258)
by Stéphane Loisel - On ruin for worsening claims (RePEc:hal:journl:hal-00746261)
by Stéphane Loisel - On some practical correlation issues in Enterprise Risk Management (RePEc:hal:journl:hal-00746262)
by Stéphane Loisel - Problématiques de théorie de la ruine en univers multivarié (RePEc:hal:journl:hal-00746265)
by Stéphane Loisel - A game-theoretic approach to non-life insurance markets (RePEc:hal:journl:hal-00746267)
by Stéphane Loisel - From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (RePEc:hal:journl:hal-00746268)
by Stéphane Loisel - Basis risk modelling: a co-integration based approach (RePEc:hal:journl:hal-00746859)
by Yahia Salhi & Stéphane Loisel - On multiply monotone distributions, continuous or discrete, with applications (RePEc:hal:journl:hal-00750562)
by Claude Lefèvre & Stéphane Loisel - Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions (RePEc:hal:journl:hal-00768526)
by Harry Bensusan & Nicole El Karoui & Stéphane Loisel & Yahia Salhi - Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation (RePEc:hal:journl:hal-00816894)
by Peggy Cénac & Stéphane Loisel & Véronique Maume-Deschamps & Clémentine Prieur - Some characteristics of an equity security next-year impairment (RePEc:hal:journl:hal-00820929)
by Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond - A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (RePEc:hal:journl:hal-00853680)
by Pierre-Olivier Goffard & Stéphane Loisel & Denys Pommeret - Properties of a risk measure derived from the expected area in red (RePEc:hal:journl:hal-00870224)
by Stéphane Loisel & Julien Trufin - Impact of Climate Change on HeatWave Risk (RePEc:hal:journl:hal-00937071)
by Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel - Discrete Schur-constant models (RePEc:hal:journl:hal-01081756)
by Anna Castañer & Maria Mercè Claramunt & Claude Lefèvre & Stéphane Loisel - Index for predicting insurance claims from wind storms with an application in France (RePEc:hal:journl:hal-01081758)
by Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel - Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile (RePEc:hal:journl:hal-01081759)
by Alexandre Mornet & Patrick Leveillard & Stéphane Loisel - Phase-type aging modeling for health dependent costs (RePEc:hal:journl:hal-01084274)
by Maria Govorun & Guy Latouche & Stéphane Loisel - Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions (RePEc:hal:journl:hal-01242023)
by Nicole El Karoui & Stéphane Loisel & Jean-Luc Prigent & Julien Vedani - Competition among non-life insurers under solvency constraints: A game-theoretic approach (RePEc:hal:journl:hal-01616156)
by Christophe Dutang & Hansjoerg Albrecher & Stéphane Loisel - On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing (RePEc:hal:journl:hal-01616175)
by Christophe Dutang & C. Lefevre & S. Loisel - A survey of some recent results on Risk Theory (RePEc:hal:journl:hal-01616178)
by Florin Avram & Romain Biard & Christophe Dutang & Stéphane Loisel & Landy Rabehasaina - Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry (RePEc:hal:journl:hal-01955047)
by Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel - A Quantum-Type Approach to Non-Life Insurance Risk Modelling (RePEc:hal:journl:hal-01995767)
by Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev - La captive, un outil d'Enterprise Risk Management toujours efficient sous Solvabilité II? (RePEc:hal:journl:hal-01995772)
by Fabien Graeff & Nicolas Leboisne & Stéphane Loisel & Darasovann Thach - Markov Property in Discrete Schur-constant Models (RePEc:hal:journl:hal-01995775)
by Claude Lefèvre & Stéphane Loisel & Sergey Utev - Longevity risk and capital markets: The 2015–16 update (RePEc:hal:journl:hal-01995778)
by David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn - Le risque de longévité est-il assurable ? (RePEc:hal:journl:hal-01995781)
by Nicole El Karoui & Stéphane Loisel - Asset-liability management for long-term insurance business (RePEc:hal:journl:hal-01995785)
by Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipovic & Pablo Koch-Médina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Franck Schiller & Hato Schmeiser & Joël Wagner - On finite exchangeable sequences and their dependence (RePEc:hal:journl:hal-01995790)
by Claude Lefèvre & Stéphane Loisel & Sergey Utev - Old-age provision: past, present, future (RePEc:hal:journl:hal-01995799)
by Hansjörg Albrecher & Paul Embrechts & Damir Filipović & Glenn Harrison & Pablo Koch & Stéphane Loisel & Paolo Vanini & Joël Wagner - Ex-ante Model Validation and Back-Testing (RePEc:hal:journl:hal-01995807)
by Stéphane Loisel & Kati Nisipasu - Models and Behaviour of Stakeholders (RePEc:hal:journl:hal-01995808)
by David Ingram & Stéphane Loisel - Théorie de la ruine (RePEc:hal:journl:hal-01995811)
by Patrice Bertail & Stéphane Loisel - Théorie de la ruine multivariée (RePEc:hal:journl:hal-01995812)
by Romain Biard & Stéphane Loisel - Solvabilité (RePEc:hal:journl:hal-01995814)
by Stéphane Loisel - Partially Schur-constant models (RePEc:hal:journl:hal-01998057)
by Anna Castañer & M. Mercè Claramunt & Claude Lefèvre & Stéphane Loisel - ERM and Analytics (RePEc:hal:journl:hal-02012522)
by Stéphane Loisel - On the reevaluation of the Solvency Capital Requirement after a large shock (RePEc:hal:journl:hal-02013420)
by Stéphane Loisel - On the reevaluation of the Solvency Capital Requirement after a large shock (RePEc:hal:journl:hal-02013423)
by Stéphane Loisel - Solutions to biometric, mortality and longevity risk (RePEc:hal:journl:hal-02013426)
by Stéphane Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:hal:journl:hal-02013430)
by Stéphane Loisel - Recent longevity transfer solutions (RePEc:hal:journl:hal-02013434)
by Stéphane Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:hal:journl:hal-02013437)
by Stéphane Loisel - Modélisation, surveillance et transfert du risque de longévité (RePEc:hal:journl:hal-02013474)
by Stéphane Loisel - Monitoring actuarial assumptions in life insurance (RePEc:hal:journl:hal-02013507)
by Stéphane Loisel - Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels (RePEc:hal:journl:hal-02013510)
by Stéphane Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:hal:journl:hal-02013517)
by Stéphane Loisel - Monitoring actuarial assumptions in life insurance (RePEc:hal:journl:hal-02013521)
by Stéphane Loisel - Discrete Schur-Constant Models in Insurance (RePEc:hal:journl:hal-02013530)
by Stéphane Loisel - Monitoring actuarial assumptions in insurance (RePEc:hal:journl:hal-02013535)
by Stéphane Loisel - Short course on ERM (RePEc:hal:journl:hal-02013542)
by Stéphane Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:hal:journl:hal-02013545)
by Stéphane Loisel - Data analytics and innovations in insurance (RePEc:hal:journl:hal-02013546)
by Stéphane Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:hal:journl:hal-02013547)
by Stéphane Loisel - Quickest detection of change in actuarial assumptions (RePEc:hal:journl:hal-02013556)
by Stéphane Loisel - Online monitoring of longevity and actuarial assumptions (RePEc:hal:journl:hal-02013561)
by Stéphane Loisel - Online monitoring of longevity and actuarial assumptions (RePEc:hal:journl:hal-02013562)
by Stéphane Loisel - Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles (RePEc:hal:journl:hal-02013570)
by Stéphane Loisel - Online monitoring of actuarial assumptions (RePEc:hal:journl:hal-02013573)
by Stéphane Loisel - Online monitoring of actuarial assumptions (RePEc:hal:journl:hal-02013575)
by Stéphane Loisel - Quickest detection strategy for changes in longevity patterns and longevity risk management (RePEc:hal:journl:hal-02013579)
by Stéphane Loisel - Quickest detection of some changes in longevity patterns (RePEc:hal:journl:hal-02013586)
by Stéphane Loisel - ERM for insurance companies (RePEc:hal:journl:hal-02013588)
by Stéphane Loisel - Several problems in ruin theory (RePEc:hal:journl:hal-02013592)
by Stéphane Loisel - On some longevity modelling and monitoring issues (RePEc:hal:journl:hal-02013610)
by Stéphane Loisel - On some longevity modelling and monitoring issues (RePEc:hal:journl:hal-02013612)
by Stéphane Loisel - On some longevity modelling and monitoring issues (RePEc:hal:journl:hal-02013617)
by Stéphane Loisel - On some robustness and some uncertainty issues in ruin theory (RePEc:hal:journl:hal-02013620)
by Stéphane Loisel - ERM and Solvency II (RePEc:hal:journl:hal-02013624)
by Stéphane Loisel - On some longevity modelling and monitoring issues (RePEc:hal:journl:hal-02013636)
by Stéphane Loisel - On some robustness and some uncertainty issues in ruin theory (RePEc:hal:journl:hal-02013642)
by Stéphane Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:hal:journl:hal-02013649)
by Stéphane Loisel - Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (RePEc:hal:journl:hal-02013669)
by Stéphane Loisel - A game-theoretic approach to non-life insurance markets (RePEc:hal:journl:hal-02013722)
by Stéphane Loisel - Impairments of financial securities & News from LoLitA (RePEc:hal:journl:hal-02013735)
by Stéphane Loisel - Quickest detection of some changes in longevity patterns (RePEc:hal:journl:hal-02013738)
by Stéphane Loisel - On Schur-constant models (RePEc:hal:journl:hal-02013757)
by Stéphane Loisel - Fast Change Detection on Proportional Two-Population Hazard Rates (RePEc:hal:journl:hal-02013763)
by Stéphane Loisel - Fast Change Detection on Proportional Two-Population Hazard Rates (RePEc:hal:journl:hal-02013769)
by Stéphane Loisel - Mesures de risque et theorie de la ruine (RePEc:hal:journl:hal-02013774)
by Stéphane Loisel - Fast Change Detection on Proportional Two-Population Hazard Rates (RePEc:hal:journl:hal-02013777)
by Stéphane Loisel - Fast Change Detection on Proportional Two-Population Hazard Rates (RePEc:hal:journl:hal-02013781)
by Stéphane Loisel - Key Risk Indicators and quickest detection problems (RePEc:hal:journl:hal-02013789)
by Stéphane Loisel - Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory (RePEc:hal:journl:hal-02013793)
by Stéphane Loisel - Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory (RePEc:hal:journl:hal-02013800)
by Stéphane Loisel - Understanding, modeling and managing longevity risk (RePEc:hal:journl:hal-02013809)
by Stéphane Loisel - On a quickest detection problem for longevity risk with two populations (RePEc:hal:journl:hal-02014054)
by Stéphane Loisel - On a quickest detection problem for longevity risk with two populations (RePEc:hal:journl:hal-02014060)
by Stéphane Loisel - Risque de longévité et surveillance de portefeuille (RePEc:hal:journl:hal-02055476)
by Stéphane Loisel - How to design longevity /mortality KRI’s from Cusum (RePEc:hal:journl:hal-02055496)
by Stéphane Loisel - Mouvements des régiments sur le front durant toute la période de guerre : cartographie et choix stratégiques du haut commandement (RePEc:hal:journl:hal-02055523)
by Stéphane Loisel - On discrete Schur-constant vectors, with applications (RePEc:hal:journl:hal-02055549)
by Stéphane Loisel - Attitudes face au risque et face à l’analytics (RePEc:hal:journl:hal-02055555)
by Stéphane Loisel - Health-policyholder clustering using health consumption (RePEc:hal:journl:hal-02156058)
by Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière - Optimal prevention strategies in the classical risk model (RePEc:hal:journl:hal-02314899)
by Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin - Optimal prevention of large risks with two types of claims (RePEc:hal:journl:hal-02314914)
by Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin - Insurance: models, digitalization, and data science (RePEc:hal:journl:hal-02471987)
by Hansjörg Albrecher & Antoine Bommier & Damir Filipović & Pablo Koch-Medina & Stéphane Loisel & Hato Schmeiser - Le prix du risque de longévité (RePEc:hal:journl:hal-02471990)
by Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Yahia Salhi - Quickest detection of change in intensity and longevity risk management (RePEc:hal:journl:hal-02472014)
by Stéphane Loisel - Quickest detection of change in intensity and longevity risk management (RePEc:hal:journl:hal-02472016)
by Stéphane Loisel - Quickest detection of change in intensity and longevity risk management (RePEc:hal:journl:hal-02472017)
by Stéphane Loisel - Quickest detection of actuarial assumptions and longevity risk management (RePEc:hal:journl:hal-02472021)
by Stéphane Loisel - On detection and longevity (RePEc:hal:journl:hal-02472025)
by Stéphane Loisel - Quickest detection of actuarial assumptions and longevity risk management (RePEc:hal:journl:hal-02472028)
by Stéphane Loisel - Market inconsistencies of the MCEV (RePEc:hal:journl:hal-02472032)
by Stéphane Loisel - Reevaluation of the capital charge after a large shock (RePEc:hal:journl:hal-02472033)
by Stéphane Loisel - How to design KRI’s from cusum in practice? (RePEc:hal:journl:hal-02472034)
by Stéphane Loisel - On quickest detection issues for longevity risk (RePEc:hal:journl:hal-02472036)
by Stéphane Loisel - On detection problems related to longevity risk management (RePEc:hal:journl:hal-02472037)
by Stéphane Loisel - From cusum strategy to longevity risk indicators (RePEc:hal:journl:hal-02472039)
by Stéphane Loisel - Probabilités et coupe du monde féminine de la FIFA (RePEc:hal:journl:hal-02472040)
by Stéphane Loisel & Julien Guyon - A longevity adventure with Nicole and LoLitA (RePEc:hal:journl:hal-02472042)
by Stéphane Loisel - Obfuscation and honesty, and their effect on distribution channel choices (RePEc:hal:journl:hal-02472044)
by Stéphane Loisel - On insurtech innovations (RePEc:hal:journl:hal-02472046)
by Stéphane Loisel - Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions (RePEc:hal:journl:hal-02611227)
by Claude Lefèvre & Stéphane Loisel & Pierre Montesinos - On ruin theory with prevention (RePEc:hal:journl:hal-02617843)
by Stéphane Loisel - On customer behaviour in insurance (RePEc:hal:journl:hal-02617847)
by Stéphane Loisel - Quickest detection in presence of seasonality: an illustration with call center data (RePEc:hal:journl:hal-02633903)
by Stéphane Loisel - Quickest detection in practice in presence of seasonality: an illustration with call center data (RePEc:hal:journl:hal-02984527)
by Patrick J. Laub & Nicole El Karoui & Stéphane Loisel & Yahia Salhi - Attitudes towards analytics in the insurance and banking sectors (RePEc:hal:journl:hal-02984532)
by Denis Clot & David Ingram & Stéphane Loisel & Anani Ayodélé Olympio - Attitudes of supervisors with respect to AI and potential new insurance products (RePEc:hal:journl:hal-02984533)
by Stéphane Loisel & Frank Schiller & Jennifer Wang - Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM (RePEc:hal:journl:hal-03045618)
by Stéphane Loisel - Longevity risk and quickest detection problem: from theory to practice (RePEc:hal:journl:hal-03045664)
by Stéphane Loisel - Stable value : a contract at the interplay between insurance and finance (RePEc:hal:journl:hal-03045681)
by Stéphane Loisel - On recent advances in sustainable actuarial science (RePEc:hal:journl:hal-03045685)
by Stéphane Loisel - On customer behaviour in insurance and behavioural experiments (RePEc:hal:journl:hal-03045690)
by Stéphane Loisel - Quickest detection of changes in longevity patterns (RePEc:hal:journl:hal-03070877)
by Stéphane Loisel - Main Determinants of Profit Sharing Policy in the French Life Insurance Industry (RePEc:hal:psewpa:halshs-01165475)
by Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel - In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps (RePEc:hal:wpaper:hal-00201393)
by Stéphane Loisel & Daniel Serant - A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins (RePEc:hal:wpaper:hal-00375715)
by Stéphane Loisel - Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA (RePEc:hal:wpaper:hal-00502848)
by Stéphane Loisel & Pierre Arnal & Romain Durand - Convex extrema for nonincreasing discrete distributions: effects of convexity constraints (RePEc:hal:wpaper:hal-00912942)
by Manel Kacem & Claude Lefèvre & Stéphane Loisel - Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate (RePEc:hal:wpaper:hal-01149749)
by Nicole El Karoui & Stéphane Loisel & Yahia Salhi - Measuring mortality heterogeneity with multi-state models and interval-censored data (RePEc:hal:wpaper:hal-01215350)
by Alexandre Boumezoued & Nicole El Karoui & Stéphane Loisel - Do actuaries believe in longevity deceleration? (RePEc:hal:wpaper:hal-01219270)
by Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet - Wind Storm Risk Management (RePEc:hal:wpaper:hal-01299692)
by Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel - Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels (RePEc:hal:wpaper:hal-01819522)
by Claire Mouminoux & Jean-Louis Rullière & Stéphane Loisel - Modelisation Des Chocs Biomeriques En Assurance De Personnes (RePEc:hal:wpaper:hal-02563112)
by Stéphane Loisel & Anani Olympio & Jérémy Zozime - Bounding basis risk using s-convex orders on Beta-unimodal distributions (RePEc:hal:wpaper:hal-02611208)
by Claude Lefèvre & Stéphane Loisel & Pierre Montesinos - Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments (RePEc:hal:wpaper:hal-02905181)
by Fabrice Borel-Mathurin & Nicole El Karoui & Stéphane Loisel & Julien Vedani - Main Determinants of Profit Sharing Policy in the French Life Insurance Industry (RePEc:hal:wpaper:halshs-01165475)
by Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel - Some characteristics of an equity security next-year impairment (RePEc:kap:rqfnac:v:45:y:2015:i:1:p:111-135)
by Julien Azzaz & Stéphane Loisel & Pierre-E. Thérond - Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry (RePEc:pal:gpprii:v:43:y:2018:i:3:d:10.1057_s41288-018-0080-9)
by Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel - Some mixing properties of conditionally independent processes (RePEc:taf:lstaxx:v:45:y:2016:i:5:p:1241-1259)
by Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps - Asymptotic finite‐time ruin probabilities for a class of path‐dependent heavy‐tailed claim amounts using Poisson spacings (RePEc:wly:apsmbi:v:27:y:2011:i:5:p:503-518)
by Romain Biard & Claude Lefèvre & Stéphane Loisel & Haikady N. Nagaraja