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Pierre-Emmanuel Thérond

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This is information that was supplied by Pierre-Emmanuel Thérond in registering through RePEc. If you are Pierre-Emmanuel Thérond , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Pierre-Emmanuel
Middle Name:
Last Name: Thérond
Suffix:

RePEc Short-ID: pth190

Email:
Homepage: http://www.therond.fr
Postal Address:
Phone:

Affiliation

Institut de Science Financière et d'Assurances (École ISFA)
Université Claude Bernard (Lyon 1)
Location: Lyon, France
Homepage: http://isfa.univ-lyon1.fr/
Email:
Phone: + 33 4 37 28 74 30
Fax: +33 4 37 28 76 32
Postal: 50 avenue Tony Garnier, F-69700 Lyon
Handle: RePEc:edi:isly1fr (more details at EDIRC)

Works

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Working papers

  1. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2014. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.
  2. Yahia Salhi & Pierre-Emmanuel Thérond, 2014. "Alarm System for Credit Losses Impairment," Working Papers hal-00927391, HAL.
  3. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.
  4. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.
  5. Frédéric Planchet & Pierre-Emanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
  6. Oberlain Nteukam Teuguia & Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee," Post-Print hal-00543029, HAL.
  7. Pierre-Emmanuel Thérond & Pierre Valade, 2010. "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print hal-00593904, HAL.
  8. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009. "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print hal-00443009, HAL.
  9. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  10. Pierre-Emmanuel Thérond & Frédéric Planchet, 2007. "Provisions techniques et capital de solvabilité d'une compagnie d'assurance : méthodologie d'utilisation de Value-at-Risk," Post-Print hal-00443007, HAL.
  11. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Allocation d'actifs selon le critère de maximisation des fonds propres économiques en assurance non-vie : présentation et mise en oeuvre dans la réglementation française et dans un référentiel ," Post-Print hal-00443028, HAL.
  12. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.
  13. Frédéric Planchet & Pierre-Emmanuel Thérond, 2003. "Évaluation de l'engagement de l'entreprise associé à un plan de stock-options," Post-Print hal-00443032, HAL.
  14. Pierre-Emmanuel Thérond, 2003. "Impact des futures normes IFRS sur la tarification et le provisionnement des contrats d'assurance vie : mise en oeuvre de méthodes par simulation," Working Papers hal-00656965, HAL.
    RePEc:hal:wpaper:hal-00813199 is not listed on IDEAS
    RePEc:hal:wpaper:hal-00820929 is not listed on IDEAS

Articles

  1. Nteukam T., Oberlain & Planchet, Frédéric & Thérond, Pierre-E., 2011. "Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 161-175, March.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-10-01
  2. NEP-DEM: Demographic Economics (1) 2013-07-15
  3. NEP-ECM: Econometrics (1) 2013-07-15
  4. NEP-HRM: Human Capital & Human Resource Management (1) 2013-04-27
  5. NEP-IAS: Insurance Economics (2) 2011-01-30 2014-02-02
  6. NEP-MIC: Microeconomics (2) 2013-04-27 2014-06-22
  7. NEP-RMG: Risk Management (4) 2011-10-01 2013-04-27 2014-02-02 2014-06-22. Author is listed
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2013-04-27 2014-06-22

Statistics

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Co-authorship network on CollEc

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