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Publications

by members of

Université Claude Bernard (Lyon 1) → Institut de Science Financière et d'Assurances (École ISFA)

Claude Bernanrd University of Lyon → French School of Actuarial and Management Studies

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Sarra Ghaddab & Christian de Peretti & Lotfi Belkacem, 2025, "Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies," Post-Print, HAL, number hal-04766286, Jan, DOI: 10.1016/j.ribaf.2024.102574.
  2. Anis Hoayek & Didier Rullière, 2025, "Assessing clustering methods using Shannon's entropy," Post-Print, HAL, number hal-03812055, Jan, DOI: 10.1016/j.ins.2024.121510.
  3. Pierre-Emmanuel Thérond, 2025, "Insurance & Post-Growth: Protecting Within Planetary Boundaries," Post-Print, HAL, number hal-04926103, Jan.
  4. Pierre-Emmanuel Thérond, 2025, "L'effet de la langue et de la culture sur l'évaluation et la décision," Post-Print, HAL, number hal-05157979, Jul.

2024

  1. Amal Ben Hamida & Manel Kacem & Christian de Peretti & Lotfi Belkacem, 2024, "Machine learning based methods for ratemaking health care insurance," Post-Print, HAL, number hal-04875213, Aug, DOI: 10.1177/14707853241275446.
  2. Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2024, "Forecasting reserve risk for temporal dependent losses in insurance," Post-Print, HAL, number hal-04875444, Jun, DOI: 10.1002/ijfe.3014.
  3. Amal Ben Hamida & Christian de Peretti & Lotfi Belkacem, 2024, "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," Post-Print, HAL, number hal-04875454, Oct, DOI: 10.1016/j.irfa.2024.103517.
  4. Maylis Cartigny & Thimoté Miot & Pierre-Emmanuel Thérond, 2024, "Assurance et post-croissance," Post-Print, HAL, number hal-04832040, Jun.
  5. Pierre-Emmanuel Thérond, 2024, "Corporate Sustainability data/ disclosure requirements: conceptual and technical challenges," Post-Print, HAL, number hal-04832121, Sep.
  6. Pierre-Emmanuel Thérond & Timothé Miot, 2024, "Présentation de l’étude « Assurance & Post-Croissance : comment protéger à l’aune des limites planétaires »," Post-Print, HAL, number hal-04832129, Jun.

2023

  1. Wael Dammak & Nahla Boutouria & Salah Ben Hamad & Christian de Peretti, 2023, "Investor behavior in the currency option market during the COVID-19 pandemic," Post-Print, HAL, number hal-04875460, Nov, DOI: 10.1016/j.jeca.2023.e00337.
  2. Wael Dammak & Salah Ben Hamad & Christian de Peretti & Hichem Eleuch, 2023, "Pricing of European currency options considering the dynamic information costs," Post-Print, HAL, number hal-04875463, Nov, DOI: 10.1016/j.gfj.2023.100897.
  3. Sarra Ghaddab & Manel Kacem & Christian de Peretti & Lotfi Belkacem, 2023, "Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty," Post-Print, HAL, number hal-04875467, Feb, DOI: 10.1007/s00181-023-02371-4.
  4. Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2023, "Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis," Post-Print, HAL, number hal-04875470, Jun, DOI: 10.1016/j.qref.2022.08.011.

2022

  1. Saker Sabkha & Christian de Peretti, 2022, "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Post-Print, HAL, number hal-01710398, Jan, DOI: 10.1142/9781786349507_0008.
  2. Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2022, "On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region," Post-Print, HAL, number hal-04875474, Jan, DOI: 10.1057/s41294-021-00179-8.
  3. Christian de Peretti & Nesrine Mechri & Salah Ben Hamad, 2022, "How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone," Post-Print, HAL, number hal-04875495.
  4. Marwa Talbi & Christian de Peretti & Lotfi Belkacem, 2022, "Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach," Working Papers, HAL, number hal-03671388, May.
  5. Nathalie Havet & Alexis Penot, 2022, "Trends in exposures to physically demanding working conditions in France in 2003, 2010, and 2017," Post-Print, HAL, number hal-03426056.

2021

  1. Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2021, "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Post-Print, HAL, number hal-03671370, Oct, DOI: 10.1016/j.resourpol.2021.102140.
  2. Nathalie Havet & Caroline Bayart & Nicolas Lenne, 2021, "Le développement de la validation des acquis de l'expérience (VAE) à l'université : quels défis, quels bénéficiaires ?," Post-Print, HAL, number hal-03350523, Oct.
  3. Nathalie Havet & Caroline Bayart & Patrick Bonnel, 2021, "Why do Gender Differences in Daily Mobility Behaviours persist among workers?," Post-Print, HAL, number hal-03350517, Mar, DOI: 10.1016/j.tra.2020.12.016.
  4. Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin, 2021, "Optimal prevention of large risks with two types of claims," Post-Print, HAL, number hal-02314914, DOI: 10.1080/03461238.2020.1844791.
  5. Pierre-Emmanuel Thérond, 2021, "Approche grand angle du biais d'optimisme," Post-Print, HAL, number hal-03259833, Jun.
  6. Véronique Blum & Pierre-Emmanuel Thérond, 2021, "Discount Rates in Accounting: How Practitioners Depart the IFRS Maze. Towards the End of Determinism in Accounting," Post-Print, HAL, number hal-03283265, Jul.

2020

  1. Saker Sabkha & Christian de Peretti & Sabrine Mallek, 2020, "Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models," Post-Print, HAL, number hal-01769390, Jun, DOI: 10.3917/vse.209.0027.
  2. Marwa Talbi & Christian de Peretti & Lotfi Belkacem, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Post-Print, HAL, number hal-04875503, Jun, DOI: 10.1016/j.resourpol.2020.101645.
  3. Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2020, "Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches," Working Papers, HAL, number hal-01664146, Jul.
  4. Caroline Bayart & Nathalie Havet & Patrick Bonnel & Louafi Bouzouina, 2020, "Young people and the private car: A love-hate relationship," Post-Print, HAL, number hal-02456502, Mar, DOI: 10.1016/j.trd.2020.102235.
  5. Carole Brunet & Nathalie Havet, 2020, "Homeownership and job-match quality in France Housing studies," Post-Print, HAL, number hal-02194174, DOI: 10.1080/02673037.2019.1642451.
  6. Nathalie Havet & J. Fournier & J. Stefanelli & M. Plantier & A. Penot, 2020, "Disparate exposure to physically demanding working conditions in France," Post-Print, HAL, number hal-03016411, Oct, DOI: 10.1016/j.respe.2020.09.008.
  7. Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière, 2020, "Health-policyholder clustering using health consumption," Post-Print, HAL, number hal-02156058.
  8. Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin, 2020, "Optimal prevention strategies in the classical risk model," Post-Print, HAL, number hal-02314899, Feb, DOI: 10.1016/j.insmatheco.2020.02.003.
  9. Claude Lefèvre & Stéphane Loisel & Pierre Montesinos, 2020, "Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions," Post-Print, HAL, number hal-02611227, Apr.
  10. Stéphane Loisel, 2020, "On ruin theory with prevention," Post-Print, HAL, number hal-02617843, Apr.
  11. Stéphane Loisel, 2020, "On customer behaviour in insurance," Post-Print, HAL, number hal-02617847, May.
  12. Stéphane Loisel, 2020, "Quickest detection in presence of seasonality: an illustration with call center data," Post-Print, HAL, number hal-02633903, May.
  13. Patrick J. Laub & Nicole El Karoui & Stéphane Loisel & Yahia Salhi, 2020, "Quickest detection in practice in presence of seasonality: an illustration with call center data," Post-Print, HAL, number hal-02984527.
  14. Denis Clot & David Ingram & Stéphane Loisel & Anani Ayodélé Olympio, 2020, "Attitudes towards analytics in the insurance and banking sectors," Post-Print, HAL, number hal-02984532.
  15. Stéphane Loisel & Frank Schiller & Jennifer Wang, 2020, "Attitudes of supervisors with respect to AI and potential new insurance products," Post-Print, HAL, number hal-02984533.
  16. Stéphane Loisel, 2020, "Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM," Post-Print, HAL, number hal-03045618, Jun.
  17. Stéphane Loisel, 2020, "Longevity risk and quickest detection problem: from theory to practice," Post-Print, HAL, number hal-03045664, Oct.
  18. Stéphane Loisel, 2020, "Stable value : a contract at the interplay between insurance and finance," Post-Print, HAL, number hal-03045681, Oct.
  19. Stéphane Loisel, 2020, "On recent advances in sustainable actuarial science," Post-Print, HAL, number hal-03045685, Nov.
  20. Stéphane Loisel, 2020, "On customer behaviour in insurance and behavioural experiments," Post-Print, HAL, number hal-03045690, Nov.
  21. Stéphane Loisel, 2020, "Quickest detection of changes in longevity patterns," Post-Print, HAL, number hal-03070877, Dec.
  22. Stéphane Loisel & Anani Olympio & Jérémy Zozime, 2020, "Modelisation Des Chocs Biomeriques En Assurance De Personnes," Working Papers, HAL, number hal-02563112, May.
  23. Fabrice Borel-Mathurin & Nicole El Karoui & Stéphane Loisel & Julien Vedani, 2020, "Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments," Working Papers, HAL, number hal-02905181, Jul.
  24. Kamal Armel & Frédéric Planchet, 2020, "L’évaluation économique des engagements en assurance vie : écueils, bonnes pratiques et préconisations pour une mise en œuvre pertinente," Post-Print, HAL, number hal-02959786.
  25. Frédéric Planchet & Auriol Wabo, 2020, "Mesure d’impact d’une variable binaire sur une réponse quantitative dans un cadre non paramétrique," Post-Print, HAL, number hal-02959808, Aug, DOI: 10.7202/1070751ar.
  26. Farid Flici & Frédéric Planchet, 2020, "Financial Sustainability of the Algerian Retirement System: A Perspective Analysis of the 50 Coming Years," Post-Print, HAL, number hal-02959072, Mar, DOI: 10.1007/978-3-030-37912-4_13.
  27. Frédéric Planchet & Christian Y. Robert, 2020, "Chapter 1: Modeling and Forcasting Mortality with Machine Learning Approaches (with Q. Guibert and P. Piette) and Chapter 7: Measuring the Impact of a Binary Variable on a Quantitative Response in a Non Parametric Framework (with A. Wabo and M. de Lu," Post-Print, HAL, number hal-02958662, Sep.
  28. Enkelejd Hashorva & Didier Rullière, 2020, "Asymptotic Domination of Sample Maxima," Post-Print, HAL, number hal-02277020, May, DOI: 10.1016/j.spl.2020.108703.
  29. Diana Dorobantu & Yahia Salhi & Pierre-Emmanuel Thérond, 2020, "Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities," Post-Print, HAL, number hal-01840057, Jun.
  30. Pierre-Emmanuel Thérond & Véronique Blum, 2020, "New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty," Post-Print, HAL, number hal-02454351, Jan.
  31. Pierre-Emmanuel Thérond & Victor Froment, 2020, "IFRS 17: the sticking point of annual cohorts," Post-Print, HAL, number hal-02989360, Nov.
  32. Pierre-Emmanuel Thérond, 2020, "IFRS 17 : The level of aggregation in the accounting representation of the insurance business
    [IFRS 17 : le niveau d'agrégation dans la représentation comptable de l'assurance]    ," Working Papers, HAL, number hal-02965146, Apr.

2019

  1. Saker Sabkha & Christian de Peretti & Dorra Mezzez Hmaied, 2019, "International risk spillover in the sovereign credit markets: An empirical analysis," Post-Print, HAL, number hal-01652526, Aug, DOI: 10.1108/MF-11-2017-0490.
  2. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019, "On the informational market efficiency of the worldwide Sovereign Credit Default Swaps," Post-Print, HAL, number hal-01698006, Nov, DOI: 10.1057/s41260-019-00142-4.
  3. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019, "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Post-Print, HAL, number hal-03484603, Dec, DOI: 10.1016/j.ribaf.2019.04.005.
  4. Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2019, "Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries," Post-Print, HAL, number hal-04875524, Jun, DOI: 10.1007/s10997-019-09478-w.
  5. S. Branchoux & S. Négrier & Christian de Peretti & B. Malcolm & J. May & L. Marié & A.F. Gaudin & S. Klijn & T.J. Ignacio, 2019, "Pcn214 Cost-Effectiveness Analysis Of Nivolumab In Combination With Ipilimumab Versus Sunitinib For The First-Line Treatment Of Intermediate- To Poor-Risk Advanced Renal Cell Carcinoma In France," Post-Print, HAL, number hal-04875641, Nov, DOI: 10.1016/j.jval.2019.09.410.
  6. Nesrine Mechri & Salah Ben Hamad & Christian De Peretti, 2019, "The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic," Working Papers, HAL, number hal-01766742, Feb.
  7. Nathalie Havet & Caroline Bayart & Patrick Bonnel, 2019, "Home-To-Work Mobility of Lyon’s Urban Area Workers: A Temporal Approach (1995-2015)
    [La mobilité domicile-travail des actifs de l’aire urbaine lyonnaise : une approche temporelle (1995-2015)]    ," Post-Print, HAL, number hal-02440063, DOI: 10.4000/travailemploi.9552.
  8. Nathalie Havet, 2019, "La validation des acquis de l'expérience : une analyse des parcours," Post-Print, HAL, number hal-02002888.
  9. Morgane Plantier, 2019, "Advantageous Selection and Risk Aversion: An Econometric Analysis in the French Complementary Health Insurance Market," Post-Print, HAL, number hal-02163240, Jun.
  10. Nathalie Havet & Alexis Penot & Morgane Plantier & Magali Morelle & Béatrice Fervers & Barbara Charbotel, 2019, "Trends in the Control Strategies for Occupational Exposure to Carcinogenic, Mutagenic, and Reprotoxic Chemicals in France (2003-2010)," Post-Print, HAL, number hal-02476291, Jan, DOI: 10.1093/annweh/wxz021.
  11. Hansjoerg Albrecher & Antoine Bommier & Damir Filipović & Pablo Koch-Medina & Stéphane Loisel & Hato Schmeiser, 2019, "Insurance: Models, Digitalization, and Data Science," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-26, May.
  12. Anna Castañer & M. Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2019, "Partially Schur-constant models," Post-Print, HAL, number hal-01998057, Jan, DOI: 10.1016/j.jmva.2019.01.007.
  13. Stéphane Loisel, 2019, "Risque de longévité et surveillance de portefeuille," Post-Print, HAL, number hal-02055476, Jan.
  14. Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Yahia Salhi, 2019, "Le prix du risque de longévité," Post-Print, HAL, number hal-02471990, DOI: 10.3917/ecofi.133.0129.
  15. Stéphane Loisel, 2019, "Quickest detection of change in intensity and longevity risk management," Post-Print, HAL, number hal-02472014, Dec.
  16. Stéphane Loisel, 2019, "Quickest detection of actuarial assumptions and longevity risk management," Post-Print, HAL, number hal-02472021, Oct.
  17. Stéphane Loisel, 2019, "On detection and longevity," Post-Print, HAL, number hal-02472025, Sep.
  18. Stéphane Loisel, 2019, "Market inconsistencies of the MCEV," Post-Print, HAL, number hal-02472032, Mar.
  19. Stéphane Loisel, 2019, "Reevaluation of the capital charge after a large shock," Post-Print, HAL, number hal-02472033, May.
  20. Stéphane Loisel, 2019, "How to design KRI’s from cusum in practice?," Post-Print, HAL, number hal-02472034, Apr.
  21. Stéphane Loisel, 2019, "On quickest detection issues for longevity risk," Post-Print, HAL, number hal-02472036, May.
  22. Stéphane Loisel, 2019, "On detection problems related to longevity risk management," Post-Print, HAL, number hal-02472037, Mar.
  23. Stéphane Loisel, 2019, "From cusum strategy to longevity risk indicators," Post-Print, HAL, number hal-02472039, Jun.
  24. Stéphane Loisel & Julien Guyon, 2019, "Probabilités et coupe du monde féminine de la FIFA," Post-Print, HAL, number hal-02472040, May.
  25. Stéphane Loisel, 2019, "A longevity adventure with Nicole and LoLitA," Post-Print, HAL, number hal-02472042, May.
  26. Stéphane Loisel, 2019, "Obfuscation and honesty, and their effect on distribution channel choices," Post-Print, HAL, number hal-02472044, Jun.
  27. Stéphane Loisel, 2019, "On insurtech innovations," Post-Print, HAL, number hal-02472046, May.
  28. Po-Keng Cheng & Frédéric Planchet, 2019, "Stochastic Deflator for an Economic Scenario Generator with Five Factors," Working Papers, HAL, number hal-01730072, Feb.
  29. Quentin Guibert & Frédéric Planchet, 2019, "Measuring Long-Term Insurance Contract Biometric Risks," Post-Print, HAL, number hal-02402367.
  30. Nabil Kazi-Tani & Didier Rullière, 2019, "On a construction of multivariate distributions given some multidimensional marginals," Post-Print, HAL, number hal-01575169, Aug, DOI: 10.1017/apr.2019.14.
  31. Aurore Bignon & Alexandre Ndjeng-Ndjeng & Yahia Salhi & Pierre-Emmanuel Thérond, 2019, "A Reduced-Form Model for A Life Insurance’s Net Asset Value," Post-Print, HAL, number hal-02106126, Jun.
  32. Pierre-Emmanuel Thérond & Florian Bollotte, 2019, "Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator," Post-Print, HAL, number hal-02106131, Jun.
  33. Pierre-Emmanuel Thérond, 2019, "L’essor des évaluations financières dans la fabrique des villes," Post-Print, HAL, number hal-02144876, Jun.
  34. Véronique Blum & Pierre-Emmanuel Thérond, 2019, "La certitude de l'incertitude au cœur des normes comptables internationales : une étude expérimentale et linguistique," Post-Print, HAL, number hal-02387303, Nov.
  35. Véronique Blum & Pierre-Emmanuel Thérond, 2019, "La valeur temps de l'argent : les enjeux des taux d'actualisation," Post-Print, HAL, number hal-02425286, Dec.
  36. Véronique Blum & Pierre-Emmanuel Thérond, 2019, "Discount rates in IFRS: how practitioners depart the IFRS maze," Working Papers, HAL, number hal-01992506.

2018

  1. Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet, 2018, "A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier," Post-Print, HAL, number hal-01299561, DOI: 10.1504/IJPAM.2018.092642.
  2. Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian de Peretti & Abdelwahed Trabelsi, 2018, "Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier," Post-Print, HAL, number hal-01300673, Mar, DOI: 10.1007/s10479-016-2235-z.
  3. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print, HAL, number hal-01572510, Jun, DOI: 10.1007/s11156-018-0741-6.
  4. Christian de Peretti, 2018, "Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis," Post-Print, HAL, number hal-02095485, Jul.
  5. Rihem Braham & Lotfi Belkacem & Christian de Peretti, 2018, "The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region," Working Papers, HAL, number hal-01762523, Apr.
  6. Nathalie Havet & Xavier Joutard & Alexis Penot, 2018, "Les pratiques d'activité réduite et leurs impacts sur les trajectoires professionnelles : une revue de la littérature," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-41, Dec.
  7. Valérie Buthion & Nathalie Dumet & Stéphanie Verfay-Bertaud & Mélissa Amate & Nathalie Havet, 2018, "EFFICARD - L’organisation des soins et la vie avec l’insuffisance cardiaque Etude exploratoire sur les interactions entre les patients et leur prise en charge," Working Papers, HAL, number hal-01989323, Dec.
  8. Nathalie Havet & Morgane Plantier & Alexis Penot & Barbara Charbotel & Magali Morelle & Béatrice Fervers, 2018, "Protections des travailleurs vis-à-vis des risques d’exposition aux agents cancérogènes, mutagènes et reprotoxiques (CMR) en France," Post-Print, HAL, number halshs-01618724.
  9. Nathalie Havet & Alexis Penot & Morgane Plantier & Barbara Charbotel & Magali Morelle & Béatrice Fervers, 2018, "Do regulations protect workers from occupational exposures to carcinogenic, mutagenic and reprotoxic (CMR) agents in France?," Post-Print, HAL, number halshs-01784957, Apr, DOI: 10.1136/oemed-2017-104586.
  10. Lionel Perrier & S. Baffert & A. Bertaux & J. Bonastre & N. Costa & F. Deniès & B. Dervaux & C. Dutot & P. Guerre & N. Havet & N. Hayes & A. Le Corroller-Soriano & C. Lejeune & B. Lueza & J. Margier &, 2018, "Éditorial," Post-Print, HAL, number halshs-01819359, Mar, DOI: 10.1016/j.respe.2018.02.004.
  11. Nathalie Havet & Caroline Bayart & Patrick Bonnel, 2018, "Daily immobility and mobility behaviours: An Application of hurdle models in a French case study," Post-Print, HAL, number hal-02002921, Jul.
  12. Morgane Plantier, 2018, "The Determinants of Prevention and Health Decisions: Role of Insurance and Behavioral Biases," Post-Print, HAL, number hal-02003217, Jun.
  13. Caroline Bayart & Patrick Bonnel & Nathalie Havet, 2018, "Daily (im)mobility behaviours in France: An application of hurdle models," Post-Print, HAL, number hal-01849520, DOI: 10.1016/j.tra.2018.07.003.
  14. Marius Huguet & Lionel Perrier & Olivia Bally & David Benayoun & Pierre de Saint Hilaire & Dominique Beal Ardisson & Magali Morelle & Nathalie Havet & Xavier Joutard & Pierre Méeus & Philippe Gabelle , 2018, "Being Treated In Higher Volume Hospitals Leads To Longer Progression-Free Survival For Epithelial Ovarian Carcinoma Patients in the Rhone-Alpes region of France," Post-Print, HAL, number halshs-01670155, DOI: 10.1186/s12913-017-2802-2.
  15. Morgane Plantier, 2018, "Advantageous selection and risk aversion: an econometric analysis in the French health insurance market," Post-Print, HAL, number hal-02002927, Dec.
  16. Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev, 2018, "A Quantum-Type Approach to Non-Life Insurance Risk Modelling," Post-Print, HAL, number hal-01995767, Sep.
  17. Claude Lefèvre & Stéphane Loisel & Sergey Utev, 2018, "Markov Property in Discrete Schur-constant Models," Post-Print, HAL, number hal-01995775, Sep.
  18. David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn, 2018, "Longevity risk and capital markets: The 2015–16 update," Post-Print, HAL, number hal-01995778, Jan.
  19. Stéphane Loisel, 2018, "ERM and Analytics," Post-Print, HAL, number hal-02012522, Sep.
  20. Stéphane Loisel, 2018, "On the reevaluation of the Solvency Capital Requirement after a large shock," Post-Print, HAL, number hal-02013420, Sep.
  21. Stéphane Loisel, 2018, "Solutions to biometric, mortality and longevity risk," Post-Print, HAL, number hal-02013426, Jun.
  22. Stéphane Loisel, 2018, "Recent longevity transfer solutions," Post-Print, HAL, number hal-02013434, Mar.
  23. Stéphane Loisel, 2018, "Modélisation, surveillance et transfert du risque de longévité," Post-Print, HAL, number hal-02013474, Jan.
  24. Stéphane Loisel, 2018, "Monitoring actuarial assumptions in life insurance," Post-Print, HAL, number hal-02013507, Jan.
  25. Stéphane Loisel, 2018, "How to design longevity /mortality KRI’s from Cusum," Post-Print, HAL, number hal-02055496, Dec.
  26. Stéphane Loisel, 2018, "Mouvements des régiments sur le front durant toute la période de guerre : cartographie et choix stratégiques du haut commandement," Post-Print, HAL, number hal-02055523, Nov.
  27. Stéphane Loisel, 2018, "On discrete Schur-constant vectors, with applications," Post-Print, HAL, number hal-02055549, Aug.
  28. Stéphane Loisel, 2018, "Attitudes face au risque et face à l’analytics," Post-Print, HAL, number hal-02055555, Oct.
  29. Claire Mouminoux & Jean-Louis Rullière & Stéphane Loisel, 2018, "Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels," Working Papers, HAL, number hal-01819522, Jun.
  30. Quentin Guibert & Frédéric Planchet & Michael Schwarzinger, 2018, "Mesure Du Risque De Perte D'Autonomie Totale En France Métropolitaine," Post-Print, HAL, number hal-02055149.
  31. Frédéric Planchet & Quentin Guibert & Michaël Schwarzinger, 2018, "Mesure De L'Espérance De Vie Sans Dépendance Totale En France Métropolitaine," Post-Print, HAL, number hal-02055147.
  32. Frédéric Planchet & Quentin Guibert & Michaël Schwarzinger, 2018, "Mesure De L'Espérance De Vie En Dépendance Totale En France," Post-Print, HAL, number hal-02055152.
  33. Thierry Moudiki & Frédéric Planchet & Areski Cousin, 2018, "Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks," Post-Print, HAL, number hal-02055155, Mar, DOI: 10.3390/risks6010022.
  34. Edouard Debonneuil & Anne Eyraud-Loisel & Frédéric Planchet, 2018, "Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?," Post-Print, HAL, number hal-01571937.
  35. Kamal Armel & Frédéric Planchet, 2018, "Comment Construire Un Générateur De Scénarios Économiques Risque Neutre Destiné À L'Évaluation Du Best-Estimate Des Contrats D'Épargne En € ?," Working Papers, HAL, number hal-01767207, Apr.
  36. Kamal Armel & Frédéric Planchet, 2018, "Comment Définir La Qualité D'Un Générateur De Scénarios Économiques Destiné À Évaluer Le Best-Estimate Épargne En € ?," Working Papers, HAL, number hal-01767208, Apr.
  37. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2018, "Extremes for multivariate expectiles," Post-Print, HAL, number hal-01923798, Nov, DOI: 10.1515/strm-2017-0014.
  38. Yahia Salhi & Pierre-Emmanuel Thérond, 2018, "Age-Specific Adjustment of Graduated Mortality," Post-Print, HAL, number hal-01391285, May.
  39. Pierre-Emmanuel Thérond, 2018, "Best estimate mortality tables: credibility approaches," Post-Print, HAL, number hal-01799368, Jan.
  40. Pierre-Emmanuel Thérond, 2018, "Modelling equity securities impairment for market consistent valuation of life insurance liabilities," Post-Print, HAL, number hal-01799372, Feb.
  41. Véronique Blum & David Alexander & Pierre-Emmanuel Thérond & Emmanuel Laffort & Solvita Jancevska, 2018, "The Certainty Of Uncertainty In Accounting Standards: A Bilingual Experiment And Survey," Post-Print, HAL, number hal-01992589.
  42. Pierre-Emmanuel Thérond, 2018, "Modélisation de la longévité de populations d’assurés : une approche par crédibilité," Post-Print, HAL, number hal-01993622, Oct.
  43. Aurore Bignon & Yahia Salhi & Pierre-Emmanuel Thérond, 2018, "Solvency ratio proxy methodology for risk management pruposes," Post-Print, HAL, number hal-02017154, Mar.
  44. Véronique Blum & Pierre-Emmanuel Thérond, 2018, "Théories et pratiques du taux d’actualisation: Une approche cohérente? Le taux d’actualisation dans la normalisation comptable internationale, Autorité des Normes Comptables," Working Papers, HAL, number hal-01992519.
  45. Véronique Blum & Emmanuel Laffort & Pierre-Emmanuel Thérond, 2018, "Théories et pratiques du taux d’actualisation : Une approche cohérente ? Le taux d’actualisation dans la normalisation comptable internationale," Working Papers, HAL, number hal-03341338.
  46. Linh Tran Dieu, 2018, "Foreign-promoted mutual funds in the continental European market," Post-Print, HAL, number hal-01757080, Jun.
  47. Linh Tran Dieu, 2018, "L’impact de la taille de l’actif sous gestion sur la performance des fonds de placement collectif," Post-Print, HAL, number hal-01804604.

2017

  1. Sawssen Araichi & Lotfi Belkacem & Christian de Peretti, 2017, "“Reserve modelling and the aggregation of risks using time varying copula models," Post-Print, HAL, number hal-01764023.
  2. Christian de Peretti, 2017, "Do political connections affect banks' leverage? Evidence from some MENA countries," Post-Print, HAL, number hal-02095489, Jun.
  3. Christian de Peretti, 2017, "Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model," Post-Print, HAL, number hal-02095491, Mar.
  4. Chia-Ying Chan & Christian de Peretti & Ming-Chun Wang & Hong-Min Chen, 2017, "The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan," Post-Print, HAL, number hal-02103954, Oct, DOI: 10.1111/ajfs.12185.
  5. Nathalie Havet & Marius Huguet & Jérémy Tonietta, 2017, "L’exposition des travailleurs de nuit aux facteurs de pénibilité en France : les enseignements de l’enquête SUMER 2010," Post-Print, HAL, number halshs-01653409, Nov, DOI: 10.1016/j.respe.2017.06.006.
  6. Nathalie Havet & Alexis Penot & Magali Morelle & Lionel Perrier & Barbara Charbotel & Béatrice Fervers, 2017, "Trends in occupational disparities for exposure to carcinogenic, mutagenic and reprotoxic chemicals in France 2003–10," Post-Print, HAL, number halshs-01524444, DOI: 10.1093/eurpub/ckx036.
  7. Morgane Plantier & Nathalie Havet & Thierry Durand & Nicolas Caquot & Camille Amaz & Irène Philip & Pierre Biron & Lionel Perrier, 2017, "Does adoption of electronic health records improve organizational performances of hospital surgical units? Results from the French e-SI (PREPS-SIPS) study," Post-Print, HAL, number halshs-01421101, DOI: 10.1016/j.ijmedinf.2016.12.002.
  8. Nathalie Havet & Alexis Penot & Magali Morelle & Lionel Perrier & Barbara Charbotel & Béatrice Fervers, 2017, "Varied exposure to carcinogenic, mutagenic, and reprotoxic (CMR) chemicals in occupational settings in France," Post-Print, HAL, number halshs-01446700.
  9. Morgane Plantier & Nathalie Havet & Thierry Durand & Nicolas Caquot & Camille Amaz & Pierre Biron & Irène Philip & Lionel Perrier, 2017, "Does adoption of electronic health records improve the quality of care management in France? Results from the French e-SI (PREPS-SIPS) study," Post-Print, HAL, number halshs-01619178, DOI: 10.1016/j.ijmedinf.2017.04.002.
  10. Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017006, Jan.
  11. Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipović & Pablo Koch-Medina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Frank Schiller & Hato Schmeiser & Joël Wagner, 2017, "Asset-Liability Management for Long-Term Insurance Business," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-69, Dec, revised Jan 2018.
  12. Yahia Salhi & Stéphane Loisel, 2017, "Basis risk modelling: a co-integration based approach," Post-Print, HAL, number hal-00746859.
  13. Nicole El Karoui & Stéphane Loisel & Jean-Luc Prigent & Julien Vedani, 2017, "Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions," Post-Print, HAL, number hal-01242023.
  14. Fabien Graeff & Nicolas Leboisne & Stéphane Loisel & Darasovann Thach, 2017, "La captive, un outil d'Enterprise Risk Management toujours efficient sous Solvabilité II?," Post-Print, HAL, number hal-01995772.
  15. Nicole El Karoui & Stéphane Loisel, 2017, "Le risque de longévité est-il assurable ?," Post-Print, HAL, number hal-01995781.
  16. Claude Lefèvre & Stéphane Loisel & Sergey Utev, 2017, "On finite exchangeable sequences and their dependence," Post-Print, HAL, number hal-01995790, Nov.
  17. Stéphane Loisel, 2017, "Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels," Post-Print, HAL, number hal-02013510, Dec.
  18. Stéphane Loisel, 2017, "Discrete Schur-Constant Models in Insurance," Post-Print, HAL, number hal-02013530, Sep.
  19. Stéphane Loisel, 2017, "Monitoring actuarial assumptions in insurance," Post-Print, HAL, number hal-02013535, Sep.
  20. Stéphane Loisel, 2017, "Short course on ERM," Post-Print, HAL, number hal-02013542, Aug.
  21. Stéphane Loisel, 2017, "Data analytics and innovations in insurance," Post-Print, HAL, number hal-02013546, May.
  22. Stéphane Loisel, 2017, "Quickest detection of change in actuarial assumptions," Post-Print, HAL, number hal-02013556, Apr.
  23. Quentin Guibert & Frédéric Planchet, 2017, "Utilisation Des Estimateurs De Kaplan-Meier Par Génération Et De Hoem Pour La Construction De Tables De Mortalité Prospectives," Working Papers, HAL, number hal-01509483, Apr.
  24. V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said, 2017, "Asymptotic multivariate expectiles," Papers, arXiv.org, number 1704.07152, Apr, revised Jan 2018.
  25. Elena Di Bernardino & Didier Rullière, 2017, "A note on upper-patched generators for Archimedean copulas," Post-Print, HAL, number hal-01347869, Mar, DOI: 10.1051/ps/2017003.
  26. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2017, "Multivariate extensions of expectiles risk measures," Post-Print, HAL, number hal-01367277, DOI: 10.1515/demo-2017-0002.
  27. François Bachoc & Emile Contal & Hassan Maatouk & Didier Rullière, 2017, "Gaussian processes for computer experiments," Post-Print, HAL, number hal-01665936, DOI: 10.1051/proc/201760163.
  28. Yahia Salhi & Pierre-Emmanuel Thérond, 2017, "Alarm System for Credit Losses Impairment under IFRS 9," Post-Print, HAL, number hal-00927391.
  29. Pierre-Emmanuel Thérond, 2017, "Dette souveraine et assurance : intérêts croisés," Post-Print, HAL, number hal-01467460, Feb.
  30. Véronique Blum & David Alexander & Pierre-Emmanuel Thérond & Emmanuel Laffort & Solvita Jancevska, 2017, "The instable need in accounting information: a bilingual survey and experimentation," Post-Print, HAL, number hal-01992054.
  31. Véronique Blum & Pierre-Emmanuel Thérond & David Alexander & Emmanuel Laffort & Solvita Jancevska, 2017, "The dynamic construction of uncertainty perceptions across languages and in financial reporting: a bilingual experimentation and online survey," Post-Print, HAL, number hal-01992065.
  32. Yahia Salhi & Pierre-Emmanuel Thérond, 2017, "Tables de mortalité best estimate : une approche par crédibilité," Post-Print, HAL, number hal-02017156, Mar.
  33. Linh Tran Dieu & Linh Tran Dieu, 2017, "Mutual Fund Governance: Depositary Independence and Investor Protection," Post-Print, HAL, number hal-01698557, Jul, DOI: 10.1111/emre.12126.
  34. Linh Tran Dieu & Marie-France Vernier, 2017, "La prévention des déchets : une analyse empirique des déterminants du comportement des entreprises," Post-Print, HAL, number hal-01700900.

2016

  1. Carole Siani & Christian De Peretti & Aurélie Millier & Laurent Boyer & Mondher Toumi, 2016, "Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC," Post-Print, HAL, number hal-01482545, Apr, DOI: 10.1007/s11136-015-1120-6.
  2. Christian de Peretti, 2016, "Pricing Perpetual Turbo-Warrants," Post-Print, HAL, number hal-02095495, Dec.
  3. Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2016, "Solvency capital requirement for a temporal dependent losses in insurance," Post-Print, HAL, number hal-02103956, Nov, DOI: 10.1016/j.econmod.2016.03.007.
  4. Mohamed Rochdi Keffala & Christian de Peretti, 2016, "Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries," Post-Print, HAL, number hal-02103959.
  5. Carole Siani & Christian de Peretti & Julie A Vendrell & Balazs Gyorffy & Thomas Bachelot & Nicolas Plommet & Pascale Cohen & Lionel Perrier, 2016, "A cost-effectiveness analysis of the ZIRA test in breast cancer," Post-Print, HAL, number halshs-01366993, May.
  6. Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet, 2016, "Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization," Working Papers, HAL, number hal-01299566, Apr.
  7. Nathalie Havet, 2016, "Mobilité internationale des étudiants du supérieur et débuts de vie active," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1610.
  8. Marius Huguet & Lionel Perrier & Olivia Bally & Xavier Joutard & Nathalie Havet & Fadila Farsi & David Benayoun & Pierre de Saint Hilaire & Dominique Beal Ardisson & Magali Morelle & Isabelle Ray-Coqu, 2016, "Counterfactual approach with survival or time to event outcomes: An application to an exhaustive cohort of Epithelial Ovarian Carcinoma in the Rhône-Alps region of France," Working Papers, HAL, number halshs-01333480.
  9. Laila Aitboihiouali & Nathalie Havet & Alexis Penot, 2016, "Les différentes formes d’activité réduite et leurs impacts sur les trajectoires professionnelles des actifs expérimentés," Working Papers, HAL, number halshs-01446751.
  10. Louafi Bouzouina & Nathalie Havet & Pascal Pochet, 2016, "Résider en ZUS influe-t-il sur la mobilité quotidienne des actifs ? Une analyse économétrique à partir de l’Enquête Ménages Déplacements de Lyon 2006," Post-Print, HAL, number halshs-01237575, DOI: 10.3917/reco.673.0551.
  11. Lionel Perrier & Nathalie Havet & Irène Philip & Thierry Durand & Nicolas Caquot & Camille Amaz & Pierre Biron, 2016, "Impact of health information systems on hospital bed occupancy rates in French hospitals: results from the e-SI (PREPS-SIPS) study," Post-Print, HAL, number halshs-01421058, May.
  12. Lionel Perrier & Morgane Plantier & Nathalie Havet & Thierry Durand & Nicolas Caquot & Camille Amaz & Pierre Biron & Irène Philip, 2016, "Système d'information et performance hospitalière," Post-Print, HAL, number halshs-01301932, Feb.
  13. Nathalie Havet & Jean-Louis Rullière & Anouar Nechba & Camille Amaz & Pierre Volckmann & Emmanuelle Chaleat-Valayer & Grégoire Le Blay, 2016, "Évaluation à long terme d’un programme de réentraînement à l’effort pour les lombalgies : existe-t-il des facteurs influençant la reprise des activités professionnelles et de loisirs ?," Post-Print, HAL, number hal-02002851, Feb.
  14. Lionel Perrier & Morgane Plantier & Nathalie Havet & Thierry Durand & Nicolas Caquot & Camille Amaz & Pierre Biron & Irène Philip, 2016, "Dossier Patient Informatisé : quel impact sur la performance des établissements de santé en France ?," Post-Print, HAL, number halshs-01328996, May.
  15. Hansjoerg Albrecher & Paul Embrechts & Damir Filipović & Glenn W. Harrison & Pablo Koch-Medina & Stéphane Loisel & Paolo Vanini & Joël Wagner, 2016, "Old-Age Provision: Past, Present, Future," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-55, Sep.
  16. Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016, "Some mixing properties of conditionally independent processes," Post-Print, HAL, number hal-00670649.
  17. Harry Bensusan & Nicole El Karoui & Stéphane Loisel & Yahia Salhi, 2016, "Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions," Post-Print, HAL, number hal-00768526.
  18. Stéphane Loisel & Kati Nisipasu, 2016, "Ex-ante Model Validation and Back-Testing," Post-Print, HAL, number hal-01995807, May.
  19. David Ingram & Stéphane Loisel, 2016, "Models and Behaviour of Stakeholders," Post-Print, HAL, number hal-01995808, May.
  20. Stéphane Loisel, 2016, "Online monitoring of longevity and actuarial assumptions," Post-Print, HAL, number hal-02013561, Nov.
  21. Stéphane Loisel, 2016, "Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles," Post-Print, HAL, number hal-02013570, Sep.
  22. Stéphane Loisel, 2016, "Online monitoring of actuarial assumptions," Post-Print, HAL, number hal-02013573, Jun.
  23. Stéphane Loisel, 2016, "Quickest detection strategy for changes in longevity patterns and longevity risk management," Post-Print, HAL, number hal-02013579, May.
  24. Stéphane Loisel, 2016, "Quickest detection of some changes in longevity patterns," Post-Print, HAL, number hal-02013586, May.
  25. Stéphane Loisel, 2016, "ERM for insurance companies," Post-Print, HAL, number hal-02013588, May.
  26. Stéphane Loisel, 2016, "Several problems in ruin theory," Post-Print, HAL, number hal-02013592, Mar.
  27. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2016, "Wind Storm Risk Management," Working Papers, HAL, number hal-01299692, Apr.
  28. Areski Cousin & Hassan Maatouk & Didier Rulli`ere, 2016, "Kriging of financial term-structures," Papers, arXiv.org, number 1604.02237, Apr.
  29. Elena Di Bernardino & Didier Rullière, 2016, "On tail dependence coefficients of transformed multivariate Archimedean copulas," Post-Print, HAL, number hal-00992707, DOI: 10.1016/j.fss.2015.08.030.
  30. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2016, "On a capital allocation by minimizing multivariate risk indicators," Post-Print, HAL, number hal-01082559, DOI: 10.1007/s13385-016-0123-1.
  31. Elena Di Bernardino & Didier Rullière, 2016, "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Post-Print, HAL, number hal-01147778, Dec, DOI: 10.1515/demo-2016-0019.
  32. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2016, "Tree-based censored regression with applications in insurance," Post-Print, HAL, number hal-01141228, Sep, DOI: 10.1214/16-EJS1189.
  33. Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016, "A Credibility Approach of the Makeham Mortality Law," Post-Print, HAL, number hal-01232683, DOI: 10.1007/s13385-016-0125-z.
  34. Pierre-Emmanuel Thérond, 2016, "About Market Consistent Valuation in Insurance," Post-Print, HAL, number hal-01296792.
  35. Pierre-Emmanuel Thérond, 2016, "En quoi la norme comptable influence-t-elle le choix des indicateurs de risque et de performance ?," Post-Print, HAL, number hal-01296802, Mar.
  36. Valérie Deppe & Pierre-Emmanuel Thérond, 2016, "Communication financière : le prochain défi des assureurs," Post-Print, HAL, number hal-01348051.
  37. Pierre-Emmanuel Thérond, 2016, "Data Science en assurance : une brève incitation," Post-Print, HAL, number hal-01367393, Sep.
  38. Xavier Milhaud & Pierre-Emmanuel Thérond & Olivier Lopez, 2016, "Weighted CART algorithm for censored data," Post-Print, HAL, number hal-01396747, Nov.
  39. Jean-Paul Félix & Pierre-Emmanuel Thérond, 2016, "Travaux du GT proxy Solvabilité II," Post-Print, HAL, number hal-02017159, Mar.

2015

  1. Christian de Peretti, 2015, "Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier," Post-Print, HAL, number hal-02095502, Mar.
  2. Christian de Peretti, 2015, "Le traitement de l’incertitude dans les évaluations médico-économiques," Post-Print, HAL, number hal-02095512, Jan.
  3. Mohamed Rochdi Keffala & Christian de Peretti & Chia-Ying Chan, 2015, "The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries," Post-Print, HAL, number hal-02103957, Nov.
  4. Mohamed Rochdi Keffala & Christian de Peretti & Chia-Ying Chan, 2015, "Effect of the Use of Derivative Instruments on Stock Returns:Evidence from Banks in Emerging and Recently Developed Countries," Post-Print, HAL, number hal-04875609, DOI: 10.13140/2.1.1548.9929.
  5. Louafi Bouzouina & Nathalie Havet & Pascal Pochet, 2015, "Mobilité quotidienne des actifs résidant en zones urbaines sensibles et accès à l'emploi : Une analyse économétrique à partir de l'Enquête Ménages Déplacements de Lyon," Working Papers, HAL, number halshs-01143900.
  6. Nathalie Havet & Alexis Penot & Morgane Plantier, 2015, "Le devenir professionnel des bénéficiaires des clauses d’insertion des marchés publics après leur sortie du dispositif," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1512.
  7. Nathalie Havet, 2015, "Les bénéficiaires de la valorisation des acquis de l'expérience : l'exemple de la région Rhône-Alpes," Post-Print, HAL, number halshs-00954930.
  8. Morgane Plantier & Nathalie Havet & Nicolas Caquot & Pierre Biron & Camille Amaz & Thierry Durand & Irène Philip & Lionel Perrier, 2015, "Impact of Electronic Health Records on the Hospital Bed Occupancy Rates in Surgical Units in France: Results from the E-SI (PREPS-SIPS) Study," Post-Print, HAL, number halshs-01237556.
  9. Lionel Perrier & Nathalie Havet & Irène Philip & Thierry Durand & Nicolas Caquot & Camille Amaz & Pierre Biron, 2015, "Health Information System Adoption And Hospital Accreditation Decisions In France: Results From The E-SI (PREPS-SIPS) Study," Post-Print, HAL, number halshs-01193143, Jul.
  10. Nathalie Havet & Magali Morelle & Alexis Penot & Raphaël Remonnay, 2015, "Understanding the patients’ preferences for home blood transfusion : a WTA-WTP Analysis," Post-Print, HAL, number halshs-01157693.
  11. F. Borel-Mathurin & P.-E. Darpeix & Q. Guibert & S. Loisel, 2015, "Main determinants of profit sharing policy in the French life insurance industry," Débats Economiques et financiers, Banque de France, number 17.
  12. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2015, "Some characteristics of an equity security next-year impairment," Post-Print, HAL, number hal-00820929, Jul, DOI: 10.1007/s11156-014-0432-x.
  13. Pierre-Olivier Goffard & Stéphane Loisel & Denys Pommeret, 2015, "A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model," Post-Print, HAL, number hal-00853680, DOI: 10.1016/j.cam.2015.06.003.
  14. Anna Castañer & Maria Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2015, "Discrete Schur-constant models," Post-Print, HAL, number hal-01081756.
  15. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2015, "Index for predicting insurance claims from wind storms with an application in France," Post-Print, HAL, number hal-01081758, DOI: 10.1111/risa.12395.
  16. Alexandre Mornet & Patrick Leveillard & Stéphane Loisel, 2015, "Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile," Post-Print, HAL, number hal-01081759.
  17. Maria Govorun & Guy Latouche & Stéphane Loisel, 2015, "Phase-type aging modeling for health dependent costs," Post-Print, HAL, number hal-01084274.
  18. Stéphane Loisel, 2015, "On some longevity modelling and monitoring issues," Post-Print, HAL, number hal-02013610, Sep.
  19. Stéphane Loisel, 2015, "On some robustness and some uncertainty issues in ruin theory," Post-Print, HAL, number hal-02013620, Jun.
  20. Stéphane Loisel, 2015, "ERM and Solvency II," Post-Print, HAL, number hal-02013624, May.
  21. Stéphane Loisel, 2015, "On a quickest detection problem for longevity risk with two populations," Post-Print, HAL, number hal-02014054, Mar.
  22. Nicole El Karoui & Stéphane Loisel & Yahia Salhi, 2015, "Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate," Working Papers, HAL, number hal-01149749, May.
  23. Alexandre Boumezoued & Nicole El Karoui & Stéphane Loisel, 2015, "Measuring mortality heterogeneity with multi-state models and interval-censored data," Working Papers, HAL, number hal-01215350, Oct.
  24. Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet, 2015, "Do actuaries believe in longevity deceleration?," Working Papers, HAL, number hal-01219270, Oct.
  25. Anisa Caja & Quentin Guibert & Frédéric Planchet, 2015, "Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business," Working Papers, HAL, number hal-01178812, Jul.
  26. Florent Gbongue & Frédéric Planchet & Oulidi Abderrahim, 2015, "État des lieux des systèmes de retraite en Afrique subsaharienne francophone," Post-Print, HAL, number hal-01301741, Jul.
  27. V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said, 2015, "A risk management approach to capital allocation," Papers, arXiv.org, number 1506.04125, Jun.
  28. V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said, 2015, "Impact of dependence on some multivariate risk indicators," Papers, arXiv.org, number 1507.01175, Jul.
  29. Elena Di Bernardino & Didier Rullière, 2015, "Estimation of multivariate critical layers: Applications to rainfall data," Post-Print, HAL, number hal-00940089, Jan.
  30. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015, "Arbres de régression et de classification (CART)," Post-Print, HAL, number hal-01152263, Jan.
  31. Pierre-Emmanuel Thérond, 2015, "Assurance et actuariat : éléments de perspective," Post-Print, HAL, number hal-01176057, Jul.
  32. Pierre-Emmanuel Thérond, 2015, "Les taux bas : changement de paradigme ?," Post-Print, HAL, number hal-01221967, Oct.
  33. Pierre-Emmanuel Thérond, 2015, "Role of models in insurance regulation and financial reporting," Post-Print, HAL, number hal-01233342, Oct.
  34. Linh Tran Dieu, 2015, "A comparison of bank and non-bank funds in the French market," Post-Print, HAL, number hal-01698566, Jun.
  35. Linh Tran Dieu, 2015, "How do mutual funds transfer scale economies to investors? Evidence from France," Post-Print, HAL, number hal-01698612, May, DOI: 10.1016/j.ribaf.2014.10.001.

2014

  1. Christian de Peretti, 2014, "Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries," Post-Print, HAL, number hal-02095508, Apr.
  2. Mohamed Mouloud Haddak & Nathalie Havet & Marie Lefèvre, 2014, "Willingness-to-pay for road safety improvement," Working Papers, HAL, number halshs-00950017, Feb.
  3. Nathalie Havet, 2014, "Le rôle de l’accompagnement dans la réussite des parcours de validation des acquis de l’expérience," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1436.
  4. Nathalie Havet & Alexis Penot & Magali Morelle & Lionel Perrier, 2014, "Inégalités d’exposition aux agents cancérogènes, mutagènes ou reprotoxiques (CMR) en milieu professionnel en France," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1437.
  5. Nathalie Havet & Alexis Penot & Magali Morelle & Lionel Perrier & Béatrice Fervers, 2014, "Inégalités de l'exposition aux produits cancérogènes, mutagènes ou reprotoxiques (CMR) en milieu professionnel : les enseignements de l'enquête SUMER," Working Papers, HAL, number halshs-01080585.
  6. Nathalie Havet, 2014, "Les théories économiques de la discrimination entre genres," Post-Print, HAL, number halshs-01077148, Jun.
  7. Nathalie Havet & Magali Morelle & Alexis Penot & Béatrice Fervers & Lionel Perrier, 2014, "Les fortes expositions aux produits cancérogènes, mutagènes ou reprotoxiques (CMR) sont-elles l'apanage des emplois précaires et peu qualifiés ?," Post-Print, HAL, number halshs-00954964, Jan.
  8. Nathalie Havet & Alexis Penot & Magali Morelle & Lionel Perrier & Béatrice Fervers, 2014, "Inégalités de l'exposition aux produits cancérogènes, mutagènes ou reprotoxiques (CMR) en milieu professionnel en France," Post-Print, HAL, number halshs-01080555.
  9. Nathalie Havet & Alexis Penot & Magali Morelle & Béatrice Fervers & Barbara Charbotel & Morgane Plantier, 2014, "Inégalités d’exposition aux agents cancérogènes, mutagènes ou reprotoxiques (CMR) en milieu professionnel en France : les enseignements de l'enquête SUMER," Post-Print, HAL, number halshs-01087916, Oct.
  10. Dominik Kortschak & Stéphane Loisel & Pierre Ribereau, 2014, "Ruin problems with worsening risks or with infinite mean claims," Post-Print, HAL, number hal-00735843.
  11. Peggy Cénac & Stéphane Loisel & Véronique Maume-Deschamps & Clémentine Prieur, 2014, "Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation," Post-Print, HAL, number hal-00816894.
  12. Stéphane Loisel & Julien Trufin, 2014, "Properties of a risk measure derived from the expected area in red," Post-Print, HAL, number hal-00870224, Mar.
  13. Florin Avram & Romain Biard & Christophe Dutang & Stéphane Loisel & Landy Rabehasaina, 2014, "A survey of some recent results on Risk Theory," Post-Print, HAL, number hal-01616178, Jan, DOI: 10.1051/proc/201444020.
  14. Patrice Bertail & Stéphane Loisel, 2014, "Théorie de la ruine," Post-Print, HAL, number hal-01995811.
  15. Stéphane Loisel, 2014, "Solvabilité," Post-Print, HAL, number hal-01995814.
  16. Stéphane Loisel, 2014, "Impairments of financial securities & News from LoLitA," Post-Print, HAL, number hal-02013735, Nov.
  17. Stéphane Loisel, 2014, "On Schur-constant models," Post-Print, HAL, number hal-02013757, Sep.
  18. Stéphane Loisel, 2014, "Fast Change Detection on Proportional Two-Population Hazard Rates," Post-Print, HAL, number hal-02013763, Jul.
  19. Stéphane Loisel, 2014, "Mesures de risque et theorie de la ruine," Post-Print, HAL, number hal-02013774, Jun.
  20. Stéphane Loisel, 2014, "Key Risk Indicators and quickest detection problems," Post-Print, HAL, number hal-02013789, Mar.
  21. Stéphane Loisel, 2014, "Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory," Post-Print, HAL, number hal-02013793, Feb.
  22. Stéphane Loisel, 2014, "Understanding, modeling and managing longevity risk," Post-Print, HAL, number hal-02013809, Jan.
  23. Quentin Guibert & Marc Juillard & Frédéric Planchet & Oberlain Nteukam Teuguia, 2014, "Solvabilité prospective en assurance: Méthodes quantitatives pour l'ORSA," Post-Print, HAL, number hal-01169543, Oct.
  24. Frédéric Planchet & Pierre-Emmanuel Thérond, 2014, "Survival Analysis," Post-Print, HAL, number hal-01152086, Aug.
  25. Christian Robert & Pierre-Emmanuel Thérond, 2014, "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print, HAL, number hal-00813199, May, DOI: 10.1017/asb.2014.3.
  26. Pierre-Emmanuel Thérond, 2014, "Dépréciations d'actifs financiers en IAS 39 : quelques caractéristiques," Post-Print, HAL, number hal-00947589, Jan.
  27. Pierre-Emmanuel Thérond, 2014, "Dépréciation comptable d’actifs financiers – problématiques et principaux résultats obtenus," Post-Print, HAL, number hal-02017165, Nov.
  28. Christian Yann Robert & Pierre-Emmanuel Thérond, 2014, "Ambiguïté et impact sur les prises de décisions en univers incertain," Post-Print, HAL, number hal-02017171, May.

2013

  1. Mohamed Rochdi Keffala & Christian de Peretti, 2013, "Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries," Post-Print, HAL, number hal-04875617.
  2. Lionel Perrier & Anne Lefranc & David Pérol & Philippe Quittet & Aline Schmidt-Tanguy & Carole Siani & Christian de Peretti & Bertrand Favier & Pierre Biron & Philippe Moreau & Jacques Olivier Bay & S, 2013, "Cost Effectiveness of Pegfilgrastim Versus Filgrastim After High-Dose Chemotherapy and Autologous Stem Cell Transplantation in Patients with Lymphoma and Myeloma," Post-Print, HAL, number hal-04875619, Feb, DOI: 10.1007/s40258-013-0011-7.
  3. Nathalie Havet & Magali Morelle & Alexis Penot & Béatrice Fervers & Lionel Perrier, 2013, "Inégalités de l'exposition aux produits cancérogènes, mutagènes ou reprotoxiques (CMR) en milieu professionnel : SUMER 2010," Post-Print, HAL, number halshs-00954966, Nov.
  4. Philippe Belley & Nathalie Havet & Guy Lacroix, 2013, "Growth and Job Mobility in the Early Career : Testing a Statistical Discrimination Model of the Gender Wage Gap," Post-Print, HAL, number halshs-00799521.
  5. Maria-Laura Silva & Lionel Perrier & Hans-Martin Späth & Nathalie Havet & Jean Marie Cohen & Anne Mosnier, 2013, "Economic burden of seasonal influenza B in France during winter 2010-2011," Post-Print, HAL, number halshs-00954710, Sep.
  6. Nathalie Havet, 2013, "Une formation professionnelle sans effets sur les salaires," Post-Print, HAL, number halshs-00879022.
  7. Julien Trufin & Stéphane Loisel, 2013, "Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments," Post-Print, HAL, number hal-00426790.
  8. Christophe Dutang & Hansjoerg Albrecher & Stéphane Loisel, 2013, "Competition among non-life insurers under solvency constraints: A game-theoretic approach," Post-Print, HAL, number hal-00746245.
  9. Christophe Dutang & Claude Lefèvre & Stéphane Loisel, 2013, "On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing," Post-Print, HAL, number hal-00746251.
  10. Claude Lefèvre & Stéphane Loisel, 2013, "On multiply monotone distributions, continuous or discrete, with applications," Post-Print, HAL, number hal-00750562.
  11. Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013, "Impact of Climate Change on HeatWave Risk," Post-Print, HAL, number hal-00937071, DOI: 10.3390/risks1030176.
  12. Manel Kacem & Claude Lefèvre & Stéphane Loisel, 2013, "Convex extrema for nonincreasing discrete distributions: effects of convexity constraints," Working Papers, HAL, number hal-00912942, Dec.
  13. Didier Rullière & Alaeddine Faleh & Frédéric Planchet & Wassim Youssef, 2013, "Exploring or reducing noise? A global optimization algorithm in the presence of noise," Post-Print, HAL, number hal-00759677, DOI: 10.1007/s00158-012-0874-5.
  14. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013, "Mortality : a statistical approach to detect model misspecification," Post-Print, HAL, number hal-00839339, Jun.
  15. Christophette Blanchet-Scalliet & Diana Dorobantu & Didier Rullière, 2013, "The density of the ruin time for a renewal-reward process perturbed by a diffusion," Post-Print, HAL, number hal-00625099, DOI: 10.1016/j.aml.2012.04.003.
  16. Elena Di Bernardino & Didier Rullière, 2013, "Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory," Post-Print, HAL, number hal-00750873, May, DOI: 10.1016/j.insmatheco.2013.05.001.
  17. Elena Di Bernardino & Didier Rullière, 2013, "On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators," Post-Print, HAL, number hal-00834000, Oct, DOI: 10.2478/demo-2013-0001.
  18. Christian Robert & Pierre-Emmanuel Thérond, 2013, "Ambiguïté et aversion à l'incertitude," Post-Print, HAL, number hal-01231852, Jan.

2012

  1. Nathalie Havet & Magali Morelle & Alexis Penot & Raphaël Remonnay, 2012, "The information content of the WTP-WTA gap : An empirical analysis among severely ill patients," Working Papers, HAL, number halshs-00697762, May.
  2. Nathalie Havet, 2012, "Les bénéficiaires de la validation des acquis de l'expérience : l'exemple de la Région Rhône-Alpes," Working Papers, HAL, number halshs-00695924, May.
  3. Philippe Belley & Nathalie Havet & Guy Lacroix, 2012, "Wage Growth and Job Mobility in the Early Career : Testing a Statistical Discrimination Model of the Gender Wage Gap," Working Papers, HAL, number halshs-00735742, Sep.
  4. Nathalie Havet, 2012, "L’impact des politiques d’exonérations territoriales : méthodes d’évaluation et résultats," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1231.
  5. Sylvie Charlot & Claire Dujardin & Florence Goffette-Nagot & Nathalie Havet & Modibo Sidibé, 2012, "Accès à l'emploi dans les territoires de la politique de la ville : un appariement entre emplois et populations," Working Papers, HAL, number halshs-00956905.
  6. Nathalie HAVET & Magali MORELLE & Raphael REMONNAY & Marie-Odile CARRERE, 2012, "Econometric treatment of few protest responses in willingness-to-pay studies: An application in health care," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2012023, Jun.
  7. Marie-Odile Carrère & Nathalie Havet & Magali Morelle & Raphaël Remonnay, 2012, "Economic treatment of few protest responses in willingness-to-pay studies: An application in health care," Post-Print, HAL, number halshs-00681345.
  8. Marie-Odile Carrère & Nathalie Havet & Magali Morelle & Raphaël Remonnay, 2012, "Cancer Patients' Willingness to Pay for Blood Transfusion at Home: Results from a contingent valuation study in a French cancer network," Post-Print, HAL, number halshs-00642497.
  9. Pauline Barrieu & Harry Bensusan & Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Claudia Ravanelli & Yahia Salhi, 2012, "Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges," Post-Print, HAL, number hal-00417800.
  10. Stéphane Loisel, 2012, "La capacité de réaction et les actions de gestion des dirigeants: nécessité et difficulté de les prendre en compte dans l'ORSA," Post-Print, HAL, number hal-00671825.
  11. Stéphane Loisel, 2012, "On ruin models with correlated risks," Post-Print, HAL, number hal-00671921, Jan.
  12. Stéphane Loisel, 2012, "Ruin theory with dependent risks," Post-Print, HAL, number hal-00671922, Feb.
  13. Stéphane Loisel, 2012, "On ruin models with dependence," Post-Print, HAL, number hal-00723918, Feb.
  14. Stéphane Loisel, 2012, "Dependence models in risk theory," Post-Print, HAL, number hal-00723919, Mar.
  15. Stéphane Loisel, 2012, "Ruin probabilities with correlated claims," Post-Print, HAL, number hal-00723921, Mar.
  16. Stéphane Loisel, 2012, "ORSA in Europe and in North America," Post-Print, HAL, number hal-00723922, Apr.
  17. Stéphane Loisel, 2012, "Quelques problématiques de mathématiques appliquées à l'actuariat," Post-Print, HAL, number hal-00723924, May.
  18. Stéphane Loisel, 2012, "Risques corrélés en théorie du risque," Post-Print, HAL, number hal-00723927, Jun.
  19. Stéphane Loisel, 2012, "Théorie de la ruine et risques corrélés," Post-Print, HAL, number hal-00723928, Jun.
  20. Stéphane Loisel, 2012, "On the domain of validity of the DeVylder-Goovaerts conjecture," Post-Print, HAL, number hal-00723930, Jun.
  21. Stéphane Loisel, 2012, "ORSA et mesures de risque multi-périodiques," Post-Print, HAL, number hal-00723931, Jul.
  22. Stéphane Loisel & Hans-U. Gerber, 2012, "Why ruin theory should be of interest for insurance practitioners and risk managers nowadays," Post-Print, HAL, number hal-00746231, Feb.
  23. Stéphane Loisel, 2012, "Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean," Post-Print, HAL, number hal-00746257, Oct.
  24. Stéphane Loisel, 2012, "Acceleration techniques of nested simulations in insurance," Post-Print, HAL, number hal-00746258, Oct.
  25. Stéphane Loisel, 2012, "On ruin for worsening claims," Post-Print, HAL, number hal-00746261, Sep.
  26. Stéphane Loisel, 2012, "On some practical correlation issues in Enterprise Risk Management," Post-Print, HAL, number hal-00746262, Sep.
  27. Stéphane Loisel, 2012, "Problématiques de théorie de la ruine en univers multivarié," Post-Print, HAL, number hal-00746265, Aug.
  28. Stéphane Loisel, 2012, "A game-theoretic approach to non-life insurance markets," Post-Print, HAL, number hal-00746267, Oct.
  29. Frédéric Planchet & Quentin Guibert & Marc Juillard, 2012, "Measuring Uncertainty of Solvency Coverage Ratio in ORSA for Non-Life Insurance," Post-Print, HAL, number hal-01169220, Dec, DOI: 10.1007/s13385-012-0051-7.
  30. Alexis Bienvenüe & Didier Rullière, 2012, "Iterative Adjustment of Survival Functions by Composed Probability Distortions," Post-Print, HAL, number hal-00665890, DOI: 10.1057/grir.2011.7.
  31. Elena Di Bernardino & Didier Rullière, 2012, "Distortions of multivariate risk measures: a level-sets based approach," Working Papers, HAL, number hal-00756387, Nov.
  32. Pierre-Emmanuel Thérond, 2012, "Les risques, les assurances et la normalisation," Post-Print, HAL, number hal-00931710, Oct.

2011

  1. Cerrato, Mario & de Peretti, Christian & Larsson, Rolf & Sarantis, Nicholas, 2011, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-30.
  2. Lionel Perrier & Anne Lefranc & Philippe Quittet & Hervé Ghesquières & Bertrand Favier & Daniel Espinouse & Christian de Peretti & Marie Pierre Moles & Victoria Cacheux & Stéphane Leprêtre & Marc Rena, 2011, "Pegfilgrastim versus Filgrastim after high-dose chemotherapy and autologous stem cell transplantation in adult patients with lymphoma and myeloma: cost-effectiveness evaluation alongside a randomized controlled trial," Post-Print, HAL, number halshs-00628854, Jul.
  3. Carole Brunet & Nathalie Havet, 2011, "Homeownership and job-match quality in France," Working Papers, HAL, number halshs-00649088, Dec.
  4. Marie-Odile Carrère & Nathalie Havet & Magali Morelle & Raphaël Remonnay, 2011, "Valuing the Benefit for Cancer Patients of Receiving Blood Transfusions at Home," Post-Print, HAL, number halshs-00642500, DOI: 10.2202/2152-2812.1017.
  5. Romain Biard & Claude Lefèvre & Stéphane Loisel & Haikady Nagaraja, 2011, "Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings," Post-Print, HAL, number hal-00409418, DOI: 10.1002/asmb.857.
  6. Mathieu Bargès & Hélène Cossette & Stéphane Loisel & Etienne Marceau, 2011, "On the Moments of the Aggregate Discounted Claims with Dependence Introduced by a FGM Copula," Post-Print, HAL, number hal-00426502.
  7. Mathieu Bargès & Stéphane Loisel & Xavier Venel, 2011, "On finite-time ruin probabilities with reinsurance cycles influenced by large claims," Post-Print, HAL, number hal-00430178.
  8. Xavier Milhaud & Stéphane Loisel & Véronique Maume-Deschamps, 2011, "Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context?," Post-Print, HAL, number hal-00450003.
  9. Stéphane Loisel & Xavier Milhaud, 2011, "From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital," Post-Print, HAL, number hal-00502847, DOI: 10.1016/j.ejor.2011.04.038.
  10. Matthieu Chauvigny & Laurent Devineau & Stéphane Loisel & Véronique Maume-Deschamps, 2011, "Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management," Post-Print, HAL, number hal-00517766.
  11. Hansjoerg Albrecher & Corina Constantinescu & Stéphane Loisel, 2011, "Explicit ruin formulas for models with dependence among risks," Post-Print, HAL, number hal-00540621.
  12. Stéphane Loisel, 2011, "Cours Bachelier sur le risque de longévité," Post-Print, HAL, number hal-00566486, Jan.
  13. Stéphane Loisel, 2011, "Variable annuities and surrender risk," Post-Print, HAL, number hal-00586456, Feb.
  14. Stéphane Loisel, 2011, "On some risk models with dependence," Post-Print, HAL, number hal-00586457, Mar.
  15. Stéphane Loisel, 2011, "Understanding and managing longevity risk," Post-Print, HAL, number hal-00589695, Apr.
  16. Stéphane Loisel, 2011, "Explicit ruin formulas for dependent risks," Post-Print, HAL, number hal-00600093, Jun.
  17. Stéphane Loisel, 2011, "Théorie de la ruine en présence de risques corrélés," Post-Print, HAL, number hal-00671918, Nov.
  18. Stéphane Loisel, 2011, "Surrender risk and correlation crises," Post-Print, HAL, number hal-00671919, Nov.
  19. Stéphane Loisel, 2011, "Méthodes d'accélération de la méthode des simulations dans les simulations," Post-Print, HAL, number hal-00671920, Dec.
  20. Stéphane Loisel, 2011, "Explicit ruin probabilities with dependent risks," Post-Print, HAL, number hal-00671923, Jun.
  21. Stéphane Loisel, 2011, "7 lectures on Enterprise Risk Management," Post-Print, HAL, number hal-00671924, Sep.
  22. Stéphane Loisel, 2011, "Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis," Post-Print, HAL, number hal-00671925, Nov.
  23. Stéphane Loisel, 2011, "On ruin models with dependent risks," Post-Print, HAL, number hal-00671926, Nov.
  24. 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, number hal-00543029, Feb.
  25. Aymric Kamega & Frédéric Planchet, 2011, "Analyse et comparaison des populations générale et assurée en Afrique subsaharienne francophone pour anticiper la mortalité future," Post-Print, HAL, number hal-00553898, Jan.
  26. Aymric Kamega & Frédéric Planchet, 2011, "Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables," Post-Print, HAL, number hal-00593874, May.
  27. François Bonnin & Frédéric Planchet & Marc Juillard, 2011, "Applications de techniques stochastiques pour l'analyse prospective de l'impact comptable du risque de taux," Post-Print, HAL, number hal-00593873, May.
  28. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011, "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print, HAL, number hal-00625709, Jul.
  29. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011, "Modélisation statistique des phénomènes de durée," Post-Print, HAL, number hal-01231856, Oct.
  30. Areski Cousin & Diana Dorobantu & Didier Rullière, 2011, "Valuation of Portfolio Loss Derivatives in An Infectious Model," Post-Print, HAL, number hal-00665027, Oct, DOI: 10.1007/978-88-470-2342-0_17.
  31. Alexis Bienvenüe & Didier Rullière, 2011, "On hyperbolic iterated distortions for the adjustment of survival functions," Post-Print, HAL, number hal-00665349, Oct, DOI: 10.1007/978-88-470-2342-0_5.
  32. Areski Cousin & Diana Dorobantu & Didier Rullière, 2011, "A note on the computation of an actuarial Waring formula in the finite-exchangeable case," Working Papers, HAL, number hal-00557751, Jan.
  33. Pierre Ribereau & Didier Rullière, 2011, "Agrégation d'informations et alternative au krigeage en environnement aléatoire," Working Papers, HAL, number hal-00575604, Mar.

2010

  1. de Peretti, Christian & Siani, Carole & Cerrato, Mario, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-20.
  2. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2010, "Propriété immobilière et trajectoires salariales : Quelles leçons tirer de la comparaison France – Etats – Unis ?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1011.
  3. Nathalie Havet & Guy Lacroix, 2010, "La formation continue, un moyen de réduire les inégalités salariales entre hommes et femmes ?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1002.
  4. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2010, "La propriété immobilière est-elle un obstacle pour sortir du chômage ?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1007.
  5. Nathalie Havet & Alexis Penot, 2010, "Does Homeownership Harm Labour Market Performances? A Survey," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1012.
  6. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2010, "Propriété immobilière et trajectoires salariales en France," Post-Print, HAL, number halshs-00491070.
  7. Nathalie Havet & Magali Morelle & Lionel Perrier & Bertrand Favier & Frédéric Gomez & Anthony Montella & David Pérol & Paul Rebattu, 2010, "Impact of chemotherapy prescriptions and costs on survival in advanced or metastatic NSCLC: a single-institution study using an instrumental variables approach," Post-Print, HAL, number halshs-00667277.
  8. Romain Biard & Stéphane Loisel & Claudio Macci & Noel Veraverbeke, 2010, "Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation," Post-Print, HAL, number hal-00372525.
  9. Claude Lefèvre & Stéphane Loisel, 2010, "Stationary-excess operator and convex stochastic orders," Post-Print, HAL, number hal-00442047.
  10. Stéphane Loisel, 2010, "Dépendance stochastique en théorie du risque," Post-Print, HAL, number hal-00469612, Apr.
  11. Xavier Milhaud & Marie-Pierre Gonon & Stéphane Loisel, 2010, "Les comportements de rachat en Assurance Vie en régime de croisière et en période de crise," Post-Print, HAL, number hal-00502851, Sep.
  12. Stéphane Loisel, 2010, "Joint modeling of portfolio experienced and national mortality: A co-integration based approach," Post-Print, HAL, number hal-00502852, Jul.
  13. Stéphane Loisel, 2010, "Solvabilité des compagnies d'assurance," Post-Print, HAL, number hal-00540618, Nov.
  14. Stéphane Loisel, 2010, "Théorie de la ruine multivariée," Post-Print, HAL, number hal-00540619, Nov.
  15. Stéphane Loisel & Pierre Arnal & Romain Durand, 2010, "Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA," Working Papers, HAL, number hal-00502848, Jul.
  16. Frédéric Planchet & Quentin Guibert & Marc Juillard, 2010, "Un cadre de référence pour un modèle interne partiel en assurance de personnes," Post-Print, HAL, number hal-00530864, Oct.
  17. Aymric Kamega & Frédéric Planchet, 2010, "Mesure du risque d'estimation associé à une table d'expérience," Post-Print, HAL, number hal-00553863, Nov.
  18. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010, "Les générateurs de Scénarios Économiques : de la conception à la mesure de la qualité," Post-Print, HAL, number hal-00530868, Jul, DOI: 10.7202/1106240ar.
  19. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010, "Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?," Post-Print, HAL, number hal-00433037, Jul.
  20. Fr'ed'eric Planchet & Vincent Lelieur, 2010, "Utilisation des m\'ethodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalit\'e dans le cas de petits \'echantillons," Papers, arXiv.org, number 1001.1916, Jan.
  21. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010, "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print, HAL, number hal-00530880, Oct.
  22. Pierre-Emmanuel Thérond & Pierre Valade, 2010, "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print, HAL, number hal-00593904, Jul.

2009

  1. Dany Lang & Christian de Peretti, 2009, "A strong hysteretic model of Okun’s Law: theory and a preliminary investigation," Post-Print, HAL, number hal-01366013, Jun.
  2. Mohamed Ben Halima & Carole Brunet & Florence Goffette-Nagot & Nathalie Havet & Carole Herbin & Jean-Yves Lesueur, 2009, "Parcours résidentiel et qualité de l'insertion sur le marché du travail," Working Papers, HAL, number halshs-00956915.
  3. Carole Brunet & Florence Goffette-Nagot & Nathalie Havet & Carole Herbin & Guy Lacroix & Jean-Yves Lesueur & Alexis Penot & Amandine Roche, 2009, "Statut résidentiel et mobilité sur le marché du travail," Working Papers, HAL, number halshs-00956910.
  4. Lionel Perrier & Magali Morelle & Nathalie Havet & Anthony Montella & Bertrand Favier & David Perol & Frédéric Gomez & Marie-Odile Carrere & Paul Rebattu, 2009, "The effect of health care expenditures on survival in locally advanced and metastatic Non Small Cell Lung Cancer," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0903.
  5. Carole Brunet & Nathalie Havet, 2009, "The impact of homeownership on job-match quality perceptions," Post-Print, HAL, number halshs-00954926, Sep.
  6. Carole Brunet & Nathalie Havet, 2009, "Homeownership and job-match quality perceptions," Post-Print, HAL, number halshs-00450777.
  7. Christophe Bergeron & Pierre Biron & Jean-Yves Blay & Nicola Cautela & Dominic Cellier & Guy de Laroche & Anne-Valérie Decouvelaere & Françoise Ducimetière & François Gilly & Nathalie Havet & Mathieu , 2009, "Costs and compliance with clinical practice guidelines: A pilot study for initial sarcoma treatment," Post-Print, HAL, number halshs-00954975.
  8. Stéphane Loisel & Christian Mazza & Didier Rullière, 2009, "Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes," Post-Print, HAL, number hal-00168716, Dec, DOI: 10.1016/j.insmatheco.2009.08.003.
  9. Stéphane Loisel & Nicolas Privault, 2009, "Sensitivity analysis and density estimation for finite-time ruin probabilities," Post-Print, HAL, number hal-00201347, DOI: 10.1016/j.cam.2008.10.066.
  10. Stéphane Loisel & Claude Lefèvre, 2009, "Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities," Post-Print, HAL, number hal-00201377, DOI: 10.1007/s11009-009-9123-9.
  11. Laurent Devineau & Stéphane Loisel, 2009, "Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II," Post-Print, HAL, number hal-00365363, Jun.
  12. Stéphane Loisel, 2009, "Correlation crises, ruin probabilities and related issues in ERM and Solvency II," Post-Print, HAL, number hal-00397125, Apr.
  13. Stéphane Loisel, 2009, "Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings," Post-Print, HAL, number hal-00397241, May.
  14. Stéphane Loisel, 2009, "On some path-dependent correlation models in risk theory," Post-Print, HAL, number hal-00397242, Jun.
  15. Stéphane Loisel, 2009, "Fonctions de pénalité en théorie du risque," Post-Print, HAL, number hal-00397252, Jan.
  16. Stéphane Loisel, 2009, "Les risques et leur agrégation dans Solvabilité II et en ERM," Post-Print, HAL, number hal-00397256, Jun.
  17. Laurent Devineau & Stéphane Loisel, 2009, "Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula?," Post-Print, HAL, number hal-00403662, Dec.
  18. Stéphane Loisel, 2009, "Correlation crises in risk theory, Solvency II and ERM," Post-Print, HAL, number hal-00403675, Jul.
  19. Stéphane Loisel, 2009, "Solvency II: description, timeline, and update on current discussions," Post-Print, HAL, number hal-00416215, Sep.
  20. Stéphane Loisel, 2009, "Risk aggregation in Solvency II : bridging the gap between standard formula and internal risk models," Post-Print, HAL, number hal-00416216, Sep.
  21. Stéphane Loisel, 2009, "Understanding, modeling and managing longevity risk: some new challenges," Post-Print, HAL, number hal-00426505, Oct.
  22. Stéphane Loisel, 2009, "Ruin probabilities with Bühlmann credibility adjusted premiums," Post-Print, HAL, number hal-00431263, Nov.
  23. Stéphane Loisel, 2009, "Correlation crises, model risk and ERM," Post-Print, HAL, number hal-00441300, Dec.
  24. Stéphane Loisel, 2009, "A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins," Working Papers, HAL, number hal-00375715, Apr.
  25. Didier Rullière & Alaeddine Faleh & Frédéric Planchet, 2009, "Un algorithme d'optimisation par exploration sélective," Working Papers, HAL, number hal-00411406, Aug.
  26. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009, "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print, HAL, number hal-00443009, Jan.
  27. Jean-Paul Félix & Frédéric Planchet, 2009, "Mesure des risques de marché et de souscription vie en situation d'information incomplète pour un portefeuille de prévoyance," Post-Print, HAL, number hal-00443002, Jul.
  28. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009, "Scénarios économiques en assurance - Modélisation et simulation," Post-Print, HAL, number hal-00530874, Nov.
  29. Didier Rulli`ere & Diana Dorobantu & Areski Cousin, 2009, "An extension of Davis and Lo's contagion model," Papers, arXiv.org, number 0904.1653, Apr, revised Feb 2010.
  30. Alaeddine Faleh & Fr'ed'eric Planchet & Didier Rulli`ere, 2009, "Les G\'en\'erateurs de Sc\'enarios \'Economiques : quelle utilisation en assurance?," Papers, arXiv.org, number 0911.3472, Nov.
  31. Alexis Bienvenüe & Didier Rullière, 2009, "Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique," Working Papers, HAL, number hal-00395495, Jun.
  32. Raphaëlle Bellando & Linh Tran Dieu, 2009, "La relation entre flux d entrées nets et performance des fonds : une étude appliquée au cas des OPCVM actions français," Post-Print, HAL, number halshs-00451026.

2008

  1. Cerrato, Mario & de Peretti, Christian & Stewart, Chris, 2008, "Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-46.
  2. Christian De Peretti & Carole Siani, 2008, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-01.
  3. Christian De Peretti & Carole Siani, 2008, "Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-02.
  4. Mario Cerrato & Christian de Peretti & Chris Stewart, 2008, "Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries," Working Papers, Business School - Economics, University of Glasgow, number 2008_27, Oct.
  5. Carole Brunet & Nathalie Havet, 2008, "Propriété immobilière et déqualification dans l’emploi," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0807.
  6. Raphaël Remonnay & Nathalie Havet & Magali Morelle & Marie-Odile Carrère, 2008, "Analyzing the determinants of willingness-to-pay values for testing the validity of the contingent valuation method. Application to home care compared to hospital care," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0820.
  7. Lionel Perrier & Nicola Cautela & Magali Morelle & Nathalie Havet & FRançoise Ducimetière & Antoine Lurkin & Jean-Yves Blay & Pierre Biron & Dominique Ranchère-Vince & Anne-Valérie Decouvelaere & Phil, 2008, "Short-Term cost impact of compliance with clinical practice guidelines for initial sarcoma treatment," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0822.
  8. Marie-Odile Carrère & Yves Devaux & Nathalie Havet & Magali Morelle & Raphaël Remonnay & Valérie Kante, 2008, "Administration des transfusions sanguines à l'hôpital ou à domicile ? Le choix des patients atteints de cancer," Post-Print, HAL, number halshs-00353328.
  9. Stéphane Loisel & Christian Mazza & Didier Rullière, 2008, "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Post-Print, HAL, number hal-00168714, Apr, DOI: 10.1016/j.insmatheco.2007.08.007.
  10. Claude Lefèvre & Stéphane Loisel, 2008, "On Finite-Time Ruin Probabilities for Classical Risk Models," Post-Print, HAL, number hal-00168958, Jan, DOI: 10.1080/03461230701766882.
  11. Wayne Fisher & Stéphane Loisel & Shaun Wang, 2008, "On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level," Post-Print, HAL, number hal-00268841.
  12. Romain Biard & Claude Lefèvre & Stéphane Loisel, 2008, "Impact of correlation crises in risk theory," Post-Print, HAL, number hal-00308782.
  13. Stéphane Loisel, 2008, "From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM," Post-Print, HAL, number hal-00379422.
  14. Stéphane Loisel, 2008, "On a class of non-Gerber-Shiu, non-discounted penalty functions," Post-Print, HAL, number hal-00397239, Aug.
  15. Stéphane Loisel, 2008, "Théorie de la ruine: introduction et exemples," Post-Print, HAL, number hal-00397250, Sep.
  16. Stéphane Loisel, 2008, "From Solvency II to ERM: tools, practical issues and research perspectives," Post-Print, HAL, number hal-00397259, Jul.
  17. Stéphane Loisel, 2008, "In the core of longevity risk: hidden dependence in stochastic mortality models and cut‐offs in prices of longevity swaps," Post-Print, HAL, number hal-00397260, Jul.
  18. Stéphane Loisel, 2008, "Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes," Post-Print, HAL, number hal-00397261, Jul.
  19. Stéphane Loisel, 2008, "Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts," Post-Print, HAL, number hal-00397264, Jun.
  20. Stéphane Loisel, 2008, "In the Core of Longevity Risk: Dependence in Stochastic Mortality Models and Cut-offs in Prices of Longevity Swaps," Post-Print, HAL, number hal-00397265, May.
  21. Stéphane Loisel, 2008, "Inter-age correlation in stochastic mortality models," Post-Print, HAL, number hal-00397267, Feb.
  22. Stéphane Loisel, 2008, "Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle," Post-Print, HAL, number hal-00397268, Jan.
  23. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008, "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print, HAL, number hal-00397324, Oct.
  24. Pierre-Emmanuel Thérond, 2008, "Mesure et gestion des risques d'assurance," Post-Print, HAL, number hal-00933281, Jun.
  25. Pierre-Emmanuel Thérond, 2008, "Évaluation de contrats d'assurance vie en euros : une problématique actuelle," Post-Print, HAL, number hal-00933282, Mar.
  26. Pierre-Emmanuel Thérond, 2008, "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print, HAL, number hal-03202264.
  27. Raphaëlle Bellando & Linh Tran Dieu, 2008, "La relation entre flux d'entrées nets et rentabilité des fonds : une étude appliquée au cas des OPCVM actions français," Post-Print, HAL, number halshs-00257841, Jun.

2007

  1. Christian de Peretti, 2007, "Long Memory and Hysteresis," Post-Print, HAL, number hal-04875648, DOI: 10.1007/978-3-540-34625-8_13.
  2. Nathalie Havet & Catherine Sofer, 2007, "Why do women’s wages increase so slowly throughout their career? A dynamic model of statistical discrimination," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0722, Oct.
  3. Stéphane Loisel, 2007, "Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks," Post-Print, HAL, number hal-00165776.
  4. Stéphane Loisel, 2007, "Repositioning Enterprise Risk Management," Post-Print, HAL, number hal-00397266, Sep.
  5. Stéphane Loisel, 2007, "Dépendance stochastique et mesures de risque," Post-Print, HAL, number hal-00397273, Jun.
  6. Stéphane Loisel, 2007, "Analyse de la robustesse de la probabilité de ruine en temps fini, et marge de solvabilité pour risque d'estimation," Post-Print, HAL, number hal-00397275, Mar.
  7. Frédéric Planchet & Marc Juillard, 2007, "Mesure de l'incertitude tendancielle sur la mortalité – application à un régime de rentes," Post-Print, HAL, number hal-00443030, Oct.
  8. 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, number hal-00443007, Jan.
  9. Frédéric Planchet & Vincent Lelieur, 2007, "Utilisation des méthodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalité dans le cas de petits échantillons," Post-Print, HAL, number hal-00443011, Jul.
  10. 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 de type Solvabilité 2," Post-Print, HAL, number hal-00443028, Apr.
  11. Frédéric Planchet & Pascal Winter, 2007, "L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arrêt de travail," Post-Print, HAL, number hal-00443004, Jan.
  12. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007, "Pilotage d'un régime de rentes viagères," Post-Print, HAL, number hal-00593872, Mar.
  13. Raphaëlle Bellando & Françoise Le Quere & Franceline Mercurelli & Jean-Paul Pollin & Sébastien Ringuedé & Linh Tran Dieu & Anne-Gaël Vaubourg, 2007, "La gestion déléguée d'actifs financiers : théorie, observation, enjeux," Post-Print, HAL, number halshs-00225026, Jan.

2006

  1. Carole Siani & Christian de Peretti, 2006, "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006, Society for Computational Economics, number 301, Jul.
  2. Christian de Peretti & Carole Siani, 2006, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory," Computing in Economics and Finance 2006, Society for Computational Economics, number 304, Jul.
  3. Nathalie Havet, 2006, "La valorisation salariale et professionnelle de la formation en entreprise diffère-t-elle selon le sexe ? : l’exemple canadien," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0602, Feb.
  4. Nathalie Havet, 2006, "L'insertion professionnelle des jeunes et mesures publiques : des trajectoires différenciées entre hommes et femmes," Post-Print, HAL, number halshs-00371238.
  5. Stéphane Loisel, 2006, "Sensitivity analysis and optimal reserve allocation in risk theory," Post-Print, HAL, number hal-00397276, May.
  6. Stéphane Loisel, 2006, "Differentiation of some functionals of risk processes and optimal reserve allocation," Post-Print, HAL, number hal-00397278, May.
  7. Stéphane Loisel, 2006, "Problems and numerical methods in insurance and finance," Post-Print, HAL, number hal-00397281, Jan.
  8. Stéphane Loisel, 2006, "Titrisation du risque de longévité," Post-Print, HAL, number hal-00397282, Jan.
  9. Frédéric Planchet & Laurent Faucillon & Marc Juillard, 2006, "Etude du risque systématique de mortalité," Post-Print, HAL, number hal-00443029, Oct.
  10. Frédéric Planchet & Joël Winter, 2006, "Provisions techniques des contrats de prévoyance collective," Post-Print, HAL, number hal-00594134, Jun.
  11. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006, "Modèles de durée - Applications actuarielles," Post-Print, HAL, number hal-00530877, May.
  12. Raphaëlle Bellando & Françoise Le Quéré & Franceline Mercurelli & Jean-Paul Pollin & Sébastien Ringuedé & Linh Tran Dieu & Anne-Gaël Vaubourg, 2006, "La délégation de gestion de portefeuille par les investisseurs institutionnels : résultats de l'enquête," Post-Print, HAL, number halshs-00290795.

2005

  1. Stéphane Loisel, 2005, "Differentiation of some functionals of risk processes," Post-Print, HAL, number hal-00157739, Jun, DOI: 10.1239/jap/1118777177.
  2. Didier Rullière & Stéphane Loisel, 2005, "The win-first probability under interest force," Post-Print, HAL, number hal-00165791, Dec, DOI: 10.1016/j.insmatheco.2005.06.004.
  3. Stéphane Loisel, 2005, "Sensitivity analysis of the finite-time ruin probability and of some other risk measures," Post-Print, HAL, number hal-00397284, Dec.
  4. Stéphane Loisel, 2005, "On the sensitivity analysis of some risk measures," Post-Print, HAL, number hal-00397285, Oct.
  5. Stéphane Loisel, 2005, "Problèmes liés à la prise en compte de l'effet de diversification dans le cadre de Solvabilité II," Post-Print, HAL, number hal-00397286, Oct.
  6. Stéphane Loisel, 2005, "Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation," Post-Print, HAL, number hal-00397287, Sep.
  7. Stéphane Loisel, 2005, "Differentiation of functionals of risk processes and optimal reserve allocation," Post-Print, HAL, number hal-00397288, Jul.
  8. Stéphane Loisel, 2005, "Ruine, dividendes et allocation de réserve optimale," Post-Print, HAL, number hal-00397291, Mar.
  9. Stéphane Loisel, 2005, "On Solvency issues for French and Vietnamese insurers," Post-Print, HAL, number hal-00397293, Feb.
  10. Stéphane Loisel, 2005, "Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale," Post-Print, HAL, number hal-00397295, Feb.
  11. Stéphane Loisel, 2005, "Win-first probabilities and dividends with hazard rates," Post-Print, HAL, number hal-00397297, Jan.
  12. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005, "Simulation de trajectoires de processus continus," Post-Print, HAL, number hal-00443003, Dec.
  13. Frédéric Planchet & Pierre-Emmanuel Thérond & Julien Jacquemin, 2005, "Modèles financiers en assurance," Post-Print, HAL, number hal-01233341, Nov.
  14. Pierre-Emmanuel Thérond, 2005, "Asset allocation: new constraints induced by the Solvency II project," Post-Print, HAL, number hal-00932969, Sep.
  15. Pierre-Emmanuel Thérond, 2005, "Impact of the asset jumps in insurance: IFRS / Solvency II," Post-Print, HAL, number hal-00932971, Sep.
  16. Pierre-Emmanuel Thérond, 2005, "Solvency II, IFRS : l'impact des modèles d'actifs retenus," Post-Print, HAL, number hal-00933285, Nov.

2004

  1. Giovanni Urga & Christian de Peretti, 2004, "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings, Econometric Society, number 320, Aug.
  2. Christian de Peretti & Carole Siani, 2004, "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Post-Print, HAL, number hal-04875628, Sep, DOI: 10.2202/1558-3708.1239.
  3. Nathalie Havet, 2004, "Ecarts salariaux et disparités professionnelles entre sexes : développements théoriques et validité empirique," Post-Print, HAL, number hal-02002876, Mar.
  4. Didier Rullière & Stéphane Loisel, 2004, "Another look at the Picard-Lefèvre formula for finite-time ruin probabilities," Post-Print, HAL, number hal-00379412, DOI: 10.1016/j.insmatheco.2004.07.001.
  5. Stéphane Loisel, 2004, "Ruin theory with K lines of business," Post-Print, HAL, number hal-00379417, Feb.
  6. Pierre-Emmanuel Thérond & Frédéric Planchet, 2004, "Approche scientifique des logiciels DFA," Post-Print, HAL, number hal-00933303, Feb.
  7. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004, "Les principes de valorisation des engagements sociaux," Post-Print, HAL, number hal-01231853, Oct.
  8. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004, "IAS 19 & 26 et les engagements à l’égard du personnel," Post-Print, HAL, number hal-01231855.
  9. Christian Mazza & Didier Rullière, 2004, "A link between wave governed random motions and ruin processes," Post-Print, HAL, number hal-00412977, Dec, DOI: 10.1016/j.insmatheco.2004.07.014.
  10. Pierre-Emmanuel Thérond, 2004, "Financial Risk Management of a Defined Benefit Plan," Post-Print, HAL, number hal-00932967, Jun.
  11. Pierre-Emmanuel Thérond, 2004, "Asset allocation of a pension scheme during the decumulation phase," Post-Print, HAL, number hal-00932968, Nov.
  12. Pierre-Emmanuel Thérond, 2004, "Allocation d'actifs d'un régime de rentiers en cours de service," Post-Print, HAL, number hal-00933288, Dec.

2003

  1. Christian de Peretti, 2003, "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Post-Print, HAL, number hal-04875633, DOI: 10.1023/A:1026129729224.
  2. Nathalie Havet & Guy Lacroix, 2003, "Career Starts and the Male-Female Wage Gap," CIRANO Working Papers, CIRANO, number 2003s-55, Sep.
  3. Frédéric Planchet & Pierre-Emmanuel Thérond, 2003, "Évaluation de l'engagement de l'entreprise associé à un plan de stock-options," Post-Print, HAL, number hal-00443032, Jun.
  4. 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, number hal-00656965, Sep.

2002

  1. Christian de Peretti, 2002, "unilateral and bilateral bootstrap tests for long memory," Computing in Economics and Finance 2002, Society for Computational Economics, number 334, Jul.
  2. Nathalie Havet & Catherine Sofer, 2002, "Les nouvelles théories de la discrimination," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00368306, Feb.

2000

  1. Frédéric Planchet & Fabrice Magnin, 2000, "L'engagement d'un régime de retraite supplémentaire à prestations définies," Post-Print, HAL, number hal-00443031, Apr.

1998

  1. Didier Rullière & Daniel Serant, 1998, "Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles," Post-Print, HAL, number hal-00412983, Dec.

1997

  1. Didier Rullière & Daniel Serant, 1997, "Généralisation de l'estimateur de Kaplan-Meier d'une loi de durée de maintien en présence d'observations tronquées à gauche. Extension à l'étude conjointe de deux durées de maintien," Post-Print, HAL, number hal-00412981, Dec.

Journal articles

2025

  1. Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2025, "Forecasting reserve risk for temporal dependent losses in insurance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 2254-2269, July, DOI: 10.1002/ijfe.3014.

2024

  1. Ben Hamida, Amal & de Peretti, Christian & Belkacem, Lotfi, 2024, "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103517.
  2. Hassan Maatouk & Didier Rullière & Xavier Bay, 2024, "Sampling large hyperplane-truncated multivariate normal distributions," Computational Statistics, Springer, volume 39, issue 4, pages 1779-1806, June, DOI: 10.1007/s00180-023-01416-7.
  3. Tanguy Appriou & Didier Rullière & David Gaudrie, 2024, "Combination of optimization-free kriging models for high-dimensional problems," Computational Statistics, Springer, volume 39, issue 6, pages 3049-3071, September, DOI: 10.1007/s00180-023-01424-7.

2023

  1. Dammak, Wael & Hamad, Salah Ben & de Peretti, Christian & Eleuch, Hichem, 2023, "Pricing of European currency options considering the dynamic information costs," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100897.
  2. Dammak, Wael & Boutouria, Nahla & Ben Hamad, Salah & de Peretti, Christian, 2023, "Investor behavior in the currency option market during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00337.
  3. Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi, 2023, "Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 298-306, DOI: 10.1016/j.qref.2022.08.011.
  4. Sarra Ghaddab & Manel Kacem & Christian Peretti & Lotfi Belkacem, 2023, "Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty," Empirical Economics, Springer, volume 65, issue 3, pages 1105-1127, September, DOI: 10.1007/s00181-023-02371-4.

2022

  1. Rihem Braham & Christian Peretti & Lotfi Belkacem, 2022, "On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 64, issue 4, pages 606-645, December, DOI: 10.1057/s41294-021-00179-8.
  2. Frédéric Planchet & Édouard Debonneuil & Marie Péju, 2022, "Proposal to Extend Access to Loans for Serious Illnesses Using Open Data," Risks, MDPI, volume 10, issue 3, pages 1-20, February.
  3. Maatouk, Hassan & Bay, Xavier & Rullière, Didier, 2022, "A note on simulating hyperplane-truncated multivariate normal distributions," Statistics & Probability Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.spl.2022.109650.

2021

  1. Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi, 2021, "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102140.
  2. Havet, Nathalie & Bayart, Caroline & Bonnel, Patrick, 2021, "Why do Gender Differences in Daily Mobility Behaviours persist among workers?," Transportation Research Part A: Policy and Practice, Elsevier, volume 145, issue C, pages 34-48, DOI: 10.1016/j.tra.2020.12.016.
  3. Nathalie Havet & Caroline Bayart & Nicolas Lenne, 2021, "Le développement de la validation des acquis de l’expérience (VAE) à l’université : quels défis, quels bénéficiaires ?," Revue française d'économie, Presses de Sciences-Po, volume 0, issue 2, pages 83-132.
  4. Laverny, Oskar & Masiello, Esterina & Maume-Deschamps, Véronique & Rullière, Didier, 2021, "Dependence structure estimation using Copula Recursive Trees," Journal of Multivariate Analysis, Elsevier, volume 185, issue C, DOI: 10.1016/j.jmva.2021.104776.

2020

  1. Talbi, Marwa & de Peretti, Christian & Belkacem, Lotfi, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101645.
  2. Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi, 2020, "The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101184.
  3. Carole Brunet & Nathalie Havet, 2020, "Homeownership and job-match quality in France," Housing Studies, Taylor & Francis Journals, volume 35, issue 5, pages 925-953, May, DOI: 10.1080/02673037.2019.1642451.
  4. Gauchon, Romain & Loisel, Stéphane & Rullière, Jean-Louis & Trufin, Julien, 2020, "Optimal prevention strategies in the classical risk model," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 202-208, DOI: 10.1016/j.insmatheco.2020.02.003.
  5. Karim Barigou & Stéphane Loisel & Yahia Salhi, 2020, "Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect," Risks, MDPI, volume 9, issue 1, pages 1-18, December.
  6. Hashorva, Enkelejd & Rullière, Didier, 2020, "Asymptotic domination of sample maxima," Statistics & Probability Letters, Elsevier, volume 160, issue C, DOI: 10.1016/j.spl.2020.108703.
  7. Diana Dorobantu & Yahia Salhi & Pierre-E. Thérond, 2020, "Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities," Methodology and Computing in Applied Probability, Springer, volume 22, issue 2, pages 711-745, June, DOI: 10.1007/s11009-019-09729-1.

2019

  1. Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra, 2019, "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 106-133, DOI: 10.1016/j.ribaf.2019.04.005.
  2. Rihem Braham & Christian Peretti & Lotfi Belkacem, 2019, "Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 23, issue 4, pages 989-1006, December, DOI: 10.1007/s10997-019-09478-w.
  3. Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019, "The Credit Default Swap market contagion during recent crises: international evidence," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 1-46, July, DOI: 10.1007/s11156-018-0741-6.
  4. Nathalie Havet & Xavier Joutard & Alexis Penot, 2019, "Les pratiques d’activité réduite et leurs impacts sur les trajectoires professionnelles : une revue de la littérature," Revue d'économie politique, Dalloz, volume 129, issue 1, pages 11-47.
  5. Nathalie Havet, 2019, "La validation des acquis de l’expérience : une analyse des parcours," Revue française d'économie, Presses de Sciences-Po, volume 0, issue 2, pages 61-108.
  6. Nathalie Havet & Caroline Bayart & Patrick Bonnel, 2019, "La mobilité domicile-travail des actifs de l’aire urbaine lyonnaise : une approche temporelle (1995-2015)," Travail et Emploi, La DARES, volume 0, issue 4, pages 47-73.
  7. Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Yahia Salhi, 2019, "Le prix du risque de longévité," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 129-145.
  8. Castañer, Anna & Claramunt, M. Mercè & Lefèvre, Claude & Loisel, Stéphane, 2019, "Partially Schur-constant models," Journal of Multivariate Analysis, Elsevier, volume 172, issue C, pages 47-58, DOI: 10.1016/j.jmva.2019.01.007.
  9. Farid Flici & Frédéric Planchet, 2019, "Experience Prospective Life-Tables for the Algerian Retirees," Risks, MDPI, volume 7, issue 2, pages 1-21, April.
  10. Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E., 2019, "A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims," ASTIN Bulletin, Cambridge University Press, volume 49, issue 3, pages 741-762, September.

2018

  1. Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian Peretti & Abdelwahed Trabelsi, 2018, "Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier," Annals of Operations Research, Springer, volume 262, issue 2, pages 653-681, March, DOI: 10.1007/s10479-016-2235-z.
  2. Bayart, Caroline & Bonnel, Patrick & Havet, Nathalie, 2018, "Daily (im)mobility behaviours in France: An application of hurdle models," Transportation Research Part A: Policy and Practice, Elsevier, volume 116, issue C, pages 456-467, DOI: 10.1016/j.tra.2018.07.003.
  3. Mohamed Rochdi Keffala, 2018, "Analyzing the effect of derivatives on the financial soundness of commercial banks in Italy: An approach based on the CAMELS framework," Review of Financial Economics, John Wiley & Sons, volume 36, issue 3, pages 267-283, July, DOI: 10.1002/rfe.1020.
  4. Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018, "Longevity risk and capital markets: The 2015–16 update," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 157-173, DOI: 10.1016/j.insmatheco.2017.10.002.
  5. Debonneuil, Edouard & Loisel, Stéphane & Planchet, Frédéric, 2018, "Do actuaries believe in longevity deceleration?," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 325-338, DOI: 10.1016/j.insmatheco.2017.09.008.
  6. Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev, 2018, "A Quantum-Type Approach to Non-Life Insurance Risk Modelling," Risks, MDPI, volume 6, issue 3, pages 1-17, September.
  7. Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018, "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 43, issue 3, pages 420-455, July, DOI: 10.1057/s41288-018-0080-9.
  8. Edouard Debonneuil & Anne Eyraud-Loisel & Frédéric Planchet, 2018, "Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?," Risks, MDPI, volume 6, issue 3, pages 1-27, July.
  9. Guibert, Quentin & Planchet, Frédéric, 2018, "Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance," Insurance: Mathematics and Economics, Elsevier, volume 82, issue C, pages 21-36, DOI: 10.1016/j.insmatheco.2018.05.004.
  10. Thierry Moudiki & Frédéric Planchet & Areski Cousin, 2018, "Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks," Risks, MDPI, volume 6, issue 1, pages 1-20, March.
  11. Maume-Deschamps Véronique & Rullière Didier & Said Khalil, 2018, "Extremes for multivariate expectiles," Statistics & Risk Modeling, De Gruyter, volume 35, issue 3-4, pages 111-140, July, DOI: 10.1515/strm-2017-0014.
  12. V. Maume-Deschamps & D. Rullière & A. Usseglio-Carleve, 2018, "Spatial Expectile Predictions for Elliptical Random Fields," Methodology and Computing in Applied Probability, Springer, volume 20, issue 2, pages 643-671, June, DOI: 10.1007/s11009-017-9583-2.
  13. Salhi, Yahia & Thérond, Pierre-E., 2018, "Age-Specific Adjustment Of Graduated Mortality," ASTIN Bulletin, Cambridge University Press, volume 48, issue 2, pages 543-569, May.
  14. Linh Tran Dieu, 2018, "L'impact de la taille de l'actif sous gestion sur la performance des fonds de placement collectif," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 285-316.

2017

  1. Nathalie Havet, 2017, "Mobilité internationale des étudiants du supérieur et débuts de vie active," Revue française d'économie, Presses de Sciences-Po, volume 0, issue 2, pages 64-106.
  2. Nicole El Karoui & Stéphane Loisel, 2017, "Le risque de longévité est-il assurable ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 107-122.
  3. Boumezoued, Alexandre & Karoui, Nicole El & Loisel, Stéphane, 2017, "Measuring mortality heterogeneity with multi-state models and interval-censored data," Insurance: Mathematics and Economics, Elsevier, volume 72, issue C, pages 67-82, DOI: 10.1016/j.insmatheco.2016.09.014.
  4. Maume-Deschamps, V. & Rullière, D. & Usseglio-Carleve, A., 2017, "Quantile predictions for elliptical random fields," Journal of Multivariate Analysis, Elsevier, volume 159, issue C, pages 1-17, DOI: 10.1016/j.jmva.2017.04.007.
  5. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2017, "Impact of Dependence on Some Multivariate Risk Indicators," Methodology and Computing in Applied Probability, Springer, volume 19, issue 2, pages 395-427, June, DOI: 10.1007/s11009-016-9489-4.
  6. Maume-Deschamps Véronique & Rullière Didier & Said Khalil, 2017, "Multivariate extensions of expectiles risk measures," Dependence Modeling, De Gruyter, volume 5, issue 1, pages 20-44, January, DOI: 10.1515/demo-2017-0002.
  7. Linh Tran-Dieu & Marie-France Vernier, 2017, "La prévention des déchets : une analyse empirique des déterminants du comportement des entreprises," Revue d'économie industrielle, De Boeck Université, volume 0, issue 3, pages 79-111.

2016

  1. Haddak, Mohamed Mouloud & Lefèvre, Marie & Havet, Nathalie, 2016, "Willingness-to-pay for road safety improvement," Transportation Research Part A: Policy and Practice, Elsevier, volume 87, issue C, pages 1-10, DOI: 10.1016/j.tra.2016.01.010.
  2. Louafi Bouzouina & Nathalie Havet & Pascal Pochet, 2016, "Résider en zus influe-t-il sur la mobilité quotidienne des actifs ?. Une analyse économétrique à partir de l’enquête Ménages déplacements de Lyon (2006)," Revue économique, Presses de Sciences-Po, volume 67, issue 3, pages 551-580.
  3. Bensusan, Harry & El Karoui, Nicole & Loisel, Stéphane & Salhi, Yahia, 2016, "Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 61-72, DOI: 10.1016/j.insmatheco.2016.02.001.
  4. Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016, "Some mixing properties of conditionally independent processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 45, issue 5, pages 1241-1259, March, DOI: 10.1080/03610926.2013.851235.
  5. Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016, "Kriging of financial term-structures," European Journal of Operational Research, Elsevier, volume 255, issue 2, pages 631-648, DOI: 10.1016/j.ejor.2016.05.057.
  6. Di Bernardino Elena & Rullière Didier, 2016, "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Dependence Modeling, De Gruyter, volume 4, issue 1, pages 1-20, December, DOI: 10.1515/demo-2016-0019.

2015

  1. Nathalie Havet, 2015, "Les bénéficiaires de la validation des acquis de l'expérience. L'exemple de la Région Rhône-Alpes," Revue économique, Presses de Sciences-Po, volume 66, issue 6, pages 1131-1158.
  2. Govorun, Maria & Latouche, Guy & Loisel, Stéphane, 2015, "Phase-type aging modeling for health dependent costs," Insurance: Mathematics and Economics, Elsevier, volume 62, issue C, pages 173-183, DOI: 10.1016/j.insmatheco.2015.03.005.
  3. Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S., 2015, "Discrete Schur-constant models," Journal of Multivariate Analysis, Elsevier, volume 140, issue C, pages 343-362, DOI: 10.1016/j.jmva.2015.06.003.
  4. Julien Azzaz & Stéphane Loisel & Pierre-E. Thérond, 2015, "Some characteristics of an equity security next-year impairment," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 111-135, July, DOI: 10.1007/s11156-014-0432-x.
  5. Tomas, Julien & Planchet, Frédéric, 2015, "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 169-190, DOI: 10.1016/j.insmatheco.2015.03.020.
  6. Tran-Dieu, Linh, 2015, "How do mutual funds transfer scale economies to investors? Evidence from France," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 66-83, DOI: 10.1016/j.ribaf.2014.10.001.
  7. Linh Tran Dieu, 2015, "A Comparison of Bank and Non-bank Funds in the French Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 3, pages 273-294, June, DOI: 10.1007/s10693-014-0195-5.

2014

  1. Loisel, Stéphane & Trufin, Julien, 2014, "Properties of a risk measure derived from the expected area in red," Insurance: Mathematics and Economics, Elsevier, volume 55, issue C, pages 191-199, DOI: 10.1016/j.insmatheco.2014.01.012.
  2. Anisa Caja & Frédéric Planchet, 2014, "Modeling Cycle Dependence in Credit Insurance," Risks, MDPI, volume 2, issue 1, pages 1-15, March.
  3. Robert, Christian Y. & Therond, Pierre-E., 2014, "Distortion Risk Measures, Ambiguity Aversion And Optimal Effort," ASTIN Bulletin, Cambridge University Press, volume 44, issue 2, pages 277-302, May.

2013

  1. Mario Cerrato & Christian De Peretti & Chris Stewart, 2013, "Is The Consumption–Income Ratio Stationary? Evidence From Linear And Non-Linear Panel Unit Root Tests For Oecd And Non-Oecd Countries," Manchester School, University of Manchester, volume 81, issue 1, pages 102-120, January, DOI: 10.1111/manc.2013.81.issue-1.
  2. Mohamed Rochdi Keffala & Christian de Peretti, 2013, "Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries," Annals of Economics and Finance, Society for AEF, volume 14, issue 1, pages 169-178, May.
  3. Nathalie Havet & Guy Lacroix, 2013, "La formation continue, un moyen de réduire les inégalités salariales entre hommes et femmes ?," Revue économique, Presses de Sciences-Po, volume 64, issue 2, pages 279-308.
  4. Dutang, Christophe & Albrecher, Hansjoerg & Loisel, Stéphane, 2013, "Competition among non-life insurers under solvency constraints: A game-theoretic approach," European Journal of Operational Research, Elsevier, volume 231, issue 3, pages 702-711, DOI: 10.1016/j.ejor.2013.06.029.
  5. Guillou, Armelle & Loisel, Stéphane & Stupfler, Gilles, 2013, "Estimation of the parameters of a Markov-modulated loss process in insurance," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 2, pages 388-404, DOI: 10.1016/j.insmatheco.2013.07.003.
  6. Dutang, C. & Lefèvre, C. & Loisel, S., 2013, "On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 774-785, DOI: 10.1016/j.insmatheco.2013.09.020.
  7. Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013, "Impact of Climate Change on Heat Wave Risk," Risks, MDPI, volume 1, issue 3, pages 1-16, December.
  8. Tomas, Julien & Planchet, Frédéric, 2013, "Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 573-589, DOI: 10.1016/j.insmatheco.2013.03.009.
  9. Di Bernardino, Elena & Rullière, Didier, 2013, "Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 190-205, DOI: 10.1016/j.insmatheco.2013.05.001.
  10. Areski Cousin & Diana Dorobantu & Didier Rullière, 2013, "An extension of Davis and Lo's contagion model," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 3, pages 407-420, February, DOI: 10.1080/14697688.2012.727015.
  11. Di Bernardino Elena & Rullière Didier, 2013, "On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators," Dependence Modeling, De Gruyter, volume 1, issue 2013, pages 1-36, October, DOI: 10.2478/demo-2013-0001.

2012

  1. Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012, "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
  2. Nathalie Havet & Magali Morelle & Raphaël Remonnay & Marie-Odile Carrere, 2012, "Cancer patients’ willingness to pay for blood transfusions at home: results from a contingent valuation study in a French cancer network," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 3, pages 289-300, June, DOI: 10.1007/s10198-011-0328-9.
  3. Nathalie Havet & Magali Morelle & Raphaël Remonnay & Marie-Odile Carrère, 2012, "Econometric treatment of few protest responses in willingness-to-pay studies: An application in health care," Recherches économiques de Louvain, De Boeck Université, volume 78, issue 2, pages 53-74.
  4. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2012, "La propriété immobilière est-elle un obstacle pour sortir du chômage ?," Économie et Prévision, Programme National Persée, volume 200, issue 2, pages 161-183, DOI: 10.3406/ecop.2012.8112.
  5. Nteukam T., Oberlain & Planchet, Frédéric, 2012, "Stochastic evaluation of life insurance contracts: Model point on asset trajectories and measurement of the error related to aggregation," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 624-631, DOI: 10.1016/j.insmatheco.2012.09.001.
  6. Alexis Bienvenüe & Didier Rullière, 2012, "Iterative Adjustment of Survival Functions by Composed Probability Distortions," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 37, issue 2, pages 156-179, September.

2011

  1. Havet Nathalie & Morelle Magali & Remonnay Raphaël & Carrere Marie-Odile, 2011, "Valuing the Benefit for Cancer Patients of Receiving Blood Transfusions at Home," Journal of Benefit-Cost Analysis, De Gruyter, volume 2, issue 3, pages 1-19, August, DOI: 10.2202/2152-2812.1017.
  2. Bargès, Mathieu & Cossette, Hélène & Loisel, Stéphane & Marceau, Étienne, 2011, "On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula," ASTIN Bulletin, Cambridge University Press, volume 41, issue 1, pages 215-238, May.
  3. Loisel, Stéphane & Milhaud, Xavier, 2011, "From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital," European Journal of Operational Research, Elsevier, volume 214, issue 2, pages 348-357, October.
  4. Albrecher, Hansjörg & Constantinescu, Corina & Loisel, Stephane, 2011, "Explicit ruin formulas for models with dependence among risks," Insurance: Mathematics and Economics, Elsevier, volume 48, issue 2, pages 265-270, March.
  5. Romain Biard & Claude Lefèvre & Stéphane Loisel & Haikady N. Nagaraja, 2011, "Asymptotic finite‐time ruin probabilities for a class of path‐dependent heavy‐tailed claim amounts using Poisson spacings," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 27, issue 5, pages 503-518, September, DOI: 10.1002/asmb.857.
  6. 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, volume 48, issue 2, pages 161-175, March.
  7. Raphaëlle Bellando & Linh Tran-Dieu, 2011, "La relation entre flux d'entrées nets et performance des fonds. Une étude appliquée au cas des opcvm actions français," Revue économique, Presses de Sciences-Po, volume 62, issue 2, pages 255-275.

2010

  1. de Peretti, Christian & Siani, Carole, 2010, "Graphical methods for investigating the finite-sample properties of confidence regions," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 2, pages 262-271, February.
  2. Lefèvre, Claude & Loisel, Stéphane, 2010, "Stationary-excess operator and convex stochastic orders," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 1, pages 64-75, August.

2009

  1. Dany Lang & Christian de Peretti, 2009, "A strong hysteretic model of Okun's Law: theory and a preliminary investigation," International Review of Applied Economics, Taylor & Francis Journals, volume 23, issue 4, pages 445-462, DOI: 10.1080/02692170902954775.
  2. Nathalie Havet & Carole Brunet, 2009, "Propriété immobilière et déqualifications dans l'emploi," Revue Française d'Économie, Programme National Persée, volume 24, issue 1, pages 121-155, DOI: 10.3406/rfeco.2009.1723.
  3. Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2009, "Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 3, pages 374-381, December.

2008

  1. Nathalie Havet & Catherine Sofer, 2008, "Why Do Women's Wages Increase So Slowly Throughout Their Career? A Dynamic Model of Statistical Discrimination," LABOUR, CEIS, volume 22, issue 2, pages 291-314, June, DOI: 10.1111/j.1467-9914.2008.00409.x.
  2. Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2008, "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 2, pages 746-762, April.
  3. Biard, Romain & Lefèvre, Claude & Loisel, Stéphane, 2008, "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," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 3, pages 412-421, December.

2007

  1. Siani, Carole & de Peretti, Christian, 2007, "Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 5, pages 2442-2460, February.

2006

  1. Nathalie Havet, 2006, "La valorisation salariale et professionnelle de la formation en entreprise diffère-t-elle selon le sexe ? L'exemple canadien," Économie et Prévision, Programme National Persée, volume 175, issue 4, pages 147-161, DOI: 10.3406/ecop.2006.7568.
  2. Nathalie Havet, 2006, "L'insertion professionnelle des jeunes et mesures publiques : des trajectoires différenciées entre hommes et femmes," Annals of Economics and Statistics, GENES, issue 81, pages 225-251.

2005

  1. Rulliere, Didier & Loisel, Stephane, 2005, "The win-first probability under interest force," Insurance: Mathematics and Economics, Elsevier, volume 37, issue 3, pages 421-442, December.

2004

  1. de Peretti Christian & Siani Carole, 2004, "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1239.
  2. Nathalie Havet, 2004, "Écarts salariaux et disparités professionnelles entre sexes : développements théoriques et validité empirique," L'Actualité Economique, Société Canadienne de Science Economique, volume 80, issue 1, pages 5-39.
  3. Rulliere, Didier & Loisel, Stephane, 2004, "Another look at the Picard-Lefevre formula for finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, volume 35, issue 2, pages 187-203, October.
  4. Mazza, Christian & Rulliere, Didier, 2004, "A link between wave governed random motions and ruin processes," Insurance: Mathematics and Economics, Elsevier, volume 35, issue 2, pages 205-222, October.

2003

  1. Christian de Peretti, 2003, "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 2, pages 187-212, October, DOI: 10.1023/A:1026129729224.

Chapters

2015

  1. Philippe Belley & Nathalie Havet & Guy Lacroix, 2015, "Wage Growth and Job Mobility in the Early Career: Testing a Statistical Discrimination Model of the Gender Wage Gap☆," Research in Labor Economics, Emerald Group Publishing Limited, "Gender in the Labor Market", DOI: 10.1108/S0147-912120150000042007.

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