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Publications

by members of

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

(French School of Actuarial and Management Studies, Claude Bernanrd University of Lyon)

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

2022

  1. Marc Grossouvre & Didier Rullière, 2022. "Mixture Kriging on granular data [Krigeage de distributions de mélanges pour des données granulaires]," Working Papers hal-03276127, HAL.
  2. Nathalie Havet & Alexis Penot, 2022. "Trends in exposures to physically demanding working conditions in France in 2003, 2010, and 2017," Post-Print hal-03426056, HAL.

2021

  1. Pierre-Emmanuel Thérond, 2021. "Approche grand angle du biais d'optimisme," Post-Print hal-03259833, HAL.
  2. 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-03283265, HAL.
  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 ?," Post-Print hal-03350523, HAL.
  4. Nathalie Havet & Xavier Joutard & Alexis Penot & Caroline Bayart, 2021. "L’essor du travail indépendant en début de vie active," Post-Print hal-03350530, HAL.
  5. Nathalie Havet & Caroline Bayart & Patrick Bonnel, 2021. "Why do Gender Differences in Daily Mobility Behaviours persist among workers?," Post-Print hal-03350517, HAL.

2020

  1. 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-01664146, HAL.
  2. Stéphane Loisel, 2020. "On ruin theory with prevention," Post-Print hal-02617843, HAL.
  3. Stéphane Loisel, 2020. "On customer behaviour in insurance," Post-Print hal-02617847, HAL.
  4. Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin, 2020. "Optimal prevention strategies in the classical risk model," Post-Print hal-02314899, HAL.
  5. Stéphane Loisel, 2020. "Quickest detection in presence of seasonality: an illustration with call center data," Post-Print hal-02633903, HAL.
  6. 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-02905181, HAL.
  7. Stéphane Loisel & Anani Olympio & Jérémy Zozime, 2020. "Modelisation Des Chocs Biomeriques En Assurance De Personnes," Working Papers hal-02563112, HAL.
  8. Claude Lefèvre & Stéphane Loisel & Pierre Montesinos, 2020. "Bounding basis risk using s-convex orders on Beta-unimodal distributions," Working Papers hal-02611208, HAL.
  9. Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière, 2020. "Health-policyholder clustering using health consumption," Post-Print hal-02156058, HAL.
  10. Stéphane Loisel & Frank Schiller & Jennifer Wang, 2020. "Attitudes of supervisors with respect to AI and potential new insurance products," Post-Print hal-02984533, HAL.
  11. Denis Clot & David Ingram & Stéphane Loisel & Anani Ayodélé Olympio, 2020. "Attitudes towards analytics in the insurance and banking sectors," Post-Print hal-02984532, HAL.
  12. 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-02984527, HAL.
  13. Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin, 2020. "Optimal prevention of large risks with two types of claims," Post-Print hal-02314914, HAL.
  14. Stéphane Loisel, 2020. "Stable value : a contract at the interplay between insurance and finance," Post-Print hal-03045681, HAL.
  15. Stéphane Loisel, 2020. "On recent advances in sustainable actuarial science," Post-Print hal-03045685, HAL.
  16. Stéphane Loisel, 2020. "On customer behaviour in insurance and behavioural experiments," Post-Print hal-03045690, HAL.
  17. Stéphane Loisel, 2020. "Longevity risk and quickest detection problem: from theory to practice," Post-Print hal-03045664, HAL.
  18. Stéphane Loisel, 2020. "Quickest detection of changes in longevity patterns," Post-Print hal-03070877, HAL.
  19. Stéphane Loisel, 2020. "Quickest detection of changes in actuarial assumptions and design of KRI’s in ERM," Post-Print hal-03045618, HAL.
  20. 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-01840057, HAL.
  21. 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-02965146, HAL.
  22. Pierre-Emmanuel Thérond & Victor Froment, 2020. "IFRS 17: the sticking point of annual cohorts," Post-Print hal-02989360, HAL.
  23. Enkelejd Hashorva & Didier Rullière, 2020. "Asymptotic Domination of Sample Maxima," Post-Print hal-02277020, HAL.
  24. Caroline Bayart & Nathalie Havet & Patrick Bonnel & Louafi Bouzouina, 2020. "Young people and the private car: A love-hate relationship," Post-Print hal-02456502, HAL.
  25. Carole Brunet & Nathalie Havet, 2020. "Homeownership and job-match quality in France Housing studies," Post-Print hal-02194174, HAL.
  26. Nathalie Havet & J. Fournier & J. Stefanelli & M. Plantier & A. Penot, 2020. "Disparate exposure to physically demanding working conditions in France," Post-Print hal-03016411, HAL.
  27. 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-02959786, HAL.
  28. Frédéric Planchet & Auriol Wabo, 2020. "Mesure d’impact d’une variable binaire sur une réponse quantitative dans un cadre non paramétrique," Post-Print hal-02959808, HAL.
  29. Farid Flici & Frédéric Planchet, 2020. "Financial Sustainability of the Algerian Retirement System: A Perspective Analysis of the 50 Coming Years," Post-Print hal-02959072, HAL.
  30. 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 N," Post-Print hal-02958662, HAL.

2019

  1. Nesrine Mechri & Salah Ben Hamad & Christian Peretti, 2019. "The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic," Working Papers hal-01766742, HAL.
  2. Anna Castañer & M. Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2019. "Partially Schur-constant models," Post-Print hal-01998057, HAL.
  3. Stéphane Loisel, 2019. "Risque de longévité et surveillance de portefeuille," Post-Print hal-02055476, HAL.
  4. 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 19-26, Swiss Finance Institute.
  5. Stéphane Loisel, 2019. "Obfuscation and honesty, and their effect on distribution channel choices," Post-Print hal-02472044, HAL.
  6. Stéphane Loisel, 2019. "On detection problems related to longevity risk management," Post-Print hal-02472037, HAL.
  7. Stéphane Loisel, 2019. "Quickest detection of change in intensity and longevity risk management," Post-Print hal-02472016, HAL.
  8. Stéphane Loisel, 2019. "On insurtech innovations," Post-Print hal-02472046, HAL.
  9. Stéphane Loisel, 2019. "On detection and longevity," Post-Print hal-02472025, HAL.
  10. Stéphane Loisel, 2019. "On quickest detection issues for longevity risk," Post-Print hal-02472036, HAL.
  11. Stéphane Loisel & Julien Guyon, 2019. "Probabilités et coupe du monde féminine de la FIFA," Post-Print hal-02472040, HAL.
  12. Stéphane Loisel, 2019. "A longevity adventure with Nicole and LoLitA," Post-Print hal-02472042, HAL.
  13. Stéphane Loisel, 2019. "Market inconsistencies of the MCEV," Post-Print hal-02472032, HAL.
  14. Stéphane Loisel, 2019. "Quickest detection of actuarial assumptions and longevity risk management," Post-Print hal-02472028, HAL.
  15. Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Yahia Salhi, 2019. "Le prix du risque de longévité," Post-Print hal-02471990, HAL.
  16. Stéphane Loisel, 2019. "Reevaluation of the capital charge after a large shock," Post-Print hal-02472033, HAL.
  17. Stéphane Loisel, 2019. "From cusum strategy to longevity risk indicators," Post-Print hal-02472039, HAL.
  18. Stéphane Loisel, 2019. "How to design KRI’s from cusum in practice?," Post-Print hal-02472034, HAL.
  19. Véronique Blum & Pierre-Emmanuel Thérond & David Alexander & Emmanuel Laffort & Solvita Jancevska, 2019. "New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty," Working Papers hal-01991845, HAL.
  20. Pierre-Emmanuel Thérond, 2019. "L’essor des évaluations financières dans la fabrique des villes," Post-Print hal-02144876, HAL.
  21. Pierre-Emmanuel Thérond & Florian Bollotte, 2019. "Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator," Post-Print hal-02106131, HAL.
  22. 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-02106126, HAL.
  23. Véronique Blum & Pierre-Emmanuel Thérond, 2019. "Discount rates in IFRS: how practitioners depart the IFRS maze," Working Papers hal-01992506, HAL.
  24. Véronique Blum & Pierre-Emmanuel Thérond, 2019. "La valeur temps de l'argent : les enjeux des taux d'actualisation," Post-Print hal-02425286, HAL.
  25. 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-02387303, HAL.
  26. Nabil Kazi-Tani & Didier Rullière, 2019. "On a construction of multivariate distributions given some multidimensional marginals," Post-Print hal-01575169, HAL.
  27. Nathalie Havet & Caroline Bayart & Patrick Bonnel, 2019. "La mobilité domicile-travail des actifs de l’aire urbaine lyonnaise : une approche temporelle (1995-2015)," Post-Print hal-02440063, HAL.
  28. Nathalie Havet & Xavier Joutard & Alexis Pénot, 2019. "Les pratiques d’activité réduite et leurs impacts sur les trajectoires professionnelles : Une revue de la littérature: Une revue de la littérature," Sciences Po publications info:hdl:2441/1v5orglviq8, Sciences Po.
  29. Nathalie Havet, 2019. "La validation des acquis de l'expérience : une analyse des parcours," Post-Print hal-02002888, HAL.
  30. Morgane Plantier, 2019. "Advantageous Selection and Risk Aversion: An Econometric Analysis in the French Complementary Health Insurance Market," Post-Print hal-02163240, HAL.
  31. 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-02476291, HAL.
  32. Po-Keng Cheng & Frédéric Planchet, 2019. "Stochastic Deflator for an Economic Scenario Generator with Five Factors," Working Papers hal-01730072, HAL.
  33. Quentin Guibert & Frédéric Planchet, 2019. "Measuring Long-Term Insurance Contract Biometric Risks," Post-Print hal-02402367, HAL.

2018

  1. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap," Working Papers hal-01698006, HAL.
  2. Saker Sabkha & Christian de Peretti, 2018. "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Working Papers hal-01710398, HAL.
  3. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models," Working Papers hal-01769390, HAL.
  4. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A Self-Exciting Threshold Autoregression approach," Working Papers hal-01698012, HAL.
  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-01762523, HAL.
  6. Christian de Peretti, 2018. "Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis," Post-Print hal-02095485, HAL.
  7. 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-01300673, HAL.
  8. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
  9. Stéphane Loisel, 2018. "On the reevaluation of the Solvency Capital Requirement after a large shock," Post-Print hal-02013423, HAL.
  10. Claire Mouminoux & Jean-Louis Rullière & Stéphane Loisel, 2018. "Obfuscation and Honesty Experimental Evidence on Insurance Demand with Multiple Distribution Channels," Working Papers hal-01819522, HAL.
  11. Stéphane Loisel, 2018. "On discrete Schur-constant vectors, with applications," Post-Print hal-02055549, HAL.
  12. 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-02055523, HAL.
  13. Stéphane Loisel, 2018. "Modélisation, surveillance et transfert du risque de longévité," Post-Print hal-02013474, HAL.
  14. Claude Lefèvre & Stéphane Loisel & Sergey Utev, 2018. "Markov Property in Discrete Schur-constant Models," Post-Print hal-01995775, HAL.
  15. Stéphane Loisel, 2018. "Recent longevity transfer solutions," Post-Print hal-02013434, HAL.
  16. David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn, 2018. "Longevity risk and capital markets: The 2015–16 update," Post-Print hal-01995778, HAL.
  17. Stéphane Loisel, 2018. "How to design longevity /mortality KRI’s from Cusum," Post-Print hal-02055496, HAL.
  18. Stéphane Loisel, 2018. "Solutions to biometric, mortality and longevity risk," Post-Print hal-02013426, HAL.
  19. Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipovic & Pablo Koch-Médina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Franck Schiller & Hato Schmeiser & Joël Wagner, 2018. "Asset-liability management for long-term insurance business," Post-Print hal-01995785, HAL.
  20. Stéphane Loisel, 2018. "ERM and Analytics," Post-Print hal-02012522, HAL.
  21. Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev, 2018. "A Quantum-Type Approach to Non-Life Insurance Risk Modelling," Post-Print hal-01995767, HAL.
  22. Stéphane Loisel, 2018. "Attitudes face au risque et face à l’analytics," Post-Print hal-02055555, HAL.
  23. Aurore Bignon & Yahia Salhi & Pierre-Emmanuel Thérond, 2018. "Solvency ratio proxy methodology for risk management pruposes," Post-Print hal-02017154, HAL.
  24. 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-01992519, HAL.
  25. Pierre-Emmanuel Thérond, 2018. "Modelling equity securities impairment for market consistent valuation of life insurance liabilities," Post-Print hal-01799372, HAL.
  26. Pierre-Emmanuel Thérond, 2018. "Modélisation de la longévité de populations d’assurés : une approche par crédibilité," Post-Print hal-01993622, HAL.
  27. 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-01992589, HAL.
  28. Pierre-Emmanuel Thérond, 2018. "Best estimate mortality tables: credibility approaches," Post-Print hal-01799368, HAL.
  29. Yahia Salhi & Pierre-Emmanuel Thérond, 2018. "Age-Specific Adjustment of Graduated Mortality," Post-Print hal-01391285, HAL.
  30. 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-03341338, HAL.
  31. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2018. "Extremes for multivariate expectiles," Post-Print hal-01923798, HAL.
  32. 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 2018-41, Observatoire Francais des Conjonctures Economiques (OFCE).
  33. 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-01989323, HAL.
  34. 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 halshs-01618724, HAL.
  35. 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 halshs-01784957, HAL.
  36. 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 halshs-01819359, HAL.
  37. 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-02002921, HAL.
  38. Morgane Plantier, 2018. "The Determinants of Prevention and Health Decisions: Role of Insurance and Behavioral Biases," Post-Print hal-02003217, HAL.
  39. Caroline Bayart & Patrick Bonnel & Nathalie Havet, 2018. "Daily (im)mobility behaviours in France: An application of hurdle models," Post-Print hal-01849520, HAL.
  40. 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 halshs-01670155, HAL.
  41. Morgane Plantier, 2018. "Advantageous selection and risk aversion: an econometric analysis in the French health insurance market," Post-Print hal-02002927, HAL.
  42. Quentin Guibert & Frédéric Planchet & Michael Schwarzinger, 2018. "Mesure Du Risque De Perte D'Autonomie Totale En France Métropolitaine," Post-Print hal-02055149, HAL.
  43. Frédéric Planchet & Quentin Guibert & Michaël Schwarzinger, 2018. "Mesure De L'Espérance De Vie Sans Dépendance Totale En France Métropolitaine," Post-Print hal-02055147, HAL.
  44. Frédéric Planchet & Quentin Guibert & Michaël Schwarzinger, 2018. "Mesure De L'Espérance De Vie En Dépendance Totale En France," Post-Print hal-02055152, HAL.
  45. Thierry Moudiki & Frédéric Planchet & Areski Cousin, 2018. "Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks," Post-Print hal-02055155, HAL.
  46. Edouard Debonneuil & Anne Eyraud-Loisel & Frédéric Planchet, 2018. "Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?," Post-Print hal-01571937, HAL.
  47. 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-01767207, HAL.
  48. 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-01767208, HAL.
  49. 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-01804604, HAL.
  50. Linh Tran Dieu, 2018. "Foreign-promoted mutual funds in the continental European market," Post-Print hal-01757080, HAL.

2017

  1. Rihem Braham & Lotfi Belkacem & Christian de Peretti+, 2017. "Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries," Working Papers hal-01520154, HAL.
  2. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2017. "International risk spillover in the sovereign credit markets: An empirical analysis," Working Papers hal-01652526, HAL.
  3. Christian de Peretti, 2017. "Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model," Post-Print hal-02095491, HAL.
  4. Sawssen Araichi & Lotfi Belkacem & Christian de Peretti, 2017. "“Reserve modelling and the aggregation of risks using time varying copula models," Post-Print hal-01764023, HAL.
  5. Christian de Peretti, 2017. "Do political connections affect banks' leverage? Evidence from some MENA countries," Post-Print hal-02095489, HAL.
  6. 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-02103954, HAL.
  7. Claude Lefèvre & Stéphane Loisel & Sergey Utev, 2017. "On finite exchangeable sequences and their dependence," Post-Print hal-01995790, HAL.
  8. Stéphane Loisel, 2017. "Quickest detection of change in actuarial assumptions," Post-Print hal-02013556, HAL.
  9. Stéphane Loisel, 2017. "Monitoring actuarial assumptions in life insurance," Post-Print hal-02013521, HAL.
  10. 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-01995772, HAL.
  11. Stéphane Loisel, 2017. "Monitoring actuarial assumptions in insurance," Post-Print hal-02013535, HAL.
  12. Nicole El Karoui & Stéphane Loisel, 2017. "Le risque de longévité est-il assurable ?," Post-Print hal-01995781, HAL.
  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-01242023, HAL.
  14. Stéphane Loisel, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print hal-02013517, HAL.
  15. Stéphane Loisel, 2017. "Strategies optimales de détection rapide de rupture pour une classe de processus ponctuels," Post-Print hal-02013510, HAL.
  16. Stéphane Loisel, 2017. "Short course on ERM," Post-Print hal-02013542, HAL.
  17. Stéphane Loisel, 2017. "Discrete Schur-Constant Models in Insurance," Post-Print hal-02013530, HAL.
  18. Stéphane Loisel, 2017. "Data analytics and innovations in insurance," Post-Print hal-02013546, HAL.
  19. Yahia Salhi & Stéphane Loisel, 2017. "Basis risk modelling: a co-integration based approach," Post-Print hal-00746859, HAL.
  20. 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-01992065, HAL.
  21. 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-01992054, HAL.
  22. Yahia Salhi & Pierre-Emmanuel Thérond, 2017. "Tables de mortalité best estimate : une approche par crédibilité," Post-Print hal-02017156, HAL.
  23. Pierre-Emmanuel Thérond, 2017. "Dette souveraine et assurance : intérêts croisés," Post-Print hal-01467460, HAL.
  24. V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said, 2017. "Asymptotic multivariate expectiles," Papers 1704.07152, arXiv.org, revised Jan 2018.
  25. Elena Di Bernardino & Didier Rullière, 2017. "A note on upper-patched generators for Archimedean copulas," Post-Print hal-01347869, HAL.
  26. François Bachoc & Emile Contal & Hassan Maatouk & Didier Rullière, 2017. "Gaussian processes for computer experiments," Post-Print hal-01665936, HAL.
  27. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2017. "Multivariate Extensions Of Expectiles Risk Measures," Post-Print hal-01367277, HAL.
  28. 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 halshs-01653409, HAL.
  29. 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 halshs-01524444, HAL.
  30. 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 halshs-01421101, HAL.
  31. 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 halshs-01446700, HAL.
  32. 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 halshs-01619178, HAL.
  33. 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-01509483, HAL.
  34. Linh Tran Dieu & Marie-France Vernier, 2017. "La prévention des déchets : une analyse empirique des déterminants du comportement des entreprises," Post-Print hal-01700900, HAL.
  35. Linh Tran Dieu & Linh Tran Dieu, 2017. "Mutual Fund Governance: Depositary Independence and Investor Protection," Post-Print hal-01698557, HAL.

2016

  1. Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet, 2016. "Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization," Working Papers hal-01299566, HAL.
  2. 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 halshs-01366993, HAL.
  3. Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2016. "Solvency capital requirement for a temporal dependent losses in insurance," Post-Print hal-02103956, HAL.
  4. Christian de Peretti, 2016. "Pricing Perpetual Turbo-Warrants," Post-Print hal-02095495, HAL.
  5. 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-02103959, HAL.
  6. Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016. "Some mixing properties of conditionally independent processes," Post-Print hal-00670649, HAL.
  7. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2016. "Wind Storm Risk Management," Working Papers hal-01299692, HAL.
  8. David Ingram & Stéphane Loisel, 2016. "Models and Behaviour of Stakeholders," Post-Print hal-01995808, HAL.
  9. Stéphane Loisel, 2016. "Online monitoring of actuarial assumptions," Post-Print hal-02013573, HAL.
  10. Stéphane Loisel, 2016. "Online monitoring of longevity and actuarial assumptions," Post-Print hal-02013561, HAL.
  11. 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-00768526, HAL.
  12. Hansjörg Albrecher & Paul Embrechts & Damir Filipović & Glenn Harrison & Pablo Koch & Stéphane Loisel & Paolo Vanini & Joël Wagner, 2016. "Old-age provision: past, present, future," Post-Print hal-01995799, HAL.
  13. Stéphane Loisel, 2016. "Quickest detection of some changes in longevity patterns," Post-Print hal-02013586, HAL.
  14. Stéphane Loisel, 2016. "Quickest detection strategy for changes in longevity patterns and longevity risk management," Post-Print hal-02013579, HAL.
  15. Stéphane Loisel, 2016. "Vision conditionnelle du monde dans les stress tests et révision des hypothèses actuarielles," Post-Print hal-02013570, HAL.
  16. Stéphane Loisel, 2016. "Several problems in ruin theory," Post-Print hal-02013592, HAL.
  17. Stéphane Loisel, 2016. "ERM for insurance companies," Post-Print hal-02013588, HAL.
  18. Stéphane Loisel & Kati Nisipasu, 2016. "Ex-ante Model Validation and Back-Testing," Post-Print hal-01995807, HAL.
  19. Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016. "A Credibility Approach of the Makeham Mortality Law," Post-Print hal-01232683, HAL.
  20. Pierre-Emmanuel Thérond, 2016. "About Market Consistent Valuation in Insurance," Post-Print hal-01296792, HAL.
  21. Pierre-Emmanuel Thérond, 2016. "En quoi la norme comptable influence-t-elle le choix des indicateurs de risque et de performance ?," Post-Print hal-01296802, HAL.
  22. Pierre-Emmanuel Thérond, 2016. "Data Science en assurance : une brève incitation," Post-Print hal-01367393, HAL.
  23. Valérie Deppe & Pierre-Emmanuel Thérond, 2016. "Communication financière : le prochain défi des assureurs," Post-Print hal-01348051, HAL.
  24. Xavier Milhaud & Pierre-Emmanuel Thérond & Olivier Lopez, 2016. "Weighted CART algorithm for censored data," Post-Print hal-01396747, HAL.
  25. Jean-Paul Félix & Pierre-Emmanuel Thérond, 2016. "Travaux du GT proxy Solvabilité II," Post-Print hal-02017159, HAL.
  26. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2016. "Tree-based censored regression with applications in insurance," Post-Print hal-01141228, HAL.
  27. Areski Cousin & Hassan Maatouk & Didier Rulli`ere, 2016. "Kriging of financial term-structures," Papers 1604.02237, arXiv.org.
  28. Areski Cousin & Hassan Maatouk & Didier Rullière, 2016. "Estimation de la courbe d'actualisation par krigeage sous contraintes," Working Papers hal-01422365, HAL.
  29. Elena Di Bernardino & Didier Rullière, 2016. "On tail dependence coefficients of transformed multivariate Archimedean copulas," Post-Print hal-00992707, HAL.
  30. Elena Di Bernardino & Didier Rullière, 2016. "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Post-Print hal-01147778, HAL.
  31. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2016. "On a capital allocation by minimizing multivariate risk indicators," Post-Print hal-01082559, HAL.
  32. Nathalie Havet, 2016. "Mobilité internationale des étudiants du supérieur et débuts de vie active," Working Papers 1610, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  33. 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 halshs-01333480, HAL.
  34. 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 halshs-01446751, HAL.
  35. 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 halshs-01237575, HAL.
  36. 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 halshs-01421058, HAL.
  37. 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 halshs-01301932, HAL.
  38. 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-02002851, HAL.
  39. 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 halshs-01328996, HAL.

2015

  1. Christian de Peretti, 2015. "A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier," Post-Print hal-02095499, HAL.
  2. Christian de Peretti, 2015. "Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier," Post-Print hal-02095502, HAL.
  3. Christian de Peretti, 2015. "Le traitement de l’incertitude dans les évaluations médico-économiques," Post-Print hal-02095512, HAL.
  4. 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-02103957, HAL.
  5. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2015. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.
  6. Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015. "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," PSE Working Papers halshs-01165475, HAL.
  7. Alexandre Boumezoued & Nicole El Karoui & Stéphane Loisel, 2015. "Measuring mortality heterogeneity with multi-state models and interval-censored data," Working Papers hal-01215350, HAL.
  8. Nicole El Karoui & Stéphane Loisel & Yahia Salhi, 2015. "Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate," Working Papers hal-01149749, HAL.
  9. Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet, 2015. "Do actuaries believe in longevity deceleration?," Working Papers hal-01219270, HAL.
  10. Stéphane Loisel, 2015. "On some robustness and some uncertainty issues in ruin theory," Post-Print hal-02013620, HAL.
  11. Stéphane Loisel, 2015. "On some longevity modelling and monitoring issues," Post-Print hal-02013636, HAL.
  12. Stéphane Loisel, 2015. "On a quickest detection problem for longevity risk with two populations," Post-Print hal-02014060, HAL.
  13. Maria Govorun & Guy Latouche & Stéphane Loisel, 2015. "Phase-type aging modeling for health dependent costs," Post-Print hal-01084274, HAL.
  14. 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-01081759, HAL.
  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-01081758, HAL.
  16. Stéphane Loisel, 2015. "ERM and Solvency II," Post-Print hal-02013624, HAL.
  17. Anna Castañer & Maria Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2015. "Discrete Schur-constant models," Post-Print hal-01081756, HAL.
  18. 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-00853680, HAL.
  19. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Arbres de régression et de classification (CART)," Post-Print hal-01152263, HAL.
  20. Pierre-Emmanuel Thérond, 2015. "Assurance et actuariat : éléments de perspective," Post-Print hal-01176057, HAL.
  21. Pierre-Emmanuel Thérond, 2015. "Role of models in insurance regulation and financial reporting," Post-Print hal-01233342, HAL.
  22. Pierre-Emmanuel Thérond, 2015. "Les taux bas : changement de paradigme ?," Post-Print hal-01221967, HAL.
  23. V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said, 2015. "A risk management approach to capital allocation," Papers 1506.04125, arXiv.org.
  24. V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said, 2015. "Impact of dependence on some multivariate risk indicators," Papers 1507.01175, arXiv.org.
  25. Elena Di Bernardino & Didier Rullière, 2015. "Estimation of multivariate critical layers: Applications to rainfall data," Post-Print hal-00940089, HAL.
  26. 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 halshs-01143900, HAL.
  27. 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 1512, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  28. Nathalie Havet, 2015. "Les bénéficiaires de la valorisation des acquis de l'expérience : l'exemple de la région Rhône-Alpes," Post-Print halshs-00954930, HAL.
  29. 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 halshs-01237556, HAL.
  30. 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 halshs-01193143, HAL.
  31. Nathalie Havet & Magali Morelle & Alexis Penot & Raphaël Remonnay, 2015. "Understanding the patients’ preferences for home blood transfusion : a WTA-WTP Analysis," Post-Print halshs-01157693, HAL.
  32. 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-01178812, HAL.
  33. Florent Gbongue & Frédéric Planchet & Oulidi Abderrahim, 2015. "État des lieux des systèmes de retraite en Afrique subsaharienne francophone," Post-Print hal-01301741, HAL.
  34. Linh Tran Dieu, 2015. "How do mutual funds transfer scale economies to investors? Evidence from France," Post-Print hal-01698612, HAL.
  35. Linh Tran Dieu, 2015. "A comparison of bank and non-bank funds in the French market," Post-Print hal-01698566, HAL.

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-02095508, HAL.
  2. 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-00816894, HAL.
  3. Dominik Kortschak & Stéphane Loisel & Pierre Ribereau, 2014. "Ruin problems with worsening risks or with infinite mean claims," Post-Print hal-00735843, HAL.
  4. Stéphane Loisel & Julien Trufin, 2014. "Properties of a risk measure derived from the expected area in red," Post-Print hal-00870224, HAL.
  5. Stéphane Loisel, 2014. "On Schur-constant models," Post-Print hal-02013757, HAL.
  6. Stéphane Loisel, 2014. "Mesures de risque et theorie de la ruine," Post-Print hal-02013774, HAL.
  7. Stéphane Loisel, 2014. "Key Risk Indicators and quickest detection problems," Post-Print hal-02013789, HAL.
  8. Stéphane Loisel, 2014. "Impairments of financial securities & News from LoLitA," Post-Print hal-02013735, HAL.
  9. Patrice Bertail & Stéphane Loisel, 2014. "Théorie de la ruine," Post-Print hal-01995811, HAL.
  10. Stéphane Loisel, 2014. "Understanding, modeling and managing longevity risk," Post-Print hal-02013809, HAL.
  11. Stéphane Loisel, 2014. "Fast Change Detection on Proportional Two-Population Hazard Rates," Post-Print hal-02013769, HAL.
  12. Stéphane Loisel, 2014. "Ruin theory with correlated risks, or with worsening claims Bonus: Longevity meets ruin theory," Post-Print hal-02013800, HAL.
  13. Stéphane Loisel, 2014. "Solvabilité," Post-Print hal-01995814, HAL.
  14. Florin Avram & Romain Biard & Christophe Dutang & Stéphane Loisel & Landy Rabehasaina, 2014. "A survey of some recent results on Risk Theory," Post-Print hal-01616178, HAL.
  15. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.
  16. Pierre-Emmanuel Thérond, 2014. "Alarm System for Credit Losses Impairment under IFRS 9," Post-Print hal-01152097, HAL.
  17. Frédéric Planchet & Pierre-Emmanuel Thérond, 2014. "Survival Analysis," Post-Print hal-01152086, HAL.
  18. Pierre-Emmanuel Thérond, 2014. "Dépréciations d'actifs financiers en IAS 39 : quelques caractéristiques," Post-Print hal-00947589, HAL.
  19. Pierre-Emmanuel Thérond, 2014. "Dépréciation comptable d’actifs financiers – problématiques et principaux résultats obtenus," Post-Print hal-02017165, HAL.
  20. Christian Yann Robert & Pierre-Emmanuel Thérond, 2014. "Ambiguïté et impact sur les prises de décisions en univers incertain," Post-Print hal-02017171, HAL.
  21. Mohamed Mouloud Haddak & Nathalie Havet & Marie Lefèvre, 2014. "Willingness-to-pay for road safety improvement," Working Papers halshs-00950017, HAL.
  22. Nathalie Havet, 2014. "Le rôle de l’accompagnement dans la réussite des parcours de validation des acquis de l’expérience," Working Papers 1436, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  23. 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 1437, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  24. 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 halshs-01080585, HAL.
  25. Nathalie Havet, 2014. "Les théories économiques de la discrimination entre genres," Post-Print halshs-01077148, HAL.
  26. 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 halshs-00954964, HAL.
  27. 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 halshs-01080555, HAL.
  28. 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 halshs-01087916, HAL.
  29. Quentin Guibert & Marc Juillard & Frédéric Planchet & Oberlain Nteukam Teuguia, 2014. "Solvabilité prospective en assurance: Méthodes quantitatives pour l'ORSA," Post-Print hal-01169543, HAL.

2013

  1. Claude Lefèvre & Stéphane Loisel, 2013. "On multiply monotone distributions, continuous or discrete, with applications," Post-Print hal-00750562, HAL.
  2. Julien Trufin & Stéphane Loisel, 2013. "Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments," Post-Print hal-00426790, HAL.
  3. Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013. "Impact of Climate Change on HeatWave Risk," Post-Print hal-00937071, HAL.
  4. Manel Kacem & Claude Lefèvre & Stéphane Loisel, 2013. "Convex extrema for nonincreasing discrete distributions: effects of convexity constraints," Working Papers hal-00912942, HAL.
  5. 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-00746251, HAL.
  6. Christophe Dutang & Hansjoerg Albrecher & Stéphane Loisel, 2013. "Competition among non-life insurers under solvency constraints: A game-theoretic approach," Post-Print hal-00746245, HAL.
  7. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.
  8. Christian Robert & Pierre-Emmanuel Thérond, 2013. "Ambiguïté et aversion à l'incertitude," Post-Print hal-01231852, HAL.
  9. Elena Di Bernardino & Didier Rullière, 2013. "On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators," Post-Print hal-00834000, HAL.
  10. Elena Di Bernardino & Didier Rullière, 2013. "Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory," Post-Print hal-00750873, HAL.
  11. 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-00625099, HAL.
  12. 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-00759677, HAL.
  13. 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 halshs-00954966, HAL.
  14. 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 halshs-00799521, HAL.
  15. 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 halshs-00954710, HAL.
  16. Nathalie Havet, 2013. "Une formation professionnelle sans effets sur les salaires," Post-Print halshs-00879022, HAL.

2012

  1. 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-00417800, HAL.
  2. Stéphane Loisel & Hans-U. Gerber, 2012. "Why ruin theory should be of interest for insurance practitioners and risk managers nowadays," Post-Print hal-00746231, HAL.
  3. 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-00671825, HAL.
  4. Stéphane Loisel, 2012. "ORSA et mesures de risque multi-périodiques," Post-Print hal-00723931, HAL.
  5. Stéphane Loisel, 2012. "Quelques problématiques de mathématiques appliquées à l'actuariat," Post-Print hal-00723924, HAL.
  6. Stéphane Loisel, 2012. "On some practical correlation issues in Enterprise Risk Management," Post-Print hal-00746262, HAL.
  7. Stéphane Loisel, 2012. "ORSA in Europe and in North America," Post-Print hal-00723922, HAL.
  8. Stéphane Loisel, 2012. "Problématiques de théorie de la ruine en univers multivarié," Post-Print hal-00746265, HAL.
  9. Stéphane Loisel, 2012. "Risques corrélés en théorie du risque," Post-Print hal-00723927, HAL.
  10. Stéphane Loisel, 2012. "On ruin models with correlated risks," Post-Print hal-00671921, HAL.
  11. Stéphane Loisel, 2012. "On ruin models with dependence," Post-Print hal-00723918, HAL.
  12. Stéphane Loisel, 2012. "On ruin for worsening claims," Post-Print hal-00746261, HAL.
  13. Stéphane Loisel, 2012. "Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean," Post-Print hal-00746257, HAL.
  14. Stéphane Loisel, 2012. "On the domain of validity of the DeVylder-Goovaerts conjecture," Post-Print hal-00723930, HAL.
  15. Stéphane Loisel, 2012. "Ruin probabilities with correlated claims," Post-Print hal-00723921, HAL.
  16. Stéphane Loisel, 2012. "Ruin theory with dependent risks," Post-Print hal-00671922, HAL.
  17. Stéphane Loisel, 2012. "Théorie de la ruine et risques corrélés," Post-Print hal-00723928, HAL.
  18. Stéphane Loisel, 2012. "Dependence models in risk theory," Post-Print hal-00723919, HAL.
  19. Stéphane Loisel, 2012. "Acceleration techniques of nested simulations in insurance," Post-Print hal-00746258, HAL.
  20. Stéphane Loisel, 2012. "A game-theoretic approach to non-life insurance markets," Post-Print hal-00746267, HAL.
  21. Pierre-Emmanuel Thérond, 2012. "Les risques, les assurances et la normalisation," Post-Print hal-00931710, HAL.
  22. Elena Di Bernardino & Didier Rullière, 2012. "Distortions of multivariate risk measures: a level-sets based approach," Working Papers hal-00756387, HAL.
  23. Alexis Bienvenüe & Didier Rullière, 2012. "Iterative Adjustment of Survival Functions by Composed Probability Distortions," Post-Print hal-00665890, HAL.
  24. 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 halshs-00697762, HAL.
  25. Nathalie Havet, 2012. "Les bénéficiaires de la validation des acquis de l'expérience : l'exemple de la Région Rhône-Alpes," Working Papers halshs-00695924, HAL.
  26. 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 halshs-00735742, HAL.
  27. Nathalie Havet, 2012. "L’impact des politiques d’exonérations territoriales : méthodes d’évaluation et résultats," Working Papers 1231, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  28. 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 halshs-00956905, HAL.
  29. 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) 2012023, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  30. 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 halshs-00681345, HAL.
  31. 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 halshs-00642497, HAL.
  32. Frédéric Planchet & Quentin Guibert & Marc Juillard, 2012. "Measuring Uncertainty of Solvency Coverage Ratio in ORSA for Non-Life Insurance," Post-Print hal-01169220, HAL.

2011

  1. 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 ," Post-Print halshs-00628854, HAL.
  2. 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-00409418, HAL.
  3. 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-00426502, HAL.
  4. 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-00450003, HAL.
  5. Stéphane Loisel & Xavier Milhaud, 2011. "From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital," Post-Print hal-00502847, HAL.
  6. Mathieu Bargès & Stéphane Loisel & Xavier Venel, 2011. "On finite-time ruin probabilities with reinsurance cycles influenced by large claims," Post-Print hal-00430178, HAL.
  7. 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-00517766, HAL.
  8. Hansjoerg Albrecher & Corina Constantinescu & Stéphane Loisel, 2011. "Explicit ruin formulas for models with dependence among risks," Post-Print hal-00540621, HAL.
  9. Stéphane Loisel, 2011. "Méthodes d'accélération de la méthode des simulations dans les simulations," Post-Print hal-00671920, HAL.
  10. Stéphane Loisel, 2011. "On some risk models with dependence," Post-Print hal-00586457, HAL.
  11. Stéphane Loisel, 2011. "On ruin models with dependent risks," Post-Print hal-00671926, HAL.
  12. Stéphane Loisel, 2011. "7 lectures on Enterprise Risk Management," Post-Print hal-00671924, HAL.
  13. Stéphane Loisel, 2011. "Variable annuities and surrender risk," Post-Print hal-00586456, HAL.
  14. Stéphane Loisel, 2011. "Explicit ruin probabilities with dependent risks," Post-Print hal-00671923, HAL.
  15. Stéphane Loisel, 2011. "Understanding and managing longevity risk," Post-Print hal-00589695, HAL.
  16. Stéphane Loisel, 2011. "Explicit ruin formulas for dependent risks," Post-Print hal-00600093, HAL.
  17. Stéphane Loisel, 2011. "Théorie de la ruine en présence de risques corrélés," Post-Print hal-00671918, HAL.
  18. Stéphane Loisel, 2011. "Surrender risk and correlation crises," Post-Print hal-00671919, HAL.
  19. Stéphane Loisel, 2011. "Cours Bachelier sur le risque de longévité," Post-Print hal-00566486, HAL.
  20. Stéphane Loisel, 2011. "Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis," Post-Print hal-00671925, HAL.
  21. Oberlain Nteukam Teuguia & Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee," Post-Print hal-00543029, HAL.
  22. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
  23. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Modélisation statistique des phénomènes de durée," Post-Print hal-01231856, HAL.
  24. 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-00557751, HAL.
  25. Pierre Ribereau & Didier Rullière, 2011. "Agrégation d'informations et alternative au krigeage en environnement aléatoire," Working Papers hal-00575604, HAL.
  26. Areski Cousin & Diana Dorobantu & Didier Rullière, 2011. "Valuation of Portfolio Loss Derivatives in An Infectious Model," Post-Print hal-00665027, HAL.
  27. Alexis Bienvenüe & Didier Rullière, 2011. "On hyperbolic iterated distortions for the adjustment of survival functions," Post-Print hal-00665349, HAL.
  28. Carole Brunet & Nathalie Havet, 2011. "Homeownership and job-match quality in France," Working Papers halshs-00649088, HAL.
  29. Marie-Odile Carrère & Nathalie Havet & Magali Morelle & Raphaël Remonnay, 2011. "Valuing the Benefit for Cancer Patients of Receiving Blood Transfusions at Home," Post-Print halshs-00642500, HAL.
  30. 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-00553898, HAL.
  31. Aymric Kamega & Frédéric Planchet, 2011. "Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables," Post-Print hal-00593874, HAL.
  32. 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-00593873, HAL.

2010

  1. Christian de Peretti & Carole Siani & Mario Cerrato, 2010. "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," Working Papers 2010_05, Business School - Economics, University of Glasgow.
  2. Claude Lefèvre & Stéphane Loisel, 2010. "Stationary-excess operator and convex stochastic orders," Post-Print hal-00442047, HAL.
  3. 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-00502851, HAL.
  4. 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-00372525, HAL.
  5. 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-00502848, HAL.
  6. Stéphane Loisel, 2010. "Joint modeling of portfolio experienced and national mortality: A co-integration based approach," Post-Print hal-00502852, HAL.
  7. Stéphane Loisel, 2010. "Solvabilité des compagnies d'assurance," Post-Print hal-00540618, HAL.
  8. Stéphane Loisel, 2010. "Dépendance stochastique en théorie du risque," Post-Print hal-00469612, HAL.
  9. Stéphane Loisel, 2010. "Théorie de la ruine multivariée," Post-Print hal-00540619, HAL.
  10. Pierre-Emmanuel Thérond & Pierre Valade, 2010. "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print hal-00593904, HAL.
  11. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010. "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print hal-00530880, HAL.
  12. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010. "Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?," Post-Print hal-00433037, HAL.
  13. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010. "Les générateurs de Scénarios Économiques : de la conception à la mesure de la qualité," Post-Print hal-00530868, HAL.
  14. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2010. "Propriété immobilière et trajectoires salariales : Quelles leçons tirer de la comparaison France – Etats – Unis ?," Working Papers 1011, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  15. Nathalie Havet & Guy Lacroix, 2010. "La formation continue, un moyen de réduire les inégalités salariales entre hommes et femmes ?," Working Papers 1002, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  16. Nathalie Havet & Guy Lacroix, 2010. "La formation continue, un moyen de réduire les inégalités salariales entre hommes et femmes?," CIRANO Working Papers 2010s-18, CIRANO.
  17. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2010. "La propriété immobilière est-elle un obstacle pour sortir du chômage ?," Working Papers 1007, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  18. Nathalie Havet & Alexis Penot, 2010. "Does Homeownership Harm Labour Market Performances? A Survey," Working Papers 1012, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  19. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2010. "Propriété immobilière et trajectoires salariales en France," Post-Print halshs-00491070, HAL.
  20. 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 halshs-00667277, HAL.
  21. Frédéric Planchet & Quentin Guibert & Marc Juillard, 2010. "Un cadre de référence pour un modèle interne partiel en assurance de personnes," Post-Print hal-00530864, HAL.
  22. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
  23. 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 1001.1916, arXiv.org.

2009

  1. Dany Lang & Christian de Peretti, 2009. "A strong hysteretic model of Okun’s Law: theory and a preliminary investigation," Post-Print hal-01366013, HAL.
  2. 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-00403662, HAL.
  3. Stéphane Loisel & Nicolas Privault, 2009. "Sensitivity analysis and density estimation for finite-time ruin probabilities," Post-Print hal-00201347, HAL.
  4. Stéphane Loisel, 2009. "A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins," Working Papers hal-00375715, HAL.
  5. Stéphane Loisel & Claude Lefèvre, 2009. "Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities," Post-Print hal-00201377, HAL.
  6. 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-00365363, HAL.
  7. 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-00168716, HAL.
  8. Stéphane Loisel, 2009. "Risk aggregation in Solvency II : bridging the gap between standard formula and internal risk models," Post-Print hal-00416216, HAL.
  9. Stéphane Loisel, 2009. "On some path-dependent correlation models in risk theory," Post-Print hal-00397242, HAL.
  10. Stéphane Loisel, 2009. "Ruin probabilities with Bühlmann credibility adjusted premiums," Post-Print hal-00431263, HAL.
  11. Stéphane Loisel, 2009. "Les risques et leur agrégation dans Solvabilité II et en ERM," Post-Print hal-00397256, HAL.
  12. Stéphane Loisel, 2009. "Understanding, modeling and managing longevity risk: some new challenges," Post-Print hal-00426505, HAL.
  13. Stéphane Loisel, 2009. "Fonctions de pénalité en théorie du risque," Post-Print hal-00397252, HAL.
  14. Stéphane Loisel, 2009. "Solvency II: description, timeline, and update on current discussions," Post-Print hal-00416215, HAL.
  15. Stéphane Loisel, 2009. "Correlation crises, ruin probabilities and related issues in ERM and Solvency II," Post-Print hal-00397125, HAL.
  16. Stéphane Loisel, 2009. "Correlation crises in risk theory, Solvency II and ERM," Post-Print hal-00403675, HAL.
  17. Stéphane Loisel, 2009. "Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings," Post-Print hal-00397241, HAL.
  18. Stéphane Loisel, 2009. "Correlation crises, model risk and ERM," Post-Print hal-00441300, HAL.
  19. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009. "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print hal-00443009, HAL.
  20. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009. "Scénarios économiques en assurance - Modélisation et simulation," Post-Print hal-00530874, HAL.
  21. Didier Rulli`ere & Diana Dorobantu & Areski Cousin, 2009. "An extension of Davis and Lo's contagion model," Papers 0904.1653, arXiv.org, revised Feb 2010.
  22. Alaeddine Faleh & Fr'ed'eric Planchet & Didier Rulli`ere, 2009. "Les G\'en\'erateurs de Sc\'enarios \'Economiques : quelle utilisation en assurance?," Papers 0911.3472, arXiv.org.
  23. Alexis Bienvenüe & Didier Rullière, 2009. "Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique," Working Papers hal-00395495, HAL.
  24. Didier Rullière & Alaeddine Faleh & Frédéric Planchet, 2009. "Un algorithme d'optimisation par exploration sélective," Working Papers hal-00411406, HAL.
  25. 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 halshs-00956915, HAL.
  26. 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 halshs-00956910, HAL.
  27. 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 0903, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  28. Carole Brunet & Nathalie Havet, 2009. "The impact of homeownership on job-match quality perceptions," Post-Print halshs-00954926, HAL.
  29. Carole Brunet & Nathalie Havet, 2009. "Homeownership and job-match quality perceptions," Post-Print halshs-00450777, HAL.
  30. 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 halshs-00954975, HAL.
  31. 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-00443002, HAL.
  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 halshs-00451026, HAL.

2008

  1. Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers 2008_08, Business School - Economics, University of Glasgow.
  2. 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 2008_27, Business School - Economics, University of Glasgow.
  3. 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 2008-46, Scottish Institute for Research in Economics (SIRE).
  4. 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 08-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  5. 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 08-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  6. 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-00168714, HAL.
  7. 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-00268841, HAL.
  8. Claude Lefèvre & Stéphane Loisel, 2008. "On Finite-Time Ruin Probabilities for Classical Risk Models," Post-Print hal-00168958, HAL.
  9. Romain Biard & Claude Lefèvre & Stéphane Loisel, 2008. "Impact of correlation crises in risk theory," Post-Print hal-00308782, HAL.
  10. Stéphane Loisel, 2008. "On a class of non-Gerber-Shiu, non-discounted penalty functions," Post-Print hal-00397239, HAL.
  11. Stéphane Loisel, 2008. "Inter-age correlation in stochastic mortality models," Post-Print hal-00397267, HAL.
  12. 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-00397265, HAL.
  13. Stéphane Loisel, 2008. "From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM," Post-Print hal-00379422, HAL.
  14. Stéphane Loisel, 2008. "From Solvency II to ERM: tools, practical issues and research perspectives," Post-Print hal-00397259, HAL.
  15. Stéphane Loisel, 2008. "Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle," Post-Print hal-00397268, HAL.
  16. Stéphane Loisel, 2008. "Théorie de la ruine: introduction et exemples," Post-Print hal-00397250, HAL.
  17. Stéphane Loisel, 2008. "Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes," Post-Print hal-00397261, HAL.
  18. Stéphane Loisel, 2008. "Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts," Post-Print hal-00397264, HAL.
  19. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  20. Pierre-Emmanuel Thérond, 2008. "Mesure et gestion des risques d'assurance," Post-Print hal-00933281, HAL.
  21. Pierre-Emmanuel Thérond, 2008. "Évaluation de contrats d'assurance vie en euros : une problématique actuelle," Post-Print hal-00933282, HAL.
  22. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.
  23. Carole Brunet & Nathalie Havet, 2008. "Propriété immobilière et déqualification dans l’emploi," Working Papers 0807, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  24. 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 0820, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  25. 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 0822, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  26. 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 halshs-00353328, HAL.
  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 halshs-00257860, HAL.

2007

  1. Stéphane Loisel, 2007. "Time to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shocks," Post-Print hal-00165776, HAL.
  2. Stéphane Loisel & Daniel Serant, 2007. "In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps," Working Papers hal-00201393, HAL.
  3. Stéphane Loisel, 2007. "Repositioning Enterprise Risk Management," Post-Print hal-00397266, HAL.
  4. Stéphane Loisel, 2007. "Ruin Theory with K Lines of Business," Post-Print hal-00397270, HAL.
  5. Stéphane Loisel, 2007. "Dépendance stochastique et mesures de risque," Post-Print hal-00397273, HAL.
  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-00397275, HAL.
  7. 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," Post-Print hal-00443028, HAL.
  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-00443007, HAL.
  9. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Pilotage d'un régime de rentes viagères," Post-Print hal-00593872, HAL.
  10. Nathalie Havet & Catherine Sofer, 2007. "Why do women’s wages increase so slowly throughout their career? A dynamic model of statistical discrimination," Working Papers 0722, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  11. Frédéric Planchet & Marc Juillard, 2007. "Mesure de l'incertitude tendancielle sur la mortalité – application à un régime de rentes," Post-Print hal-00443030, HAL.
  12. 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-00443011, HAL.
  13. Frédéric Planchet & Pascal Winter, 2007. "L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arrêt de travail," Post-Print hal-00443004, HAL.
  14. 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 halshs-00225026, HAL.

2006

  1. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.
  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 304, Society for Computational Economics.
  3. Stéphane Loisel, 2006. "Problems and numerical methods in insurance and finance," Post-Print hal-00397281, HAL.
  4. Stéphane Loisel, 2006. "Sensitivity analysis and optimal reserve allocation in risk theory," Post-Print hal-00397276, HAL.
  5. Stéphane Loisel, 2006. "Titrisation du risque de longévité," Post-Print hal-00397282, HAL.
  6. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
  7. Nathalie Havet, 2006. "La valorisation salariale et professionnelle de la formation en entreprise diffère-t-elle selon le sexe ? : l’exemple canadien," Working Papers 0602, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  8. Nathalie Havet, 2006. "L'insertion professionnelle des jeunes et mesures publiques : des trajectoires différenciées entre hommes et femmes," Post-Print halshs-00371238, HAL.
  9. Frédéric Planchet & Laurent Faucillon & Marc Juillard, 2006. "Etude du risque systématique de mortalité," Post-Print hal-00443029, HAL.
  10. Frédéric Planchet & Joël Winter, 2006. "Provisions techniques des contrats de prévoyance collective," Post-Print hal-00594134, HAL.
  11. 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 halshs-00290795, HAL.

2005

  1. Didier Rullière & Stéphane Loisel, 2005. "The win-first probability under interest force," Post-Print hal-00165791, HAL.
  2. Stéphane Loisel, 2005. "Differentiation of some functionals of risk processes," Post-Print hal-00157739, HAL.
  3. Stéphane Loisel, 2005. "Problèmes liés à la prise en compte de l'effet de diversification dans le cadre de Solvabilité II," Post-Print hal-00397286, HAL.
  4. Stéphane Loisel, 2005. "On the sensitivity analysis of some risk measures," Post-Print hal-00397285, HAL.
  5. Stéphane Loisel, 2005. "On Solvency issues for French and Vietnamese insurers," Post-Print hal-00397293, HAL.
  6. Stéphane Loisel, 2005. "Win-first probabilities and dividends with hazard rates," Post-Print hal-00397297, HAL.
  7. Stéphane Loisel, 2005. "Ruine, dividendes et allocation de réserve optimale," Post-Print hal-00397291, HAL.
  8. Stéphane Loisel, 2005. "Sensitivity analysis of the finite-time ruin probability and of some other risk measures," Post-Print hal-00397284, HAL.
  9. Stéphane Loisel, 2005. "Differentiation of functionals of risk processes and optimal reserve allocation," Post-Print hal-00397290, HAL.
  10. Stéphane Loisel, 2005. "Differentiation of some functionals of risk processes and optimal reserve allocation," Post-Print hal-00397289, HAL.
  11. Stéphane Loisel, 2005. "Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation," Post-Print hal-00397287, HAL.
  12. Stéphane Loisel, 2005. "Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale," Post-Print hal-00397295, HAL.
  13. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.
  14. Pierre-Emmanuel Thérond, 2005. "Solvency II, IFRS : l'impact des modèles d'actifs retenus," Post-Print hal-00933285, HAL.
  15. Pierre-Emmanuel Thérond, 2005. "Impact of the asset jumps in insurance: IFRS / Solvency II," Post-Print hal-00932971, HAL.
  16. Pierre-Emmanuel Thérond, 2005. "Asset allocation: new constraints induced by the Solvency II project," Post-Print hal-00932969, HAL.
  17. Frédéric Planchet & Pierre-Emmanuel Thérond & Julien Jacquemin, 2005. "Modèles financiers en assurance," Post-Print hal-01233341, HAL.

2004

  1. Giovanni Urga & Christian de Peretti, 2004. "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings 320, Econometric Society.
  2. Didier Rullière & Stéphane Loisel, 2004. "Another look at the Picard-Lefèvre formula for finite-time ruin probabilities," Post-Print hal-00379412, HAL.
  3. Pierre-Emmanuel Thérond, 2004. "Financial Risk Management of a Defined Benefit Plan," Post-Print hal-00932967, HAL.
  4. Pierre-Emmanuel Thérond, 2004. "Asset allocation of a pension scheme during the decumulation phase," Post-Print hal-00932968, HAL.
  5. Pierre-Emmanuel Thérond & Frédéric Planchet, 2004. "Approche scientifique des logiciels DFA," Post-Print hal-00933303, HAL.
  6. Pierre-Emmanuel Thérond, 2004. "Allocation d'actifs d'un régime de rentiers en cours de service," Post-Print hal-00933288, HAL.
  7. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "Les principes de valorisation des engagements sociaux," Post-Print hal-01231853, HAL.
  8. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "IAS 19 & 26 et les engagements à l’égard du personnel," Post-Print hal-01231855, HAL.
  9. Christian Mazza & Didier Rullière, 2004. "A link between wave governed random motions and ruin processes," Post-Print hal-00412977, HAL.
  10. Nathalie Havet, 2004. "Ecarts salariaux et disparités professionnelles entre sexes : développements théoriques et validité empirique," Post-Print hal-02002876, HAL.

2003

  1. Frédéric Planchet & Pierre-Emmanuel Thérond, 2003. "Évaluation de l'engagement de l'entreprise associé à un plan de stock-options," Post-Print hal-00443032, HAL.
  2. Pierre-Emmanuel Thérond, 2003. "Impact des futures normes IFRS sur la tarification et le provisionnement des contrats d'assurance vie : mise en oeuvre de méthodes par simulation," Working Papers hal-00656965, HAL.
  3. Nathalie Havet & Guy Lacroix, 2003. "Career Starts and the Male-Female Wage Gap," CIRANO Working Papers 2003s-55, CIRANO.

2002

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

2000

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

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-00412983, HAL.

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-00412981, HAL.

Journal articles

2022

  1. Frédéric Planchet & Édouard Debonneuil & Marie Péju, 2022. "Proposal to Extend Access to Loans for Serious Illnesses Using Open Data," Risks, MDPI, vol. 10(3), pages 1-20, February.

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, vol. 73(C).
  2. Laverny, Oskar & Masiello, Esterina & Maume-Deschamps, Véronique & Rullière, Didier, 2021. "Dependence structure estimation using Copula Recursive Trees," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
  3. 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, vol. 145(C), pages 34-48.
  4. 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, vol. 0(2), pages 83-132.

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, vol. 66(C).
  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, vol. 53(C).
  3. Gauchon, Romain & Loisel, Stéphane & Rullière, Jean-Louis & Trufin, Julien, 2020. "Optimal prevention strategies in the classical risk model," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 202-208.
  4. Karim Barigou & Stéphane Loisel & Yahia Salhi, 2020. "Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect," Risks, MDPI, vol. 9(1), pages 1-18, December.
  5. 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, vol. 22(2), pages 711-745, June.
  6. Hashorva, Enkelejd & Rullière, Didier, 2020. "Asymptotic domination of sample maxima," Statistics & Probability Letters, Elsevier, vol. 160(C).
  7. Carole Brunet & Nathalie Havet, 2020. "Homeownership and job-match quality in France," Housing Studies, Taylor & Francis Journals, vol. 35(5), pages 925-953, May.

2019

  1. 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, vol. 53(1), pages 1-46, July.
  2. 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, vol. 50(C), pages 106-133.
  3. 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), vol. 23(4), pages 989-1006, December.
  4. Saker Sabkha & Christian de Peretti & Dorra Mezzez Hmaied, 2019. "International risk spillover in sovereign credit markets: an empirical analysis," Managerial Finance, Emerald Group Publishing, vol. 45(8), pages 1020-1040, August.
  5. Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Yahia Salhi, 2019. "Le prix du risque de longévité," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 129-145.
  6. Castañer, Anna & Claramunt, M. Mercè & Lefèvre, Claude & Loisel, Stéphane, 2019. "Partially Schur-constant models," Journal of Multivariate Analysis, Elsevier, vol. 172(C), pages 47-58.
  7. 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, vol. 129(1), pages 11-47.
  8. Nathalie Havet, 2019. "La validation des acquis de l’expérience : une analyse des parcours," Revue française d'économie, Presses de Sciences-Po, vol. 0(2), pages 61-108.
  9. 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, vol. 0(4), pages 47-73.
  10. Farid Flici & Frédéric Planchet, 2019. "Experience Prospective Life-Tables for the Algerian Retirees," Risks, MDPI, vol. 7(2), pages 1-21, April.

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, vol. 262(2), pages 653-681, March.
  2. 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, vol. 43(3), pages 420-455, July.
  3. Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018. "Longevity risk and capital markets: The 2015–16 update," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 157-173.
  4. Debonneuil, Edouard & Loisel, Stéphane & Planchet, Frédéric, 2018. "Do actuaries believe in longevity deceleration?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 325-338.
  5. Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev, 2018. "A Quantum-Type Approach to Non-Life Insurance Risk Modelling," Risks, MDPI, vol. 6(3), pages 1-17, September.
  6. Salhi, Yahia & Thérond, Pierre-E., 2018. "Age-Specific Adjustment Of Graduated Mortality," ASTIN Bulletin, Cambridge University Press, vol. 48(2), pages 543-569, May.
  7. Maume-Deschamps Véronique & Rullière Didier & Said Khalil, 2018. "Extremes for multivariate expectiles," Statistics & Risk Modeling, De Gruyter, vol. 35(3-4), pages 111-140, July.
  8. V. Maume-Deschamps & D. Rullière & A. Usseglio-Carleve, 2018. "Spatial Expectile Predictions for Elliptical Random Fields," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 643-671, June.
  9. 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, vol. 116(C), pages 456-467.
  10. 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, vol. 36(3), pages 267-283, July.
  11. Edouard Debonneuil & Anne Eyraud-Loisel & Frédéric Planchet, 2018. "Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?," Risks, MDPI, vol. 6(3), pages 1-27, July.
  12. 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, vol. 82(C), pages 21-36.
  13. Thierry Moudiki & Frédéric Planchet & Areski Cousin, 2018. "Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks," Risks, MDPI, vol. 6(1), pages 1-20, March.
  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, vol. 0(3), pages 285-316.

2017

  1. Boumezoued, Alexandre & Karoui, Nicole El & Loisel, Stéphane, 2017. "Measuring mortality heterogeneity with multi-state models and interval-censored data," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 67-82.
  2. Nicole El Karoui & Stéphane Loisel, 2017. "Le risque de longévité est-il assurable ?," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 107-122.
  3. Maume-Deschamps Véronique & Said Khalil & Rullière Didier, 2017. "Multivariate extensions of expectiles risk measures," Dependence Modeling, De Gruyter, vol. 5(1), pages 20-44, January.
  4. Maume-Deschamps, V. & Rullière, D. & Usseglio-Carleve, A., 2017. "Quantile predictions for elliptical random fields," Journal of Multivariate Analysis, Elsevier, vol. 159(C), pages 1-17.
  5. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2017. "Impact of Dependence on Some Multivariate Risk Indicators," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 395-427, June.
  6. Nathalie Havet, 2017. "Mobilité internationale des étudiants du supérieur et débuts de vie active," Revue française d'économie, Presses de Sciences-Po, vol. 0(2), pages 64-106.
  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, vol. 0(3), pages 79-111.

2016

  1. 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, vol. 68(C), pages 61-72.
  2. Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016. "Some mixing properties of conditionally independent processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(5), pages 1241-1259, March.
  3. Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016. "Kriging of financial term-structures," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.
  4. Di Bernardino Elena & Rullière Didier, 2016. "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-20, December.
  5. Haddak, Mohamed Mouloud & Lefèvre, Marie & Havet, Nathalie, 2016. "Willingness-to-pay for road safety improvement," Transportation Research Part A: Policy and Practice, Elsevier, vol. 87(C), pages 1-10.
  6. 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, vol. 67(3), pages 551-580.

2015

  1. Govorun, Maria & Latouche, Guy & Loisel, Stéphane, 2015. "Phase-type aging modeling for health dependent costs," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 173-183.
  2. Julien Azzaz & Stéphane Loisel & Pierre-E. Thérond, 2015. "Some characteristics of an equity security next-year impairment," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 111-135, July.
  3. Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S., 2015. "Discrete Schur-constant models," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 343-362.
  4. 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, vol. 66(6), pages 1131-1158.
  5. Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.
  6. 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, vol. 47(3), pages 273-294, June.
  7. Tran-Dieu, Linh, 2015. "How do mutual funds transfer scale economies to investors? Evidence from France," Research in International Business and Finance, Elsevier, vol. 34(C), pages 66-83.

2014

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

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, vol. 81(1), pages 102-120, January.
  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, vol. 14(1), pages 169-178, May.
  3. Guillou, Armelle & Loisel, Stéphane & Stupfler, Gilles, 2013. "Estimation of the parameters of a Markov-modulated loss process in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 388-404.
  4. 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, vol. 53(3), pages 774-785.
  5. Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013. "Impact of Climate Change on Heat Wave Risk," Risks, MDPI, vol. 1(3), pages 1-16, December.
  6. 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, vol. 231(3), pages 702-711.
  7. 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, vol. 53(1), pages 190-205.
  8. Areski Cousin & Diana Dorobantu & Didier Rullière, 2013. "An extension of Davis and Lo's contagion model," Quantitative Finance, Taylor & Francis Journals, vol. 13(3), pages 407-420, February.
  9. 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, vol. 1, pages 1-36, October.
  10. 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, vol. 64(2), pages 279-308.
  11. 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, vol. 52(3), pages 573-589.

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, vol. 19(1), pages 162-174.
  2. 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), vol. 37(2), pages 156-179, September.
  3. 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), vol. 13(3), pages 289-300, June.
  4. 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, vol. 78(2), pages 53-74.
  5. 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, vol. 200(2), pages 161-183.
  6. 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, vol. 51(3), pages 624-631.

2011

  1. Albrecher, Hansjörg & Constantinescu, Corina & Loisel, Stephane, 2011. "Explicit ruin formulas for models with dependence among risks," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 265-270, March.
  2. 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, vol. 214(2), pages 348-357, October.
  3. 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, vol. 41(1), pages 215-238, May.
  4. 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, vol. 27(5), pages 503-518, September.
  5. Nteukam T., Oberlain & Planchet, Frédéric & Thérond, Pierre-E., 2011. "Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 161-175, March.
  6. 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, vol. 2(3), pages 1-19, August.
  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, vol. 62(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, vol. 54(2), pages 262-271, February.
  2. Lefèvre, Claude & Loisel, Stéphane, 2010. "Stationary-excess operator and convex stochastic orders," Insurance: Mathematics and Economics, Elsevier, vol. 47(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, vol. 23(4), pages 445-462.
  2. 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, vol. 45(3), pages 374-381, December.
  3. Nathalie Havet & Carole Brunet, 2009. "Propriété immobilière et déqualifications dans l'emploi," Revue Française d'Économie, Programme National Persée, vol. 24(1), pages 121-155.

2008

  1. 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, vol. 42(2), pages 746-762, April.
  2. 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, vol. 43(3), pages 412-421, December.
  3. Nathalie Havet & Catherine Sofer, 2008. "Why Do Women's Wages Increase So Slowly Throughout Their Career? A Dynamic Model of Statistical Discrimination," LABOUR, CEIS, vol. 22(2), pages 291-314, June.

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, vol. 51(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, vol. 175(4), pages 147-161.
  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, vol. 37(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, vol. 8(3), pages 1-24, September.
  2. Rulliere, Didier & Loisel, Stephane, 2004. "Another look at the Picard-Lefevre formula for finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 187-203, October.
  3. Mazza, Christian & Rulliere, Didier, 2004. "A link between wave governed random motions and ruin processes," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 205-222, October.
  4. Havet, Nathalie, 2004. "Écarts salariaux et disparités professionnelles entre sexes : développements théoriques et validité empirique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(1), pages 5-39, Mars.

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, vol. 22(2), pages 187-212, October.

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, in: Solomon W. Polachek & Konstantinos Tatsiramos & Klaus F. Zimmermann (ed.), Gender in the Labor Market, volume 42, pages 231-260, Emerald Publishing Ltd.

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