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Stéphane Loisel

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Personal Details

First Name:Stéphane
Middle Name:
Last Name:Loisel
Suffix:
RePEc Short-ID:plo60
http://isfaserveur.univ-lyon1.fr/~stephane.loisel/
Lyon, France
http://isfa.univ-lyon1.fr/

: + 33 4 37 28 74 30
+33 4 37 28 76 32
50 avenue Tony Garnier, F-69700 Lyon
RePEc:edi:isly1fr (more details at EDIRC)
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  1. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2015. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.
  2. 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.
  3. Edouard Debonneuil & Frédéric Planchet & Stéphane Loisel, 2015. "Do actuaries believe in longevity deceleration?," Working Papers hal-01219270, HAL.
  4. 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.
  5. Nicole El Karoui & Stéphane Loisel & Jean-Luc Prigent & Julien Vedani, 2015. "Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions," Working Papers hal-01242023, HAL.
  6. Alexandre Boumezoued & Nicole El Karoui & Stéphane Loisel, 2015. "Measuring mortality heterogeneity with multi-state models and interval-censored data," Working Papers hal-01215350, HAL.
  7. Anna Castañer & Maria Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2014. "Discrete Schur-constant models," Working Papers hal-01081756, HAL.
  8. Pierre-Olivier Goffard & Stéphane Loisel & Denys Pommeret, 2014. "A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model," Working Papers hal-00853680, HAL.
  9. Alexandre Mornet & Patrick Leveillard & Stéphane Loisel, 2014. "Influence de la partition homme/femme et de l’expérience kilométrique dans l’assurance automobile," Working Papers hal-01081759, HAL.
  10. Stéphane Loisel & Julien Trufin, 2014. "Properties of a risk measure derived from the expected area in red," Post-Print hal-00870224, HAL.
  11. Peggy Cénac & Stéphane Loisel & Véronique Maume-Deschamps & Clémentine Prieur, 2014. "Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation," Post-Print hal-00816894, HAL.
  12. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2014. "Construction of an Index that links Wind Speeds and Strong Claim Rate of Insurers after a Storm in France," Working Papers hal-01081758, HAL.
  13. Maria Govorun & Guy Latouche & Stéphane Loisel, 2014. "Phase-type aging modeling for health dependent costs," Working Papers hal-01084274, HAL.
  14. Dominik Kortschak & Stéphane Loisel & Pierre Ribereau, 2014. "Ruin problems with worsening risks or with infinite mean claims," Post-Print hal-00735843, HAL.
  15. Claude Lefèvre & Stéphane Loisel, 2013. "On multiply monotone distributions, continuous or discrete, with applications," Post-Print hal-00750562, HAL.
  16. Christophe Dutang & Hansjoerg Albrecher & Stéphane Loisel, 2013. "Competition among non-life insurers under solvency constraints: A game-theoretic approach," Post-Print hal-00746245, HAL.
  17. 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.
  18. Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013. "Impact of Climate Change on HeatWave Risk," Post-Print hal-00937071, HAL.
  19. Julien Trufin & Stéphane Loisel, 2013. "Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments," Post-Print hal-00426790, HAL.
  20. Manel Kacem & Claude Lefèvre & Stéphane Loisel, 2013. "Convex extrema for nonincreasing discrete distributions: effects of convexity constraints," Working Papers hal-00912942, HAL.
  21. Stéphane Loisel, 2012. "Risques corrélés en théorie du risque," Post-Print hal-00723927, HAL.
  22. Stéphane Loisel, 2012. "On ruin models with dependence," Post-Print hal-00723918, HAL.
  23. Stéphane Loisel, 2012. "On ruin for worsening claims," Post-Print hal-00746261, HAL.
  24. Stéphane Loisel, 2012. "Problématiques de théorie de la ruine en univers multivarié," Post-Print hal-00746265, HAL.
  25. Stéphane Loisel, 2012. "On the domain of validity of the DeVylder-Goovaerts conjecture," Post-Print hal-00723930, HAL.
  26. 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.
  27. Stéphane Loisel, 2012. "Ruin probabilities with correlated claims," Post-Print hal-00723921, HAL.
  28. Stéphane Loisel, 2012. "Dependence models in risk theory," Post-Print hal-00723919, HAL.
  29. Stéphane Loisel, 2012. "On some practical correlation issues in Enterprise Risk Management," Post-Print hal-00746262, HAL.
  30. Stéphane Loisel, 2012. "ORSA in Europe and in North America," Post-Print hal-00723922, HAL.
  31. Stéphane Loisel, 2012. "Théorie de la ruine et risques corrélés," Post-Print hal-00723928, HAL.
  32. Stéphane Loisel, 2012. "A game-theoretic approach to non-life insurance markets," Post-Print hal-00746267, HAL.
  33. Stéphane Loisel, 2012. "Quelques problématiques de mathématiques appliquées à l'actuariat," Post-Print hal-00723924, HAL.
  34. Stéphane Loisel, 2012. "ORSA et mesures de risque multi-périodiques," Post-Print hal-00723931, HAL.
  35. Stéphane Loisel, 2012. "Ruin probability for some particular correlated claims, for worsening risks, or risks with infinite mean," Post-Print hal-00746257, HAL.
  36. Yahia Salhi & Stéphane Loisel, 2012. "Basis risk modelling: a co-integration based approach," Working Papers hal-00746859, HAL.
  37. Stéphane Loisel, 2012. "On ruin models with correlated risks," Post-Print hal-00671921, HAL.
  38. Stéphane Loisel, 2012. "Acceleration techniques of nested simulations in insurance," Post-Print hal-00746258, HAL.
  39. Stéphane Loisel, 2012. "Ruin theory with dependent risks," Post-Print hal-00671922, HAL.
  40. Harry Bensusan & Nicole El Karoui & Stéphane Loisel & Yahia Salhi, 2012. "Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions," Working Papers hal-00768526, HAL.
  41. 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.
  42. 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.
  43. Stéphane Loisel, 2011. "Surrender risk and correlation crises," Post-Print hal-00671919, HAL.
  44. 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.
  45. Stéphane Loisel & Xavier Milhaud, 2011. "From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital," Post-Print hal-00502847, HAL.
  46. Stéphane Loisel, 2011. "Cours Bachelier sur le risque de longévité," Post-Print hal-00566486, HAL.
  47. Armelle Guillou & Stéphane Loisel & Gilles Stupfler, 2011. "Estimation of the parameters of a Markov-modulated loss process in insurance," Working Papers hal-00589696, HAL.
  48. Stéphane Loisel, 2011. "Explicit ruin formulas for dependent risks," Post-Print hal-00600093, HAL.
  49. Stéphane Loisel, 2011. "Understanding and managing longevity risk," Post-Print hal-00589695, HAL.
  50. 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.
  51. Stéphane Loisel, 2011. "On some risk models with dependence," Post-Print hal-00586457, HAL.
  52. Stéphane Loisel, 2011. "Méthodes d'accélération de la méthode des simulations dans les simulations," Post-Print hal-00671920, HAL.
  53. Stéphane Loisel, 2011. "Théorie de la ruine en présence de risques corrélés," Post-Print hal-00671918, HAL.
  54. Stéphane Loisel, 2011. "On ruin models with dependent risks," Post-Print hal-00671926, HAL.
  55. 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.
  56. Hansjoerg Albrecher & Corina Constantinescu & Stéphane Loisel, 2011. "Explicit ruin formulas for models with dependence among risks," Post-Print hal-00540621, HAL.
  57. Mathieu Bargès & Stéphane Loisel & Xavier Venel, 2011. "On finite-time ruin probabilities with reinsurance cycles influenced by large claims," Post-Print hal-00430178, HAL.
  58. Stéphane Loisel, 2011. "Comprendre, modéliser et gérer le risque de longévité: enjeux importants et principaux défis," Post-Print hal-00671925, HAL.
  59. Stéphane Loisel, 2011. "Explicit ruin probabilities with dependent risks," Post-Print hal-00671923, HAL.
  60. 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.
  61. Stéphane Loisel, 2011. "Variable annuities and surrender risk," Post-Print hal-00586456, HAL.
  62. Stéphane Loisel, 2011. "7 lectures on Enterprise Risk Management," Post-Print hal-00671924, HAL.
  63. Stéphane Loisel, 2010. "Théorie de la ruine multivariée," Post-Print hal-00540619, HAL.
  64. 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.
  65. Claude Lefèvre & Stéphane Loisel, 2010. "Stationary-excess operator and convex stochastic orders," Post-Print hal-00442047, HAL.
  66. Stéphane Loisel, 2010. "Solvabilité des compagnies d'assurance," Post-Print hal-00540618, HAL.
  67. Stéphane Loisel, 2010. "Joint modeling of portfolio experienced and national mortality: A co-integration based approach," Post-Print hal-00502852, HAL.
  68. 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.
  69. 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.
  70. Stéphane Loisel, 2010. "Dépendance stochastique en théorie du risque," Post-Print hal-00469612, HAL.
  71. Stéphane Loisel, 2009. "Fonctions de pénalité en théorie du risque," Post-Print hal-00397252, HAL.
  72. 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.
  73. Stéphane Loisel, 2009. "A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins," Working Papers hal-00375715, HAL.
  74. Stéphane Loisel, 2009. "Risk aggregation in Solvency II : bridging the gap between standard formula and internal risk models," Post-Print hal-00416216, HAL.
  75. Stéphane Loisel, 2009. "Solvency II: description, timeline, and update on current discussions," Post-Print hal-00416215, HAL.
  76. Stéphane Loisel, 2009. "Understanding, modeling and managing longevity risk: some new challenges," Post-Print hal-00426505, HAL.
  77. Stéphane Loisel, 2009. "Correlation crises, ruin probabilities and related issues in ERM and Solvency II," Post-Print hal-00397125, HAL.
  78. 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.
  79. Stéphane Loisel & Nicolas Privault, 2009. "Sensitivity analysis and density estimation for finite-time ruin probabilities," Post-Print hal-00201347, HAL.
  80. Stéphane Loisel, 2009. "Ruin probabilities with Bühlmann credibility adjusted premiums," Post-Print hal-00431263, HAL.
  81. 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.
  82. Stéphane Loisel, 2009. "On some path-dependent correlation models in risk theory," Post-Print hal-00397242, HAL.
  83. Stéphane Loisel, 2009. "Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings," Post-Print hal-00397241, HAL.
  84. Stéphane Loisel, 2009. "Correlation crises in risk theory, Solvency II and ERM," Post-Print hal-00403675, HAL.
  85. Stéphane Loisel, 2009. "Les risques et leur agrégation dans Solvabilité II et en ERM," Post-Print hal-00397256, HAL.
  86. Stéphane Loisel, 2009. "Correlation crises, model risk and ERM," Post-Print hal-00441300, HAL.
  87. Stéphane Loisel & Claude Lefèvre, 2009. "Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities," Post-Print hal-00201377, HAL.
  88. Romain Biard & Claude Lefèvre & Stéphane Loisel, 2008. "Impact of correlation crises in risk theory," Post-Print hal-00308782, HAL.
  89. Stéphane Loisel, 2008. "From Solvency II to ERM: tools, practical issues and research perspectives," Post-Print hal-00397259, HAL.
  90. Stéphane Loisel, 2008. "Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes," Post-Print hal-00397261, HAL.
  91. Stéphane Loisel, 2008. "Inter-age correlation in stochastic mortality models," Post-Print hal-00397267, HAL.
  92. 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.
  93. Stéphane Loisel, 2008. "On a class of non-Gerber-Shiu, non-discounted penalty functions," Post-Print hal-00397239, HAL.
  94. Stéphane Loisel, 2008. "Titrisation des risques d'Assurances, méthodes d'évaluation stratégie de couverture partielle," Post-Print hal-00397268, HAL.
  95. 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.
  96. 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.
  97. Stéphane Loisel, 2008. "From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM," Post-Print hal-00379422, HAL.
  98. Claude Lefèvre & Stéphane Loisel, 2008. "On Finite-Time Ruin Probabilities for Classical Risk Models," Post-Print hal-00168958, HAL.
  99. Stéphane Loisel, 2008. "Théorie de la ruine: introduction et exemples," Post-Print hal-00397250, HAL.
  100. Stéphane Loisel, 2008. "Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts," Post-Print hal-00397264, HAL.
  101. Stéphane Loisel, 2007. "Ruin Theory with K Lines of Business," Post-Print hal-00397270, HAL.
  102. 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.
  103. Stéphane Loisel, 2007. "Repositioning Enterprise Risk Management," Post-Print hal-00397266, HAL.
  104. Stéphane Loisel, 2007. "Dépendance stochastique et mesures de risque," Post-Print hal-00397273, HAL.
  105. 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.
  106. 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.
  107. Stéphane Loisel, 2006. "Titrisation du risque de longévité," Post-Print hal-00397282, HAL.
  108. Stéphane Loisel, 2006. "Problems and numerical methods in insurance and finance," Post-Print hal-00397281, HAL.
  109. Stéphane Loisel, 2006. "Sensitivity analysis and optimal reserve allocation in risk theory," Post-Print hal-00397276, HAL.
  110. Didier Rullière & Stéphane Loisel, 2005. "The win-first probability under interest force," Post-Print hal-00165791, HAL.
  111. Stéphane Loisel, 2005. "Differentiation of some functionals of multidimensional risk processes and determination of optimal reserve allocation," Post-Print hal-00397287, HAL.
  112. Stéphane Loisel, 2005. "Differentiation of some functionals of risk processes and optimal reserve allocation," Post-Print hal-00397289, HAL.
  113. 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.
  114. Stéphane Loisel, 2005. "Sensitivity analysis of the finite-time ruin probability and of some other risk measures," Post-Print hal-00397284, HAL.
  115. Stéphane Loisel, 2005. "Win-first probabilities and dividends with hazard rates," Post-Print hal-00397297, HAL.
  116. Stéphane Loisel, 2005. "Differentiation of functionals of risk processes and optimal reserve allocation," Post-Print hal-00397290, HAL.
  117. Stéphane Loisel, 2005. "Ruine, dividendes et allocation de réserve optimale," Post-Print hal-00397291, HAL.
  118. Stéphane Loisel, 2005. "On the sensitivity analysis of some risk measures," Post-Print hal-00397285, HAL.
  119. Stéphane Loisel, 2005. "Differentiation of some functionals of risk processes," Post-Print hal-00157739, HAL.
  120. Stéphane Loisel, 2005. "Différentiation de fonctionnelles de processus de risque et allocation de réserve optimale," Post-Print hal-00397295, HAL.
  121. Stéphane Loisel, 2005. "On Solvency issues for French and Vietnamese insurers," Post-Print hal-00397293, HAL.
  122. Didier Rullière & Stéphane Loisel, 2004. "Another look at the Picard-Lefèvre formula for finite-time ruin probabilities," Post-Print hal-00379412, HAL.

    RePEc:hal:wpaper:hal-00670649 is not listed on IDEAS
  1. 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.
  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. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel, 2013. "Impact of Climate Change on Heat Wave Risk," Risks, MDPI, Open Access Journal, vol. 1(3), pages 176, December.
  8. 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.
  9. 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.
  10. Lefèvre, Claude & Loisel, Stéphane, 2010. "Stationary-excess operator and convex stochastic orders," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 64-75, August.
  11. 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.
  12. 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.
  13. 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.
  14. Rulliere, Didier & Loisel, Stephane, 2005. "The win-first probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December.
  15. 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.
37 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (2) 2015-08-25 2015-11-07
  2. NEP-COM: Industrial Competition (1) 2014-05-04
  3. NEP-DEM: Demographic Economics (1) 2012-11-17
  4. NEP-ECM: Econometrics (7) 2007-09-16 2007-09-16 2008-01-12 2008-08-06 2009-04-25 2009-07-17 2011-05-14. Author is listed
  5. NEP-FOR: Forecasting (1) 2012-11-17
  6. NEP-GER: German Papers (1) 2015-08-30
  7. NEP-HEA: Health Economics (2) 2015-08-25 2015-10-25
  8. NEP-IAS: Insurance Economics (15) 2007-08-08 2009-07-17 2010-04-17 2010-07-24 2011-05-14 2011-05-14 2012-11-11 2013-03-16 2014-05-04 2015-08-19 2015-08-25 2015-08-25 2015-08-25 2015-09-05 2015-12-28. Author is listed
  9. NEP-MAC: Macroeconomics (1) 2015-09-05
  10. NEP-ORE: Operations Research (1) 2011-05-14
  11. NEP-RMG: Risk Management (21) 2007-07-07 2007-08-08 2007-09-16 2008-01-12 2008-08-06 2009-07-17 2009-08-22 2010-02-13 2010-07-24 2010-07-31 2011-05-14 2011-06-11 2011-07-02 2012-11-11 2013-01-19 2013-09-13 2014-05-04 2014-05-04 2014-10-03 2015-08-25 2015-12-28. Author is listed
  12. NEP-UPT: Utility Models & Prospect Theory (4) 2007-08-08 2008-01-12 2011-06-11 2014-05-04
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