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Frédéric PLANCHET
(Frederic PLANCHET)

Personal Details

First Name:Frederic
Middle Name:
Last Name:Planchet
Suffix:
RePEc Short-ID:ppl53
http://www.ressources-actuarielles.net

Affiliation

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

Lyon, France
http://isfa.univ-lyon1.fr/
RePEc:edi:isly1fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Quentin Guibert & Frédéric Planchet, 2019. "Measuring Long-Term Insurance Contract Biometric Risks," Post-Print hal-02402367, HAL.
  6. Po-Keng Cheng & Frédéric Planchet, 2019. "Stochastic Deflator for an Economic Scenario Generator with Five Factors," Working Papers hal-01730072, HAL.
  7. Thierry Moudiki & Frédéric Planchet & Areski Cousin, 2018. "Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks," Post-Print hal-02055155, HAL.
  8. Quentin Guibert & Frédéric Planchet & Michael Schwarzinger, 2018. "Mesure Du Risque De Perte D'Autonomie Totale En France Métropolitaine," Post-Print hal-02055149, HAL.
  9. 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.
  10. Frédéric Planchet & Quentin Guibert & Michaël Schwarzinger, 2018. "Mesure De L'Espérance De Vie Sans Dépendance Totale En France Métropolitaine," Post-Print hal-02055147, HAL.
  11. Frédéric Planchet & Quentin Guibert & Michaël Schwarzinger, 2018. "Mesure De L'Espérance De Vie En Dépendance Totale En France," Post-Print hal-02055152, HAL.
  12. 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.
  13. 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.
  14. 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.
  15. Florent Gbongue & Frédéric Planchet & Oulidi Abderrahim, 2015. "État des lieux des systèmes de retraite en Afrique subsaharienne francophone," Post-Print hal-01301741, HAL.
  16. Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet, 2015. "Do actuaries believe in longevity deceleration?," Working Papers hal-01219270, HAL.
  17. 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.
  18. Frédéric Planchet & Pierre-Emmanuel Thérond, 2014. "Survival Analysis," Post-Print hal-01152086, HAL.
  19. Quentin Guibert & Marc Juillard & Frédéric Planchet & Oberlain Nteukam Teuguia, 2014. "Solvabilité prospective en assurance: Méthodes quantitatives pour l'ORSA," Post-Print hal-01169543, HAL.
  20. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.
  21. 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.
  22. Frédéric Planchet & Quentin Guibert & Marc Juillard, 2012. "Measuring Uncertainty of Solvency Coverage Ratio in ORSA for Non-Life Insurance," Post-Print hal-01169220, HAL.
  23. 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.
  24. 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.
  25. 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.
  26. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Modélisation statistique des phénomènes de durée," Post-Print hal-01231856, HAL.
  27. François Bonnin & Frédéric Planchet & Marc Juillard, 2011. "Applications de techniques stochastiques pour l'analyse prospective de l'impact comptable du risque de taux," Post-Print hal-00593873, HAL.
  28. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
  29. 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.
  30. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010. "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print hal-00530880, HAL.
  31. 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.
  32. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
  33. 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.
  34. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010. "Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?," Post-Print hal-00433037, HAL.
  35. 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.
  36. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009. "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print hal-00443009, HAL.
  37. Didier Rullière & Alaeddine Faleh & Frédéric Planchet, 2009. "Un algorithme d'optimisation par exploration sélective," Working Papers hal-00411406, HAL.
  38. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009. "Scénarios économiques en assurance - Modélisation et simulation," Post-Print hal-00530874, HAL.
  39. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Pilotage d'un régime de rentes viagères," Post-Print hal-00593872, HAL.
  45. Frédéric Planchet & Marc Juillard, 2007. "Mesure de l'incertitude tendancielle sur la mortalité – application à un régime de rentes," Post-Print hal-00443030, HAL.
  46. Frédéric Planchet & Laurent Faucillon & Marc Juillard, 2006. "Etude du risque systématique de mortalité," Post-Print hal-00443029, HAL.
  47. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
  48. Frédéric Planchet & Joël Winter, 2006. "Provisions techniques des contrats de prévoyance collective," Post-Print hal-00594134, HAL.
  49. Frédéric Planchet & Pierre-Emmanuel Thérond & Julien Jacquemin, 2005. "Modèles financiers en assurance," Post-Print hal-01233341, HAL.
  50. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.
  51. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "Les principes de valorisation des engagements sociaux," Post-Print hal-01231853, HAL.
  52. Pierre-Emmanuel Thérond & Frédéric Planchet, 2004. "Approche scientifique des logiciels DFA," Post-Print hal-00933303, HAL.
  53. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "IAS 19 & 26 et les engagements à l’égard du personnel," Post-Print hal-01231855, HAL.
  54. 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.
  55. Frédéric Planchet & Fabrice Magnin, 2000. "L'engagement d'un régime de retraite supplémentaire à prestations définies," Post-Print hal-00443031, HAL.

Articles

  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.
  2. Farid Flici & Frédéric Planchet, 2019. "Experience Prospective Life-Tables for the Algerian Retirees," Risks, MDPI, vol. 7(2), pages 1-21, April.
  3. 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.
  4. 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.
  5. 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.
  6. Debonneuil, Edouard & Loisel, Stéphane & Planchet, Frédéric, 2018. "Do actuaries believe in longevity deceleration?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 325-338.
  7. Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.
  8. Anisa Caja & Frédéric Planchet, 2014. "Modeling Cycle Dependence in Credit Insurance," Risks, MDPI, vol. 2(1), pages 1-15, March.
  9. 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.
  10. 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.
  11. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Frédéric Planchet & Quentin Guibert & Michaël Schwarzinger, 2018. "Mesure De L'Espérance De Vie En Dépendance Totale En France," Post-Print hal-02055152, HAL.

    Cited by:

    1. Fuino, Michel & Wagner, Joël, 2020. "Duration of long-term care: Socio-economic factors, type of care interactions and evolution," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 151-168.

  2. 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.

    Cited by:

    1. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.

  3. Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet, 2015. "Do actuaries believe in longevity deceleration?," Working Papers hal-01219270, HAL.

    Cited by:

    1. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    2. Jackie Li & Jia Liu, 2020. "A modified extreme value perspective on best-performance life expectancy," Journal of Population Research, Springer, vol. 37(4), pages 345-375, December.
    3. 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.

  4. 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.

    Cited by:

    1. Areski Cousin & J'er^ome Lelong & Tom Picard, 2021. "Rating transitions forecasting: a filtering approach," Papers 2109.10567, arXiv.org, revised Mar 2022.
    2. Pierre-Emmanuel Darpeix, 2015. "Systemic risk and insurance," Working Papers halshs-01227969, HAL.
    3. Galina A. Timofeeva & Yana A. Bozhalkina, 2018. "Dependence of a Loan Portfolio Structure on a Cut-Off Level in a Scoring Model," Journal of New Economy, Ural State University of Economics, vol. 19(2), pages 24-35, April.
    4. Areski Cousin & Jérôme Lelong & Tom Picard, 2022. "Rating transitions forecasting: a filtering approach," Working Papers hal-03347521, HAL.
    5. Pierre-Emmanuel Darpeix, 2015. "Systemic risk and insurance," PSE Working Papers halshs-01227969, HAL.

  5. Quentin Guibert & Marc Juillard & Frédéric Planchet & Oberlain Nteukam Teuguia, 2014. "Solvabilité prospective en assurance: Méthodes quantitatives pour l'ORSA," Post-Print hal-01169543, HAL.

    Cited by:

    1. 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.
    2. Laurent Cappelletti & Nicolas Dufourg, 2016. "Solvabilité II, quels apports pour la gouvernance des risques ? Résultats d'une recherche-intervention au sein d'une mutuelle française," Post-Print hal-01901188, HAL.

  6. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.

    Cited by:

    1. Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet, 2015. "Do actuaries believe in longevity deceleration?," Working Papers hal-01219270, HAL.

  7. Frédéric Planchet & Quentin Guibert & Marc Juillard, 2012. "Measuring Uncertainty of Solvency Coverage Ratio in ORSA for Non-Life Insurance," Post-Print hal-01169220, HAL.

    Cited by:

    1. Geoffrey Nichil & Pierre Vallois, 2019. "Solvency Need Resulting from Reserving Risk in a ORSA Context," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 567-592, June.

  8. 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.

    Cited by:

    1. FLICI, Farid, 2015. "Provisionnement des rentes viagères en Algérie entre approche statique et approche prospective [Life Annuities Reserving in Algeria between static approach and prospective approach]," MPRA Paper 91917, University Library of Munich, Germany.

  9. 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.

    Cited by:

    1. 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.
    2. Frédéric Planchet & Quentin Guibert & Marc Juillard, 2012. "Measuring Uncertainty of Solvency Coverage Ratio in ORSA for Non-Life Insurance," Post-Print hal-01169220, HAL.
    3. Geoffrey Nichil & Pierre Vallois, 2019. "Solvency Need Resulting from Reserving Risk in a ORSA Context," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 567-592, June.

  10. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010. "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print hal-00530880, HAL.

    Cited by:

    1. 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.

  11. 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.

    Cited by:

    1. Alaeddine Faleh, 2011. "Un modèle de programmation stochastique pour l'allocation stratégique d'actifs d'un régime de retraite partiellement provisionné," Working Papers hal-00561965, HAL.

  12. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.

    Cited by:

    1. 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.

  13. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009. "Scénarios économiques en assurance - Modélisation et simulation," Post-Print hal-00530874, HAL.

    Cited by:

    1. Alaeddine Faleh, 2011. "Un modèle de programmation stochastique pour l'allocation stratégique d'actifs d'un régime de retraite partiellement provisionné," Working Papers hal-00561965, HAL.
    2. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010. "Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?," Post-Print hal-00433037, HAL.

  14. 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.

    Cited by:

  15. 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.

    Cited by:

    1. Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.

  16. 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.

    Cited by:

    1. 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.

  17. Frédéric Planchet & Laurent Faucillon & Marc Juillard, 2006. "Etude du risque systématique de mortalité," Post-Print hal-00443029, HAL.

    Cited by:

    1. FLICI, Farid, 2015. "Provisionnement des rentes viagères en Algérie entre approche statique et approche prospective [Life Annuities Reserving in Algeria between static approach and prospective approach]," MPRA Paper 91917, University Library of Munich, Germany.
    2. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.

  18. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.

    Cited by:

    1. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.
    2. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
    3. 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.

  19. Frédéric Planchet & Pierre-Emmanuel Thérond & Julien Jacquemin, 2005. "Modèles financiers en assurance," Post-Print hal-01233341, HAL.

    Cited by:

    1. 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.
    2. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.
    3. 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.

  20. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.

    Cited by:

    1. Fr'ed'eric Planchet & Pierre-Emanuel Th'erond, 2010. "Allocation d'actifs selon le crit\`ere de maximisation des fonds propres \'economiques en assurance non-vie," Papers 1001.1867, arXiv.org.
    2. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.
    3. 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.

  21. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "Les principes de valorisation des engagements sociaux," Post-Print hal-01231853, HAL.

    Cited by:

    1. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.

Articles

  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.

    Cited by:

    1. Anna Rita Bacinello, 2022. "Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance”," Risks, MDPI, vol. 10(4), pages 1-2, March.

  2. 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.
    See citations under working paper version above.
  3. Debonneuil, Edouard & Loisel, Stéphane & Planchet, Frédéric, 2018. "Do actuaries believe in longevity deceleration?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 325-338.
    See citations under working paper version above.
  4. Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.

    Cited by:

    1. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    2. 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.
    3. Fuino, Michel & Wagner, Joël, 2018. "Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 51-70.
    4. Hong Li & Yang Lu, 2018. "A Bayesian non-parametric model for small population mortality," Post-Print hal-02419000, HAL.

  5. 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.

    Cited by:

    1. Fuino, Michel & Wagner, Joël, 2018. "Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 51-70.
    2. Hong Li & Yang Lu, 2018. "A Bayesian non-parametric model for small population mortality," Post-Print hal-02419000, HAL.
    3. Salhi, Yahia & Thérond, Pierre-E., 2018. "Age-Specific Adjustment Of Graduated Mortality," ASTIN Bulletin, Cambridge University Press, vol. 48(2), pages 543-569, May.
    4. Franca Glenzer & Bertrand Achou, 2019. "Annuities, long-term care insurance, and insurer solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 252-276, April.
    5. 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.
    6. Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.

  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.

    Cited by:

    1. Julien Vedani & Laurent Devineau, 2012. "Solvency assessment within the ORSA framework: issues and quantitative methodologies," Working Papers hal-00744351, HAL.
    2. Julien Vedani & Laurent Devineau, 2012. "Solvency assessment within the ORSA framework: issues and quantitative methodologies," Papers 1210.6000, arXiv.org, revised Oct 2012.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGE: Economics of Ageing (4) 2015-08-19 2015-11-07 2017-05-28 2019-02-18
  2. NEP-RMG: Risk Management (4) 2011-10-01 2015-08-19 2015-08-19 2019-02-18
  3. NEP-BAN: Banking (2) 2011-10-01 2015-08-19
  4. NEP-ECM: Econometrics (2) 2013-06-30 2013-07-15
  5. NEP-CMP: Computational Economics (1) 2013-06-30
  6. NEP-DEM: Demographic Economics (1) 2013-07-15
  7. NEP-ORE: Operations Research (1) 2013-06-30

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