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Pierre-Emmanuel Thérond

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Personal Details

First Name:Pierre-Emmanuel
Middle Name:
Last Name:Thérond
RePEc Short-ID:pth190
Postal Address:
Location: Lyon, France
Phone: + 33 4 37 28 74 30
Fax: +33 4 37 28 76 32
Postal: 50 avenue Tony Garnier, F-69700 Lyon
Handle: RePEc:edi:isly1fr (more details at EDIRC)
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  1. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Arbres de régression et de classification (CART)," Post-Print hal-01152263, HAL.
  2. Pierre-Emmanuel Thérond, 2015. "Role of models in insurance regulation and financial reporting," Post-Print hal-01233342, HAL.
  3. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Tree-based censored regression with applications to insurance," Working Papers hal-01141228, HAL.
  4. Pierre-Emmanuel Thérond, 2015. "Assurance et actuariat : éléments de perspective," Post-Print hal-01176057, HAL.
  5. Pierre-Emmanuel Thérond, 2015. "Les taux bas : changement de paradigme ?," Post-Print hal-01221967, HAL.
  6. Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2015. "A Credibility Approach of the Makeham Mortality Law," Working Papers hal-01232683, HAL.
  7. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2015. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.
  8. Pierre-Emmanuel Thérond, 2014. "Alarm System for Credit Losses Impairment under IFRS 9," Post-Print hal-01152097, HAL.
  9. Yahia Salhi & Pierre-Emmanuel Thérond, 2014. "Alarm System for Credit Losses Impairment," Working Papers hal-00927391, HAL.
  10. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.
  11. Pierre-Emmanuel Thérond, 2014. "Dépréciations d'actifs financiers en IAS 39 : quelques caractéristiques," Post-Print hal-00947589, HAL.
  12. Frédéric Planchet & Pierre-Emmanuel Thérond, 2014. "Survival Analysis," Post-Print hal-01152086, HAL.
  13. Christian Robert & Pierre-Emmanuel Thérond, 2013. "Ambiguïté et aversion à l'incertitude," Post-Print hal-01231852, HAL.
  14. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.
  15. Pierre-Emmanuel Thérond, 2012. "Les risques, les assurances et la normalisation," Post-Print hal-00931710, HAL.
  16. 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.
  17. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
  18. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Modélisation statistique des phénomènes de durée," Post-Print hal-01231856, HAL.
  19. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010. "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print hal-00530880, HAL.
  20. Pierre-Emmanuel Thérond & Pierre Valade, 2010. "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print hal-00593904, HAL.
  21. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009. "Scénarios économiques en assurance - Modélisation et simulation," Post-Print hal-00530874, HAL.
  22. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009. "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print hal-00443009, HAL.
  23. Pierre-Emmanuel Thérond, 2008. "Évaluation de contrats d'assurance vie en euros : une problématique actuelle," Post-Print hal-00933282, HAL.
  24. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  25. Pierre-Emmanuel Thérond, 2008. "Mesure et gestion des risques d'assurance," Post-Print hal-00933281, HAL.
  26. 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.
  27. 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.
  28. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Pilotage d'un régime de rentes viagères," Post-Print hal-00593872, HAL.
  29. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
  30. Pierre-Emmanuel Thérond, 2005. "Solvency II, IFRS : l'impact des modèles d'actifs retenus," Post-Print hal-00933285, HAL.
  31. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.
  32. Pierre-Emmanuel Thérond, 2005. "Impact of the asset jumps in insurance: IFRS / Solvency II," Post-Print hal-00932971, HAL.
  33. Pierre-Emmanuel Thérond, 2005. "Asset allocation: new constraints induced by the Solvency II project," Post-Print hal-00932969, HAL.
  34. Frédéric Planchet & Pierre-Emmanuel Thérond & Julien Jacquemin, 2005. "Modèles financiers en assurance," Post-Print hal-01233341, HAL.
  35. Pierre-Emmanuel Thérond, 2004. "Allocation d'actifs d'un régime de rentiers en cours de service," Post-Print hal-00933288, HAL.
  36. Pierre-Emmanuel Thérond & Frédéric Planchet, 2004. "Approche scientifique des logiciels DFA," Post-Print hal-00933303, HAL.
  37. Pierre-Emmanuel Thérond, 2004. "Asset allocation of a pension scheme during the decumulation phase," Post-Print hal-00932968, HAL.
  38. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "Les principes de valorisation des engagements sociaux," Post-Print hal-01231853, HAL.
  39. Pierre-Emmanuel Thérond, 2004. "Financial Risk Management of a Defined Benefit Plan," Post-Print hal-00932967, HAL.
  40. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "IAS 19 & 26 et les engagements à l’égard du personnel," Post-Print hal-01231855, HAL.
  41. 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.
  42. 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.
  1. 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.
  2. 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.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2015-08-19
  2. NEP-BAN: Banking (1) 2011-10-01
  3. NEP-DEM: Demographic Economics (1) 2013-07-15
  4. NEP-ECM: Econometrics (1) 2013-07-15
  5. NEP-FOR: Forecasting (1) 2015-12-08
  6. NEP-GER: German Papers (1) 2015-08-30
  7. NEP-IAS: Insurance Economics (4) 2011-01-30 2014-02-02 2015-12-01 2015-12-08. Author is listed
  8. NEP-MIC: Microeconomics (1) 2014-06-22
  9. NEP-RMG: Risk Management (6) 2011-10-01 2014-02-02 2014-06-22 2015-08-19 2015-12-01 2015-12-08. Author is listed
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2014-06-22

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