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Pierre-Emmanuel Thérond

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Personal Details

First Name:Pierre-Emmanuel
Middle Name:
Last Name:Thérond
Suffix:
RePEc Short-ID:pth190
Email:
Homepage:http://www.therond.fr
Postal Address:
Phone:
Location: Lyon, France
Homepage: http://isfa.univ-lyon1.fr/
Email:
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. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2014. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.
  2. Yahia Salhi & Pierre-Emmanuel Thérond, 2014. "Alarm System for Credit Losses Impairment," Working Papers hal-00927391, HAL.
  3. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.
  4. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.
  5. 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.
  6. Frédéric Planchet & Pierre-Emanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
  7. Pierre-Emmanuel Thérond & Pierre Valade, 2010. "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print hal-00593904, HAL.
  8. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009. "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print hal-00443009, HAL.
  9. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  10. 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.
  11. 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.
  12. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.
  13. 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.
  14. 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.
  1. 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.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-10-01
  2. NEP-DEM: Demographic Economics (1) 2013-07-15
  3. NEP-ECM: Econometrics (1) 2013-07-15
  4. NEP-IAS: Insurance Economics (2) 2011-01-30 2014-02-02. Author is listed
  5. NEP-MIC: Microeconomics (1) 2014-06-22
  6. NEP-RMG: Risk Management (3) 2011-10-01 2014-02-02 2014-06-22. Author is listed
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2014-06-22

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