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Pierre-Emmanuel Thérond

This is information that was supplied by Pierre-Emmanuel Thérond in registering through RePEc. If you are Pierre-Emmanuel Thérond , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Pierre-Emmanuel
Middle Name:
Last Name:Thérond
RePEc Short-ID:pth190
Lyon, France

: + 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. Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016. "A Credibility Approach of the Makeham Mortality Law," Post-Print hal-01232683, HAL.
  2. 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.
  3. Pierre-Emmanuel Thérond, 2016. "About Market Consistent Valuation in Insurance," Post-Print hal-01296792, HAL.
  4. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Arbres de régression et de classification (CART)," Post-Print hal-01152263, HAL.
  5. Pierre-Emmanuel Thérond, 2015. "Les taux bas : changement de paradigme ?," Post-Print hal-01221967, HAL.
  6. Pierre-Emmanuel Thérond, 2015. "Role of models in insurance regulation and financial reporting," Post-Print hal-01233342, HAL.
  7. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Tree-based censored regression with applications to insurance," Working Papers hal-01141228, HAL.
  8. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2015. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.
  9. Pierre-Emmanuel Thérond, 2015. "Assurance et actuariat : éléments de perspective," Post-Print hal-01176057, HAL.
  10. Pierre-Emmanuel Thérond, 2014. "Alarm System for Credit Losses Impairment under IFRS 9," Post-Print hal-01152097, HAL.
  11. Yahia Salhi & Pierre-Emmanuel Thérond, 2014. "Alarm System for Credit Losses Impairment," Working Papers hal-00927391, HAL.
  12. Frédéric Planchet & Pierre-Emmanuel Thérond, 2014. "Survival Analysis," Post-Print hal-01152086, HAL.
  13. Pierre-Emmanuel Thérond, 2014. "Dépréciations d'actifs financiers en IAS 39 : quelques caractéristiques," Post-Print hal-00947589, HAL.
  14. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.
  15. Christian Robert & Pierre-Emmanuel Thérond, 2013. "Ambiguïté et aversion à l'incertitude," Post-Print hal-01231852, HAL.
  16. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.
  17. Pierre-Emmanuel Thérond, 2012. "Les risques, les assurances et la normalisation," Post-Print hal-00931710, HAL.
  18. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
  19. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Modélisation statistique des phénomènes de durée," Post-Print hal-01231856, HAL.
  20. 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.
  21. Pierre-Emmanuel Thérond & Pierre Valade, 2010. "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print hal-00593904, HAL.
  22. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010. "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print hal-00530880, HAL.
  23. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009. "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print hal-00443009, HAL.
  24. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009. "Scénarios économiques en assurance - Modélisation et simulation," Post-Print hal-00530874, HAL.
  25. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  26. Pierre-Emmanuel Thérond, 2008. "Mesure et gestion des risques d'assurance," Post-Print hal-00933281, HAL.
  27. Pierre-Emmanuel Thérond, 2008. "Évaluation de contrats d'assurance vie en euros : une problématique actuelle," Post-Print hal-00933282, HAL.
  28. 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.
  29. 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.
  30. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Pilotage d'un régime de rentes viagères," Post-Print hal-00593872, HAL.
  31. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
  32. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, 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, 2005. "Impact of the asset jumps in insurance: IFRS / Solvency II," Post-Print hal-00932971, HAL.
  36. Pierre-Emmanuel Thérond, 2005. "Solvency II, IFRS : l'impact des modèles d'actifs retenus," Post-Print hal-00933285, HAL.
  37. Pierre-Emmanuel Thérond, 2004. "Financial Risk Management of a Defined Benefit Plan," Post-Print hal-00932967, HAL.
  38. Pierre-Emmanuel Thérond, 2004. "Allocation d'actifs d'un régime de rentiers en cours de service," Post-Print hal-00933288, HAL.
  39. Pierre-Emmanuel Thérond, 2004. "Asset allocation of a pension scheme during the decumulation phase," Post-Print hal-00932968, HAL.
  40. Pierre-Emmanuel Thérond & Frédéric Planchet, 2004. "Approche scientifique des logiciels DFA," Post-Print hal-00933303, HAL.
  41. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "Les principes de valorisation des engagements sociaux," Post-Print hal-01231853, HAL.
  42. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "IAS 19 & 26 et les engagements à l’égard du personnel," Post-Print hal-01231855, HAL.
  43. 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.
  44. 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.
    repec:hal:journl:hal-01348051 is not listed on IDEAS
    repec:hal:journl:hal-01367393 is not listed on IDEAS
    repec:hal:journl:hal-01364437 is not listed on IDEAS
  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. Robert, Christian Y. & Therond, Pierre-E., 2014. "Distortion Risk Measures, Ambiguity Aversion And Optimal Effort," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 44(02), pages 277-302, May.
  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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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-RMG: Risk Management (6) 2011-10-01 2014-02-02 2014-06-22 2015-08-19 2015-12-01 2016-03-23. Author is listed
  2. NEP-IAS: Insurance Economics (4) 2011-01-30 2014-02-02 2015-12-01 2016-03-23. Author is listed
  3. NEP-AGE: Economics of Ageing (1) 2015-08-19
  4. NEP-BAN: Banking (1) 2011-10-01
  5. NEP-DEM: Demographic Economics (1) 2013-07-15
  6. NEP-ECM: Econometrics (1) 2013-07-15
  7. NEP-FOR: Forecasting (1) 2016-03-23
  8. NEP-GER: German Papers (1) 2015-08-30
  9. NEP-MIC: Microeconomics (1) 2014-06-22
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2014-06-22

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