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Karim Barigou
Karim Barigou
在 act.ulaval.ca 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency
J Dhaene, B Stassen, K Barigou, D Linders, Z Chen
Insurance: Mathematics and Economics 76, 14-27, 2017
622017
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market-and time-consistency
K Barigou, Z Chen, J Dhaene
Insurance: Mathematics and Economics 88, 19-29, 2019
312019
Fair valuation of insurance liability cash-flow streams in continuous time: Theory
L Delong, J Dhaene, K Barigou
Insurance: Mathematics and Economics 88, 196-208, 2019
312019
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
K Barigou, J Dhaene
Scandinavian Actuarial Journal 2019 (2), 163-187, 2018
312018
Fair valuation of insurance liability cash-flow streams in continuous time: Applications
Ł Delong, J Dhaene, K Barigou
ASTIN Bulletin: The Journal of the IAA 49 (2), 299-333, 2019
302019
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
K Barigou, L Delong
Journal of Computational and Applied Mathematics 404 (113922), 2022
162022
Insurance valuation: A two-step generalised regression approach
K Barigou, V Bignozzi, A Tsanakas
ASTIN Bulletin: The Journal of the IAA 52 (1), 211-245, 2022
132022
Bayesian model averaging for mortality forecasting using leave-future-out validation
K Barigou, PO Goffard, S Loisel, Y Salhi
International Journal of Forecasting., 2023
122023
Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect
K Barigou, S Loisel, Y Salhi
Risks 9 (1), 5, 2021
102021
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation
K Barigou, D Linders, F Yang
Scandinavian Actuarial Journal. https://doi.org/10.1080/03461238.2022.2090272, 2023
6*2023
Expected Utility Optimization with Convolutional Stochastically Ordered Returns
R Gauchon, K Barigou
Risks 12 (6), 95, 2024
2*2024
Bayesian mortality modelling with pandemics: a vanishing jump approach
J Goes, K Barigou, A Leucht
arXiv preprint arXiv:2311.04920, 2023
22023
Insurer's management discretion: Self-hedging participating life insurance
K Barigou, P Hieber
ARC Centre of Excellence in Population Ageing Research, 2023
2023
StanMoMo: an R package for Bayesian Mortality Modelling with Stan
K Barigou, PO Goffard
10.32614/CRAN.package.StanMoMo, 2023
2023
Surveillance of actuarial assumptions in the ERM framework
K Barigou, N El Karoui, S Loisel, Y Salhi
2022
Derivatives under market impact: Disentangling cost and information
B Alimoradian, K Barigou, A Eyraud-Loisel
hal-03668432, 2022
2022
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