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 | 62 | 2017 |
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 | 31 | 2019 |
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 | 31 | 2019 |
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 | 31 | 2018 |
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 | 30 | 2019 |
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 | 16 | 2022 |
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 | 13 | 2022 |
Bayesian model averaging for mortality forecasting using leave-future-out validation K Barigou, PO Goffard, S Loisel, Y Salhi International Journal of Forecasting., 2023 | 12 | 2023 |
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 | 10 | 2021 |
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 | 2 | 2023 |
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 |