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Stéphane Loisel
Stéphane Loisel
Professeur des universités, ISFA, Université lyon 1
在 univ-lyon1.fr 的电子邮件经过验证 - 首页
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引用次数
引用次数
年份
Understanding, modelling and managing longevity risk: key issues and main challenges
P Barrieu, H Bensusan, N El Karoui, C Hillairet, S Loisel, C Ravanelli, ...
Scandinavian actuarial journal 2012 (3), 203-231, 2012
1852012
Explicit ruin formulas for models with dependence among risks
H Albrecher, C Constantinescu, S Loisel
Insurance: Mathematics and Economics 48 (2), 265-270, 2011
1302011
On the moments of aggregate discounted claims with dependence introduced by a FGM copula
M Barges, H Cossette, S Loisel, E Marceau
ASTIN Bulletin: The Journal of the IAA 41 (1), 215-238, 2011
722011
Construction d'un algorithme d'accélération de la méthode des «simulations dans les simulations» pour le calcul du capital économique Solvabilité II
L Devineau, S Loisel
Bulletin Français d'Actuariat 10 (17), 188-221, 2009
712009
On finite-time ruin probabilities for classical risk models
C Lefèvre, S Loisel
Scandinavian Actuarial Journal 2008 (1), 41-60, 2008
672008
Insurance: models, digitalization, and data science
H Albrecher, A Bommier, D Filipović, P Koch-Medina, S Loisel, ...
European Actuarial Journal 9, 349-360, 2019
662019
Risk aggregation in Solvency II: How to converge the approaches of the internal models and those of the standard formula?
L Devineau, S Loisel
Bulletin Français d'Actuariat 9 (18), 107-145, 2009
642009
Competition among non-life insurers under solvency constraints: A game-theoretic approach
C Dutang, H Albrecher, S Loisel
European Journal of Operational Research 231 (3), 702-711, 2013
602013
From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital
S Loisel, X Milhaud
European Journal of Operational Research 214 (2), 348-357, 2011
602011
Surrender triggers in life insurance: what main features affect the surrender behavior in a classical economic context?
X Milhaud, S Loisel, V Maume-Deschamps
Bulletin Français d'Actuariat 11 (22), 5-48, 2011
572011
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities
D Rullière, S Loisel
Insurance: Mathematics and Economics 35 (2), 187-203, 2004
572004
Differentiation of some functionals of risk processes, and optimal reserve allocation
S Loisel
Journal of applied probability 42 (2), 379-392, 2005
462005
Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions …
R Biard, C Lefèvre, S Loisel
Insurance: Mathematics and Economics 43 (3), 412-421, 2008
452008
Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions
J Vedani, N El Karoui, S Loisel, JL Prigent
European Actuarial Journal 7, 1-28, 2017
442017
Asset-liability management for long-term insurance business
H Albrecher, D Bauer, P Embrechts, D Filipović, P Koch-Medina, R Korn, ...
European Actuarial Journal 8, 9-25, 2018
412018
Finite-time ruin probabilities for discrete, possibly dependent, claim severities
C Lefèvre, S Loisel
Methodology and Computing in Applied Probability 11, 425-441, 2009
412009
Surrender triggers in life insurance: classification and risk predictions
X Milhaud, S Loisel, V Maume-Deschamps
Bulletin Français d'Actuariat, 2011
302011
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
PO Goffard, S Loisel, D Pommeret
Journal of Computational and Applied Mathematics 296, 499-511, 2016
272016
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments
J Trufin, S Loisel
Bulletin Francais d'Actuariat, xxx-xxx, 2013
252013
Do actuaries believe in longevity deceleration?
E Debonneuil, S Loisel, F Planchet
Insurance: Mathematics and Economics 78, 325-338, 2018
242018
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