Abstracts & Talks
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
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5233k | v. 1 | 16 Jul 2020, 01:39 | Melissa BAGRI | ||
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179k | v. 1 | 26 Nov 2020, 01:15 | Melissa BAGRI | ||
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638k | v. 1 | 15 Apr 2021, 00:10 | Melissa BAGRI | ||
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479k | v. 1 | 2 Jun 2021, 06:16 | Melissa BAGRI | ||
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180k | v. 1 | 15 Feb 2021, 06:33 | Melissa BAGRI | ||
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279k | v. 1 | 15 Feb 2021, 06:36 | Melissa BAGRI | ||
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577k | v. 1 | 15 Apr 2021, 00:12 | Melissa BAGRI | ||
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202k | v. 1 | 19 May 2021, 01:25 | Melissa BAGRI | ||
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6178k | v. 1 | 19 Apr 2021, 00:21 | Melissa BAGRI | ||
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234k | v. 1 | 13 Nov 2019, 05:44 | Stéphanie Martinez | ||
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241k | v. 1 | 12 Nov 2019, 07:18 | Stéphanie Martinez | ||
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467k | v. 1 | 2 Jun 2021, 06:14 | Melissa BAGRI | ||
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190k | v. 1 | 6 Dec 2019, 07:18 | Melissa BAGRI | ||
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274k | v. 1 | 12 Nov 2020, 23:45 | Melissa BAGRI | ||
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1414k | v. 1 | 4 May 2020, 01:37 | Melissa BAGRI | ||
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3532k | v. 1 | 6 Mar 2020, 06:49 | Melissa BAGRI | ||
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252k | v. 1 | 6 Feb 2020, 05:15 | Melissa BAGRI | ||
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184k | v. 2 | 16 Jul 2020, 01:43 | Melissa BAGRI | ||
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1982k | v. 1 | 6 Mar 2020, 06:49 | Melissa BAGRI | ||
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209k | v. 1 | 21 Feb 2020, 02:19 | Melissa BAGRI | ||
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192k | v. 2 | 12 Dec 2019, 00:36 | Melissa BAGRI | ||
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621k | v. 1 | 23 Feb 2021, 04:53 | Melissa BAGRI | ||
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192k | v. 1 | 4 May 2020, 01:37 | Melissa BAGRI | ||
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6310k | v. 1 | 16 Apr 2021, 00:09 | Melissa BAGRI | ||
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3375k | v. 1 | 2 Mar 2021, 00:39 | Melissa BAGRI | ||
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1794k | v. 1 | 26 Nov 2020, 01:13 | Melissa BAGRI |
Astracts & Talks 2019-2020| Selection | File type icon | File name | Description | Size | Revision | Time | User |
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| Ċ | View Download |
247k | v. 3 | 21 Oct 2019, 04:13 | Stéphanie Martinez | ||
| Ċ | View Download |
2532k | v. 2 | 21 Oct 2019, 04:16 | Stéphanie Martinez | ||
| Ċ | View Download |
249k | v. 3 | 21 Oct 2019, 04:13 | Stéphanie Martinez |
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
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| Ċ | View Download |
Talk: An actuary’s view on the Big Data and the data Science... an ecosystem of political and socio-economic transition (Anani Olympio) | 1631k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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3156k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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2078k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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Talk:Insurance: Risk Pooling & Price Segmentation Using Information in a 'Big Data' Context | 13168k | v. 4 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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419k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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200k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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Abstract: Machine Learning: Challenges or Oppportunities | 241k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Talk: Institut des Actuaires Contact Information (Florence Picard) | 92k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Talk: Machine Learning: Challenges or Oppportunities | 13726k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Talk: Artificial Intelligence & Machine Learning: Demystification & Actuarial Cases Studies / Frank CUYPERS: Artificial Intelligence in Insurance | 1168k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Talk: Empowering E-mail Management with Artificial Intelligence (Gontran Peubez) | 693k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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273k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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Abstract: Data Science Challenges and Limitations in the Real World | 244k | v. 3 | 8 Oct 2018, 07:18 | Stéphanie Martinez | |
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Talk: The main works and challenges of an insurance Data’Lab (Marc Juillard) | 194k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Abstract: Zigzag expanded naviga;on plots in R: The R package zenplots | 272k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Abstract: Big Data:Challenges or Opportunities | 195k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Talk:Big Data: Challenges or Opportunities | 4492k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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327k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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256k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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2389k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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106k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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Abstract: Insurance: Risk Pooling & Price Segmentation Using Information in a 'Big Data' Context | 226k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Abstract:High Dimensional Change Point Estimation via Sparse Cointegration | 259k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Talk:High Dimensional Change Point Estimation via Sparse Cointegration | 1892k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Talk: Artificial Intelligence & Machine Learning: Demystification & Actuarial Cases Studies / Salma JAMAL | 1843k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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293k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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267k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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1242k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
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Abstract: Artificial Intelligence & Machine Learning: Demystification & Actuarial Cases Studies | 353k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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Abstract: An Actuary's view on the Big Data and the Data Science, An Ecosystem of Political and Socio-Economic Transition | 206k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | |
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255k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez | ||
| Ċ | View Download |
472k | v. 3 | 8 Oct 2018, 07:17 | Stéphanie Martinez |
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
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258k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
| Ċ | View Download |
301k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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275k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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199k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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195k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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1136k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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247k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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237k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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355k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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205k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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1604k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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254k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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727k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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84k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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2279k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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2438k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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3494k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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8132k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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329k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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1214k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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223k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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197k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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1884k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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262k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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252k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez | ||
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258k | v. 3 | 20 Oct 2019, 23:35 | Stéphanie Martinez |
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
|---|---|---|---|---|---|---|---|
| Ċ | View Download |
Abstract: Contagion in subprime mortgage defaults: A composite likekihood approach | 139k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Quantitative Approaches to Model Uncertainty | 3369k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Quantitative Approaches to Model Uncertainty | 113k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Multivariate Archimax Copulas | 210k | v. 6 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Multivariate Archimax Copulas | 112k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Modelling the risk behavior of decision makers with utility functions | 868k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Modelling the risk behavior of decision makers with utility functions | 219k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Robust sequential learning with applications to the forecasting of air quality and of exchange rates | 1490k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Robust sequential learning with applications to the forecasting of air quality and of exchange rates | 150k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk:The endogenous dynamycs of markets: price impact and feedback loops ans instabilities | 1020k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract:The endogenous dynamycs of markets: price impact and feedback loops ans instabilities | 117k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk:Switching Costs in Competitive Health Insurance Markets | 4986k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Switching Costs in Competitive Health Insurance Markets | 141k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Impairment testing under IAS 36: Issues at Stake | 681k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Impairment testing under IAS 36: Issues at Stake | 96k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Handling of GLM convergence issues for Insurance | 228k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Expected Shortfall: A Policyholder risk measure? | 195k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Expected Shortfall: A Policyholder risk measure? | 139k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Tests for explosive financial bubbles in the presence of non-stationary volatility | 368k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Tests for explosive financial bubbles in the presence of non-stationary volatility | 264k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Talk: Infonomics : How to use accounting principles to better align information risk, cost and value over time | 6641k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: Infonomics : How to use accounting principles to better align information risk, cost and value over time | 261k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS | |
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Abstract: High-Frequencies Data Modeling Hawkes Processes | 1399k | v. 3 | 14 Sept 2017, 06:33 | Frédérique JEAN-LOUIS |
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
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Talk:Actuarial Techniques In International Financial Reporting Standards | 702k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: Actuarial Techniques In International Financial Reporting Standards | 194k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Talk: Benchmark Approach to Finance | 1023k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: Benchmark Approach to Finance | 200k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: Practical Challenges of Risk based Solvency Frameworks in Low Interest Rate Environment | 169k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Talk: Do Investors Pay Sufficient Attention to Banks' Other Comprehensive Income ? | 574k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: Do Investors Pay Sufficient Attention to Banks' Other Comprehensive Income ? | 1458k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract:Risk Management in the Low Interest Rate Environment | 1752k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: IFRS9 and IFR4 phase II: main changes and impacts on the insurance sector | 1328k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: IFRS9 and IFR4 phase II: main changes and impacts on the insurance sector | 1927k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: Do Foreign Cash Holdings Generate Uncertainty for Market Participants? | 1401k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Talk: The Foundations of the Valuation of Insurance Liabilities | 3754k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS | |
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Abstract: The Foundations of the Valuation of Insurance Liabilities | 216k | v. 3 | 14 Sept 2017, 06:34 | Frédérique JEAN-LOUIS |
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
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Abstract: Risk Management at AXA:Technical and Behavioral Aspects | 202k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: Risk Management at AXA:Technical and Behavioral Aspects | 2655k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: Chain Ladder Prediction Error Formulae and their Interpretation | 1392k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: Chain Ladder Prediction Error Formulae and their Interpretation | 635k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: Market Risk Methodologies, Volatility, Processes and Backtesting | 379k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: Market Risk Methodologies, Volatility, Processes and Backtesting | 2945k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: The Price of Being a Systemically Important Financial Institutions (SIFI) | 211k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: The Price of Being a Systemically Important Financial Institutions (SIFI) | 1412k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: An Introduction to Stochastic Reserving using Bootstrapping (Part. 1. The Lifetime View of Reserve Risk & Part.2. The One-Year View of Risk and Beyond) | 3494k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: An Introduction to Stochastic Reserving using Bootstrapping (Part. 1. The Lifetime View of Reserve Risk) | 199k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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An Introduction to Stochastic Reserving using Bootstrapping (Part.2. The One-Year View of Risk and Beyond) | 1393k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: Market Risk Modelling after Basel III: New Challenges for Banks and Supervisors | 211k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: Market Risk Modelling after Basel III: New Challenges for Banks and Supervisors | 1888k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: Solvency II: a Risky Business? | 353k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: Solvency II: a Risky Business? | 463k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract:Tayloring Heavy Tails for a Truncated Scenario | 247k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach | 1936k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach | 220k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach | 647k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: Claims Run-Off Uncertainty: The Full Picture | 1390k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: Claims Run-Off Uncertainty: The Full Picture | 194k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: Improved Adaptive Multilevel Monte Carlo and Applications to Finance | 203k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Abstract: Hidden Regular Variation under Full and Strong Asymptotic Dependence | 224k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS | |
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Talk: Hidden Regular Variation under Full and Strong Asymptotic Dependence | 5397k | v. 3 | 14 Sept 2017, 06:36 | Frédérique JEAN-LOUIS |
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
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Talk: Measuring Nonlinear Granger Causality in Mean | 158k | v. 5 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract: Measuring Nonlinear Granger Causality in Mean | 92k | v. 4 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Talk: Multivariate Stress Testing for Solvency | 1037k | v. 3 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Abstract: Multivariate Stress Testing for Solvency | 96k | v. 4 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Talk: A Proposal of Interest Rate Dampener for Sovency II: Framework Introducing a Three Factors Mean Reversion Model | 1593k | v. 3 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract: A Proposal of Interest Rate Dampener for Sovency II: Framework Introducing a Three Factors Mean Reversion Model | 86k | v. 3 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Abstract: Sharing the longevity risk between annuitants and annuity provider | 41k | v. 5 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Talk: Sharing the Longevity risk between annuitants and annuity provider | 114k | v. 6 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Abstract: Simulation and estimation of extreme quantiles and extreme probabilities | 81k | v. 6 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Talk: Simulation and Estimation of Extreme Quantiles and Extreme Probabilities | 293k | v. 5 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Talk: Forecasting Mesothelioma Mortality for the UK | 118k | v. 4 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Abstract: Forecasting Mesothelioma Mortality for the UK | 88k | v. 4 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract: Risk models-at-risk | 38k | v. 5 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Talk: Dependence Modelling With Heavy-tailed Distributions | 2464k | v. 4 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Abstract: Dependence Modelling With Heavy-tailed Distributions | 89k | v. 3 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract: Risk neutral valuation in insurance | 102k | v. 5 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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The dynamics of Trading in Commodity Futures | 859k | v. 6 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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The dynamics of Trading in Commodity Futures | 98k | v. 7 | 14 Oct 2014, 02:31 | Frédérique JEAN-LOUIS | |
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Toward a 'new' approach to estimation of high quantiles | 1318k | v. 6 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Toward a 'new' approach to estimation of high quantiles | 124k | v. 8 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Talk: Historical perspective and prospective of regulation in Insurance | 1303k | v. 5 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Multiple Dependencies of Risks: Models for Actuarial Practise | 58k | v. 4 | 19 Sept 2014, 02:04 | Frédérique JEAN-LOUIS | |
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Abstract: Speakers:- Blaise BOURGEOIS - Pierre FRANCOIS- Daria KACHAKHIDZE- Emmanuel LAGARDE- Les MAYHEW- Ermanno PITACCO- Dan RYAN,represented by Severine RION- Oliver STOLL | 444k | v. 6 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Talk: Speakers:- Blaise BOURGEOIS - Pierre FRANCOIS- Daria KACHAKHIDZE- Emmanuel LAGARDE- Les MAYHEW- Ermanno PITACCO- Dan RYAN,represented by Severine RION- Oliver STOLL | 10167k | v. 5 | 14 Oct 2014, 02:31 | Frédérique JEAN-LOUIS | |
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Abstract: Risk processes with premium adjusted to solvency targets | 35k | v. 4 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract:Various Ways To Summarize A Curve With A Number :Estimation And Applications | 95k | v. 5 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract:Extremal events in a bank operational losses | 97k | v. 4 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract:PrObEx and model - calibrating dependencies among risks in non-life | 37k | v. 3 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: How the trading technology changes the market microstructure | 87k | v. 5 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Abstract: Is expected Shortfall a better risk measure than VaR | 35k | v. 5 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Talk: Is Expected shortfall a better risk measure than VaR? | 144k | v. 5 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Risk management considerations for the Canada pension plan: a case study | 90k | v. 5 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract: The Asymptotic ruin problem in health care insurance with interest | 36k | v. 6 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Towards modern risk management | 93k | v. 4 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Talk: The rearrangement algorithm: A new tool for computing bounds on risk measures | 2298k | v. 6 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: The rearrangement algorithm: A new tool for computing bounds on risk measures | 36k | v. 6 | 14 Oct 2014, 02:31 | Frédérique JEAN-LOUIS | |
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Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model | 626k | v. 4 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model | 120k | v. 5 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract: On refracted stochastic processes and the analysis of insurance risk | 86k | v. 4 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Markov chain Monte Carlo for computing rare-event probabilities for heavy-tailed random | 1752k | v. 5 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Markov chain Monte Carlo for computing rare-event probabilities for heavy-tailed random | 124k | v. 8 | 14 Oct 2014, 02:31 | Frédérique JEAN-LOUIS | |
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Abstract: Risk measurement and its limits in asset management | 35k | v. 4 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Default liquidity and crises: an economic framework | 89k | v. 5 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Diversification benefit in gaussian aggregation trees | 94k | v. 5 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Talk: Measuring Association and Dependence between Random Vectors | 320k | v. 3 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: Measuring Association and Dependence between Random Vectors | 89k | v. 3 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Talk: Measuring Association and Dependence between Random Vectors | 7084k | v. 3 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Stable distributions: Models for Heavy Tailed Data | 92k | v. 3 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Discussion on the paper by Albrecher et al.."Explicit ruin formulas wit dependence among risks" .Insurance: Mathematics and Economics 48 (2011) 265-270 | 37k | v. 5 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Talk: There is a VaR beyond usual approximations | 409k | v. 7 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Abstract: There is a VaR beyond usual approximations | 38k | v. 5 | 14 Oct 2014, 02:31 | Frédérique JEAN-LOUIS | |
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Abstract: Static and (symmetry based) semi-static replication strategies in actuarial science | 35k | v. 6 | 19 Sept 2014, 02:00 | Frédérique JEAN-LOUIS | |
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Talk: Static and (symetry based) semi-static replication strategies in actuarial Science | 175k | v. 4 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Abstract: Adding Time Diversification to risk diversification, the case for equalization reserves for natural catstrophes | 51k | v. 5 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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The risk free rate: an inescapable concept? | 1679k | v. 6 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Talk: Adding time diversification to risk diversification, the case for equalization reserves for natural catastrophes | 399k | v. 6 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: The risk free rate: an inescapable concept? | 140k | v. 6 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Integrated Risks & Capital Management | 40k | v. 5 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: Model independent bounds under calibration constraints: a stochastic control approach | 88k | v. 6 | 13 Oct 2014, 06:27 | Frédérique JEAN-LOUIS | |
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Abstract: Multiple change-point detection in a poisson process with applications to non-life insurance | 36k | v. 6 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Limit laws for sums of weakly dependent data with infinite variances | 93k | v. 5 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Abstract: On difficulties of risk modelling and portfolio analysis | 43k | v. 5 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: High dimensional risk aggregation: a hierarchical approach with copulas | 36k | v. 4 | 13 Oct 2014, 06:31 | Frédérique JEAN-LOUIS | |
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Abstract: Prediction for series after catastrophic events | 93k | v. 4 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Abstract: Risk management in insurance: what technical solutions to answer the huge modeling requirements? | 37k | v. 4 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Talk: Long Memory Properties of Chaotic Intermittency Maps | 2578k | v. 4 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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92k | v. 3 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | ||
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Abstract: Demystifying Black Swans fire sales, price impact and endogenous risk | 35k | v. 6 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Talk: Evaluation of the risk of a pandemic and construction of a partial internal model health insurance under solvency II | 771k | v. 5 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: Evaluation of the risk of a pandemic and construction of a partial internal model health insurance under solvency II | 52k | v. 5 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Abstract: Liquidity Risk Estimation in Conditional Volatility Models | 123k | v. 4 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Talk: Liquidity Risk Estimation in Conditional Volatility Models | 1712k | v. 3 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Abstract: Disentangling crashes from tail | 35k | v. 6 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: Credit stress loss | 83k | v. 5 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Talk: Improving the efficiency of the european ETF Market: Implications for regulators, Providers and Investors | 1532k | v. 3 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Abstract: Improving the efficiency of the european ETF Market: Implications for regulators, Providers and Investors | 127k | v. 3 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Abstract:Portfolio optimization versus risk-budgeting allocation | 39k | v. 3 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Decomposition over the Business Cycle | 903k | v. 3 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: Decomposition over the Business Cycle | 124k | v. 3 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: Some multivariate risk indicators: estimation and application to reserve allocation | 92k | v. 6 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Abstract: Historical Perspective and Prospective of Regulation in Insurance | 80k | v. 6 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Abstract: Capital requirements with defaultable securities | 40k | v. 6 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Talk: Capital requirements with defaultable securities | 343k | v. 5 | 13 Oct 2014, 06:32 | Frédérique JEAN-LOUIS | |
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Abstract: Recognition and measurement risks in financial statements | 36k | v. 3 | 13 Oct 2014, 06:29 | Frédérique JEAN-LOUIS | |
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Talk: Workshop on Small Data | 1559k | v. 3 | 14 Oct 2014, 02:31 | Frédérique JEAN-LOUIS | |
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174k | v. 3 | 14 Oct 2014, 02:31 | Frédérique JEAN-LOUIS | ||
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Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions | 367k | v. 5 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS | |
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Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions | 124k | v. 6 | 19 Sept 2014, 02:01 | Frédérique JEAN-LOUIS |