Abstracts & Talks


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Talk:Actuarial Techniques In International Financial Reporting Standards  702k v. 2 17 Feb 2016, 04:47 Frederique JEAN LOUIS
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Abstract: Actuarial Techniques In International Financial Reporting Standards    194k v. 2 17 Feb 2016, 04:47 Frederique JEAN LOUIS
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Talk: Benchmark Approach to Finance  1023k v. 2 11 May 2016, 07:10 Frederique JEAN LOUIS
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Abstract: Benchmark Approach to Finance   200k v. 2 2 May 2016, 07:52 Frederique JEAN LOUIS
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Abstract: Practical Challenges of Risk based Solvency Frameworks in Low Interest Rate Environment  169k v. 2 17 Jun 2016, 00:09 Frederique JEAN LOUIS
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Talk: Do Investors Pay Sufficient Attention to Banks' Other Comprehensive Income ?    574k v. 2 20 Apr 2016, 00:19 Frederique JEAN LOUIS
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Abstract: Do Investors Pay Sufficient Attention to Banks' Other Comprehensive Income ?    1458k v. 2 20 Apr 2016, 00:19 Frederique JEAN LOUIS
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Abstract:Risk Management in the Low Interest Rate Environment  1752k v. 2 18 May 2016, 08:42 Frederique JEAN LOUIS
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Abstract: IFRS9 and IFR4 phase II: main changes and impacts on the insurance sector    1328k v. 2 19 Apr 2016, 08:04 Frederique JEAN LOUIS
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Abstract: IFRS9 and IFR4 phase II: main changes and impacts on the insurance sector    1927k v. 2 19 Apr 2016, 08:04 Frederique JEAN LOUIS
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Abstract: Do Foreign Cash Holdings Generate Uncertainty for Market Participants?   1401k v. 2 22 Feb 2016, 02:43 Frederique JEAN LOUIS
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Talk: The Foundations of the Valuation of Insurance Liabilities   3754k v. 2 20 Jun 2016, 01:04 Frederique JEAN LOUIS
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Abstract: The Foundations of the Valuation of Insurance Liabilities   216k v. 2 20 Jun 2016, 01:04 Frederique JEAN LOUIS
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Abstract: Risk Management at AXA:Technical and Behavioral Aspects   202k v. 2 12 May 2017, 02:33 Frederique JEAN LOUIS
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Talk: Risk Management at AXA:Technical and Behavioral Aspects   2655k v. 2 12 May 2017, 02:33 Frederique JEAN LOUIS
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Abstract: Chain Ladder Prediction Error Formulae and their Interpretation   1392k v. 2 16 Dec 2016, 01:27 Frederique JEAN LOUIS
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Talk: Chain Ladder Prediction Error Formulae and their Interpretation   635k v. 2 16 Dec 2016, 01:27 Frederique JEAN LOUIS
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Abstract: Market Risk Methodologies, Volatility, Processes and Backtesting    379k v. 2 2 May 2017, 07:44 Frederique JEAN LOUIS
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Talk: Market Risk Methodologies, Volatility, Processes and Backtesting    2945k v. 2 2 May 2017, 07:45 Frederique JEAN LOUIS
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Abstract: The Price of Being a Systemically Important Financial Institutions (SIFI)   211k v. 2 25 Jan 2017, 00:16 Frederique JEAN LOUIS
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Talk: The Price of Being a Systemically Important Financial Institutions (SIFI)   1412k v. 2 25 Jan 2017, 00:16 Frederique 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. 2 10 Jan 2017, 00:48 Frederique JEAN LOUIS
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Abstract: An Introduction to Stochastic Reserving using Bootstrapping (Part. 1. The Lifetime View of Reserve Risk)   199k v. 2 14 Nov 2016, 04:51 Frederique 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. 2 10 Jan 2017, 00:48 Frederique JEAN LOUIS
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Abstract: Market Risk Modelling after Basel III: New Challenges for Banks and Supervisors   211k v. 2 27 Mar 2017, 01:01 Frederique JEAN LOUIS
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Talk: Market Risk Modelling after Basel III: New Challenges for Banks and Supervisors   1888k v. 2 27 Mar 2017, 01:01 Frederique JEAN LOUIS
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Abstract: Solvency II: a Risky Business?   353k v. 2 11 Jan 2017, 08:57 Frederique JEAN LOUIS
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Talk: Solvency II: a Risky Business?   463k v. 2 11 Jan 2017, 08:57 Frederique JEAN LOUIS
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Abstract:Tayloring Heavy Tails for a Truncated Scenario  247k v. 2 16 May 2017, 04:51 Frederique JEAN LOUIS
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Talk: An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach   1936k v. 2 5 Jun 2017, 00:01 Frederique JEAN LOUIS
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Abstract: An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach    220k v. 2 5 Jun 2017, 00:01 Frederique JEAN LOUIS
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Talk: An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach   647k v. 2 12 May 2017, 02:27 Frederique JEAN LOUIS
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Abstract: Claims Run-Off Uncertainty: The Full Picture  1390k v. 2 14 Nov 2016, 04:45 Frederique JEAN LOUIS
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Talk: Claims Run-Off Uncertainty: The Full Picture  194k v. 2 14 Nov 2016, 04:46 Frederique JEAN LOUIS
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Abstract: Improved Adaptive Multilevel Monte Carlo and Applications to Finance   203k v. 2 7 Jun 2017, 08:35 Frederique JEAN LOUIS
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Abstract: Hidden Regular Variation under Full and Strong Asymptotic Dependence   224k v. 2 20 Apr 2017, 00:49 Frederique JEAN LOUIS
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Talk: Hidden Regular Variation under Full and Strong Asymptotic Dependence   5397k v. 2 20 Apr 2017, 00:49 Frederique JEAN LOUIS
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Abstract: Contagion in subprime mortgage defaults: A composite likekihood approach   139k v. 2 18 Mar 2015, 07:53 Frederique JEAN LOUIS
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Talk: Quantitative Approaches to Model Uncertainty   3369k v. 2 17 Nov 2014, 00:32 Frederique JEAN LOUIS
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Abstract: ​Quantitative Approaches to Model Uncertainty  113k v. 2 28 Oct 2014, 07:05 Frederique JEAN LOUIS
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Talk: Multivariate Archimax Copulas     210k v. 5 7 Jan 2015, 00:02 Frederique JEAN LOUIS
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Abstract: Multivariate Archimax Copulas    112k v. 2 9 Dec 2014, 02:15 Frederique JEAN LOUIS
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Talk: Modelling the risk behavior of decision makers with utility functions   868k v. 2 18 Mar 2015, 07:54 Frederique JEAN LOUIS
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Abstract: Modelling the risk behavior of decision makers with utility functions   219k v. 2 18 Mar 2015, 07:53 Frederique JEAN LOUIS
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Talk: Robust sequential learning with applications to the forecasting of air quality and of exchange rates   1490k v. 2 20 Jan 2015, 00:02 Frederique JEAN LOUIS
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Abstract: Robust sequential learning with applications to the forecasting of air quality and of exchange rates   150k v. 2 20 Jan 2015, 00:01 Frederique JEAN LOUIS
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Talk:The endogenous dynamycs of markets: price impact and feedback loops ans instabilities   1020k v. 2 7 Jan 2015, 00:05 Frederique JEAN LOUIS
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Abstract:The endogenous dynamycs of markets: price impact and feedback loops ans instabilities   117k v. 2 7 Jan 2015, 00:05 Frederique JEAN LOUIS
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Talk:Switching Costs in Competitive Health Insurance Markets   4986k v. 2 27 Jan 2015, 05:27 Frederique JEAN LOUIS
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Abstract: Switching Costs in Competitive Health Insurance Markets   141k v. 2 27 Jan 2015, 05:26 Frederique JEAN LOUIS
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Talk: Impairment testing under IAS 36: Issues at Stake  681k v. 2 8 Jun 2015, 00:47 Frederique JEAN LOUIS
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Abstract: Impairment testing under IAS 36: Issues at Stake   96k v. 2 8 Jun 2015, 00:47 Frederique JEAN LOUIS
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Abstract: Handling of GLM convergence issues for Insurance   228k v. 2 2 Apr 2015, 05:48 Frederique JEAN LOUIS
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Talk: Expected Shortfall: A Policyholder risk measure?  195k v. 2 14 Oct 2014, 02:31 Frederique JEAN LOUIS
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Abstract: Expected Shortfall: A Policyholder risk measure?  139k v. 2 13 Oct 2014, 06:33 Frederique JEAN LOUIS
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Talk: Tests for explosive financial bubbles in the presence of non-stationary volatility   368k v. 2 30 Mar 2015, 05:59 Frederique JEAN LOUIS
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Abstract: Tests for explosive financial bubbles in the presence of non-stationary volatility   264k v. 2 30 Mar 2015, 05:59 Frederique 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. 2 24 Mar 2015, 05:23 Frederique 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. 2 24 Mar 2015, 05:23 Frederique JEAN LOUIS
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Abstract: High-Frequencies Data Modeling Hawkes Processes  1399k v. 2 7 May 2015, 07:28 Frederique JEAN LOUIS
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Talk: Measuring Nonlinear Granger Causality in Mean   158k v. 5 13 Oct 2014, 06:27 Frederique JEAN LOUIS
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Abstract: Measuring Nonlinear Granger Causality in Mean   92k v. 4 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Talk: Multivariate Stress Testing for Solvency    1037k v. 3 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Abstract: Multivariate Stress Testing for Solvency    96k v. 4 19 Sep 2014, 02:00 Frederique 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 Frederique 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 Sep 2014, 02:04 Frederique JEAN LOUIS
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Abstract: Sharing the longevity risk between annuitants and annuity provider    41k v. 5 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Talk: Sharing the Longevity risk between annuitants and annuity provider   114k v. 6 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Abstract: Simulation and estimation of extreme quantiles and extreme probabilities   81k v. 6 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Talk: Simulation and Estimation of Extreme Quantiles and Extreme Probabilities   293k v. 5 13 Oct 2014, 06:27 Frederique JEAN LOUIS
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Talk: Forecasting Mesothelioma Mortality for the UK   118k v. 4 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Abstract: Forecasting Mesothelioma Mortality for the UK   88k v. 4 13 Oct 2014, 06:27 Frederique JEAN LOUIS
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Abstract: Risk models-at-risk   38k v. 5 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Talk: Dependence Modelling With Heavy-tailed Distributions    2464k v. 4 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Abstract: Dependence Modelling With Heavy-tailed Distributions    89k v. 3 13 Oct 2014, 06:27 Frederique JEAN LOUIS
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Abstract: Risk neutral valuation in insurance    102k v. 5 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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The dynamics of Trading in Commodity Futures    859k v. 6 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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The dynamics of Trading in Commodity Futures    98k v. 7 14 Oct 2014, 02:31 Frederique JEAN LOUIS
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Toward a 'new' approach to estimation of high quantiles    1318k v. 6 19 Sep 2014, 02:04 Frederique JEAN LOUIS
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Toward a 'new' approach to estimation of high quantiles    124k v. 8 13 Oct 2014, 06:32 Frederique JEAN LOUIS
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Talk: Historical perspective and prospective of regulation in Insurance    1303k v. 5 13 Oct 2014, 06:31 Frederique JEAN LOUIS
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Abstract: Multiple Dependencies of Risks: Models for Actuarial Practise   58k v. 4 19 Sep 2014, 02:04 Frederique 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 Frederique 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 Frederique JEAN LOUIS
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Abstract: Risk processes with premium adjusted to solvency targets   35k v. 4 13 Oct 2014, 06:27 Frederique 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 Frederique JEAN LOUIS
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Abstract:Extremal events in a bank operational losses   97k v. 4 13 Oct 2014, 06:31 Frederique 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 Frederique JEAN LOUIS
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Abstract: How the trading technology changes the market microstructure   87k v. 5 19 Sep 2014, 02:00 Frederique JEAN LOUIS
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Abstract: Is expected Shortfall a better risk measure than VaR   35k v. 5 13 Oct 2014, 06:27 Frederique JEAN LOUIS
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Talk: Is Expected shortfall a better risk measure than VaR?   144k v. 5 13 Oct 2014, 06:31 Frederique 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 Frederique 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 Frederique JEAN LOUIS
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Abstract: Towards modern risk management   93k v. 4 13 Oct 2014, 06:27 Frederique 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 Frederique 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 Frederique JEAN LOUIS
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Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model   626k v. 4 19 Sep 2014, 02:00 Frederique 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 Frederique JEAN LOUIS
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Abstract: On refracted stochastic processes and the analysis of insurance risk   86k v. 4 19 Sep 2014, 02:00 Frederique JEAN LOUIS
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Markov chain Monte Carlo for computing rare-event probabilities for heavy-tailed random   1752k v. 5 19 Sep 2014, 02:00 Frederique 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 Frederique JEAN LOUIS
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Abstract: Risk measurement and its limits in asset management   35k v. 4 13 Oct 2014, 06:31 Frederique JEAN LOUIS
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Abstract: Default liquidity and crises: an economic framework   89k v. 5 13 Oct 2014, 06:31 Frederique JEAN LOUIS
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Abstract: Diversification benefit in gaussian aggregation trees    94k v. 5 19 Sep 2014, 02:00 Frederique JEAN LOUIS
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Talk: Measuring Association and Dependence between Random Vectors   320k v. 3 13 Oct 2014, 06:32 Frederique JEAN LOUIS
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Abstract: Measuring Association and Dependence between Random Vectors    89k v. 3 19 Sep 2014, 02:00 Frederique JEAN LOUIS
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Talk: Measuring Association and Dependence between Random Vectors    7084k v. 3 13 Oct 2014, 06:31 Frederique JEAN LOUIS
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Abstract: Stable distributions: Models for Heavy Tailed Data   92k v. 3 13 Oct 2014, 06:31 Frederique 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 Sep 2014, 02:00 Frederique JEAN LOUIS
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Talk: There is a VaR beyond usual approximations     409k v. 7 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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Abstract: There is a VaR beyond usual approximations     38k v. 5 14 Oct 2014, 02:31 Frederique JEAN LOUIS
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Abstract: Static and (symmetry based) semi-static replication strategies in actuarial science   35k v. 6 19 Sep 2014, 02:00 Frederique JEAN LOUIS
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Talk: Static and (symetry based) semi-static replication strategies in actuarial Science    175k v. 4 19 Sep 2014, 02:01 Frederique 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 Frederique JEAN LOUIS
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The risk free rate: an inescapable concept?    1679k v. 6 19 Sep 2014, 02:01 Frederique 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 Frederique JEAN LOUIS
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Abstract: The risk free rate: an inescapable concept?     140k v. 6 13 Oct 2014, 06:31 Frederique JEAN LOUIS
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Abstract: Integrated Risks & Capital Management    40k v. 5 13 Oct 2014, 06:32 Frederique 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 Frederique 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 Frederique JEAN LOUIS
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Abstract: Limit laws for sums of weakly dependent data with infinite variances   93k v. 5 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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Abstract: On difficulties of risk modelling and portfolio analysis   43k v. 5 13 Oct 2014, 06:31 Frederique JEAN LOUIS
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Abstract: High dimensional risk aggregation: a hierarchical approach with copulas   36k v. 4 13 Oct 2014, 06:31 Frederique JEAN LOUIS
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Abstract: Prediction for series after catastrophic events   93k v. 4 13 Oct 2014, 06:29 Frederique JEAN LOUIS
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Abstract: Risk management in insurance: what technical solutions to answer the huge modeling requirements?   37k v. 4 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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Talk: Long Memory Properties of Chaotic Intermittency Maps   2578k v. 4 13 Oct 2014, 06:29 Frederique JEAN LOUIS
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  92k v. 3 13 Oct 2014, 06:32 Frederique 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 Frederique 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 Frederique 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 Frederique JEAN LOUIS
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Abstract: Liquidity Risk Estimation in Conditional Volatility Models  123k v. 4 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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Talk: Liquidity Risk Estimation in Conditional Volatility Models  1712k v. 3 13 Oct 2014, 06:29 Frederique JEAN LOUIS
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Abstract: Disentangling crashes from tail   35k v. 6 13 Oct 2014, 06:32 Frederique JEAN LOUIS
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Abstract: Credit stress loss   83k v. 5 13 Oct 2014, 06:29 Frederique 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 Frederique 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 Sep 2014, 02:01 Frederique JEAN LOUIS
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Abstract:Portfolio optimization versus risk-budgeting allocation   39k v. 3 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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Decomposition over the Business Cycle  903k v. 3 13 Oct 2014, 06:32 Frederique JEAN LOUIS
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Abstract: Decomposition over the Business Cycle  124k v. 3 13 Oct 2014, 06:32 Frederique 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 Frederique JEAN LOUIS
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Abstract: Historical Perspective and Prospective of Regulation in Insurance   80k v. 6 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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Abstract: Capital requirements with defaultable securities   40k v. 6 13 Oct 2014, 06:29 Frederique JEAN LOUIS
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Talk: Capital requirements with defaultable securities    343k v. 5 13 Oct 2014, 06:32 Frederique JEAN LOUIS
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Abstract: Recognition and measurement risks in financial statements   36k v. 3 13 Oct 2014, 06:29 Frederique JEAN LOUIS
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Talk: Workshop on Small Data   1559k v. 3 14 Oct 2014, 02:31 Frederique JEAN LOUIS
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  174k v. 3 14 Oct 2014, 02:31 Frederique JEAN LOUIS
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Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions   367k v. 5 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions  124k v. 6 19 Sep 2014, 02:01 Frederique JEAN LOUIS
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