Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Stéphane Loisel

On Finite-Time Ruin Probabilities With Reinsurance Cycles Influenced by Large Claims

Scandinavian Actuarial Journal

English

Do Actuaries Believe in Longevity Deceleration?

Insurance: Mathematics and Economics

English

Index for Predicting Insurance Claims From Wind Storms With an Application in France

English

Some Characteristics of an Equity Security Next-Year Impairment

Review of Quantitative Finance and Accounting

English

Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions

Methodology and Computing in Applied Probability

English

Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings

Applied Stochastic Models in Business and Industry

Management Science

Operations Research

English

Differentiation of Some Functionals of Risk Processes, and Optimal Reserve Allocation

Journal of Applied Probability

English

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

Methodology and Computing in Applied Probability

English