Stéphane Loisel
Stéphane Loisel
Professeur des universités, ISFA, Université lyon 1
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Cited by
Cited by
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
Explicit ruin formulas for models with dependence among risks
H Albrecher, C Constantinescu, S Loisel
Insurance: Mathematics and Economics 48 (2), 265-270, 2011
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
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
On finite-time ruin probabilities for classical risk models
C Lefèvre, S Loisel
Scandinavian Actuarial Journal 2008 (1), 41-60, 2008
On the moments of the aggregate discounted claims with dependence introduced by a FGM copula
M Barges, H Cossette, S Loisel, E Marceau
Astin Bulletin 41 (1), 215-238, 2011
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
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
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
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
Differentiation of some functionals of risk processes, and optimal reserve allocation
S Loisel
Journal of applied probability 42 (2), 379-392, 2005
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
Finite-time ruin probabilities for discrete, possibly dependent, claim severities
C Lefèvre, S Loisel
Methodology and Computing in Applied Probability 11 (3), 425-441, 2009
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), 1-28, 2017
Surrender triggers in life insurance: classification and risk predictions
X Milhaud, S Loisel, V Maume-Deschamps
Bulletin Français d'Actuariat, 2011
Do actuaries believe in longevity deceleration?
E Debonneuil, S Loisel, F Planchet
Insurance: Mathematics and Economics 78, 325-338, 2018
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
On multiply monotone distributions, continuous or discrete, with applications
C Lefèvre, S Loisel
Journal of Applied Probability 50 (3), 827-847, 2013
Joint modeling of portfolio experienced and national mortality: A co-integration based approach
Y Salhi, S Loisel, M Denuit
Working Paper, Available from http://isfa. univ-lyon1. fr/stephane. loisel, 2010
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
S Loisel, C Mazza, D Rullière
Insurance: Mathematics and Economics 42 (2), 746-762, 2008
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