| 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 | 179 | 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 | 129 | 2011 |
| 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 | 71 | 2011 |
| 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 | 71 | 2009 |
| On finite-time ruin probabilities for classical risk models C Lefèvre, S Loisel Scandinavian Actuarial Journal 2008 (1), 41-60, 2008 | 66 | 2008 |
| 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 | 64 | 2009 |
| Insurance: models, digitalization, and data science H Albrecher, A Bommier, D Filipović, P Koch-Medina, S Loisel, ... European Actuarial Journal 9, 349-360, 2019 | 61 | 2019 |
| 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 | 60 | 2013 |
| 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 | 60 | 2011 |
| 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 | 59 | 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 | 58 | 2004 |
| Differentiation of some functionals of risk processes, and optimal reserve allocation S Loisel Journal of applied probability 42 (2), 379-392, 2005 | 46 | 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 | 45 | 2008 |
| 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 | 43 | 2017 |
| Finite-time ruin probabilities for discrete, possibly dependent, claim severities C Lefèvre, S Loisel Methodology and Computing in Applied Probability 11, 425-441, 2009 | 41 | 2009 |
| 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 | 40 | 2018 |
| Surrender triggers in life insurance: classification and risk predictions X Milhaud, S Loisel, V Maume-Deschamps Bulletin Français d'Actuariat, 2011 | 29 | 2011 |
| 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 | 26 | 2016 |
| Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes N El Karoui, S Loisel, Y Salhi | 24 | 2017 |
| Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments J Trufin, S Loisel Bulletin Francais d'Actuariat, xxx-xxx, 2013 | 24 | 2013 |
Yahia SALHIISFA - Université Lyon 1Adresse e-mail validée de univ-lyon1.fr
