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Actuarial models and methods for quantitative risk analysis
The new prudential standards, Solvency II, consider the question of controling of insurer and reinsurer’s solvency. In this thesis, we’ve proposed technical solution... -
An effective equity model allowing long term investments within the framework...
We propose an effective equity model adapted for medium term and long term risk assessment. One of its specific aspects is to allow an asymetrical dampening of the... -
One-Year Volatility of Reserve Risk in a Multivariate Framework
Under consideration for submission to ASTIN Bulletin -
Continuous compliance: a proxy-based monitoring framework
Within the Own Risk and Solvency Assessment framework, the Solvency II directive introduces the need for insurance undertakings to have efficient tools enabling the... -
Taking into account the pandemic risk in a partial internal model
International audience
