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Stéphane Loisel · Study

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Stéphane Loisel

10 works· latest 2022· 3 institutionscluster: provisionalORCID 0000-0003-2176-8775

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Citations410

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Most cited in this library

Understanding, modelling and managing longevity risk: key issues and main challenges2010 · 122 citations
Explicit ruin formulas for models with dependence among risks2010 · 105 citations
On finite-time ruin probabilities for classical risk models2007 · 50 citations
On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula2011 · 42 citations
Bayesian model averaging for mortality forecasting using leave-future-out validation2022 · 22 citations

Works

10 shown

Bayesian model averaging for mortality forecasting using leave-future-out validation

International Journal of Forecasting·2022·4 authors·Open access

22citations

APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES

Astin Bulletin·2021·3 authors·Open access

19citations

Do actuaries believe in longevity deceleration?

Insurance Mathematics and Economics·2017·3 authors·Open access

15citations

Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes

The Annals of Applied Probability·2017·3 authors

17citations

Basis risk modelling: a cointegration-based approach

Statistics·2016·2 authors

18citations

On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula

·2011·4 authors·Open access

42citations

Explicit ruin formulas for models with dependence among risks

Insurance Mathematics and Economics·2010·3 authors·Open access

105citations

Understanding, modelling and managing longevity risk: key issues and main challenges

Scandinavian Actuarial Journal·2010·7 authors·Open access

122citations

Fonctions de pénalité en théorie du risque

HAL·2009·1 author·other

0citations

On finite-time ruin probabilities for classical risk models

Scandinavian Actuarial Journal·2007·2 authors·Open access

50citations