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Pierre-Emmanuel Thérond
(Pierre-Emmanuel Therond)

Personal Details

First Name:Pierre-Emmanuel
Middle Name:
Last Name:Therond
Suffix:
RePEc Short-ID:pth190
[This author has chosen not to make the email address public]
http://www.therond.fr
Twitter: @pierretherond

Affiliation

Institut de Science Financière et d'Assurances (École ISFA)
Université Claude Bernard (Lyon 1)

Lyon, France
http://isfa.univ-lyon1.fr/
RePEc:edi:isly1fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Véronique Blum & Pierre-Emmanuel Thérond, 2021. "Discount Rates in Accounting: How Practitioners Depart the IFRS Maze. Towards the End of Determinism in Accounting," Post-Print hal-03283265, HAL.
  2. Pierre-Emmanuel Thérond, 2021. "Approche grand angle du biais d'optimisme," Post-Print hal-03259833, HAL.
  3. Pierre-Emmanuel Thérond & Victor Froment, 2020. "IFRS 17: the sticking point of annual cohorts," Post-Print hal-02989360, HAL.
  4. Pierre-Emmanuel Thérond, 2020. "IFRS 17 : The level of aggregation in the accounting representation of the insurance business [IFRS 17 : le niveau d'agrégation dans la représentation comptable de l'assurance]," Working Papers hal-02965146, HAL.
  5. Diana Dorobantu & Yahia Salhi & Pierre-Emmanuel Thérond, 2020. "Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities," Post-Print hal-01840057, HAL.
  6. Pierre-Emmanuel Thérond & Véronique Blum, 2020. "New developments in language issues in accounting regulation: likelihood terms and the certainty of uncertainty," Post-Print hal-02454351, HAL.
  7. Pierre-Emmanuel Thérond & Florian Bollotte, 2019. "Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator," Post-Print hal-02106131, HAL.
  8. Véronique Blum & Pierre-Emmanuel Thérond, 2019. "La valeur temps de l'argent : les enjeux des taux d'actualisation," Post-Print hal-02425286, HAL.
  9. Véronique Blum & Pierre-Emmanuel Thérond, 2019. "La certitude de l'incertitude au cœur des normes comptables internationales : une étude expérimentale et linguistique," Post-Print hal-02387303, HAL.
  10. Pierre-Emmanuel Thérond, 2019. "L’essor des évaluations financières dans la fabrique des villes," Post-Print hal-02144876, HAL.
  11. Véronique Blum & Pierre-Emmanuel Thérond, 2019. "Discount rates in IFRS: how practitioners depart the IFRS maze," Working Papers hal-01992506, HAL.
  12. Aurore Bignon & Alexandre Ndjeng-Ndjeng & Yahia Salhi & Pierre-Emmanuel Thérond, 2019. "A Reduced-Form Model for A Life Insurance’s Net Asset Value," Post-Print hal-02106126, HAL.
  13. Véronique Blum & Emmanuel Laffort & Pierre-Emmanuel Thérond, 2018. "Théories et pratiques du taux d’actualisation : Une approche cohérente ? Le taux d’actualisation dans la normalisation comptable internationale," Working Papers hal-03341338, HAL.
  14. Pierre-Emmanuel Thérond, 2018. "Modelling equity securities impairment for market consistent valuation of life insurance liabilities," Post-Print hal-01799372, HAL.
  15. Véronique Blum & Pierre-Emmanuel Thérond, 2018. "Théories et pratiques du taux d’actualisation: Une approche cohérente? Le taux d’actualisation dans la normalisation comptable internationale, Autorité des Normes Comptables," Working Papers hal-01992519, HAL.
  16. Véronique Blum & David Alexander & Pierre-Emmanuel Thérond & Emmanuel Laffort & Solvita Jancevska, 2018. "The Certainty Of Uncertainty In Accounting Standards: A Bilingual Experiment And Survey," Post-Print hal-01992589, HAL.
  17. Yahia Salhi & Pierre-Emmanuel Thérond, 2018. "Age-Specific Adjustment of Graduated Mortality," Post-Print hal-01391285, HAL.
  18. Pierre-Emmanuel Thérond, 2018. "Best estimate mortality tables: credibility approaches," Post-Print hal-01799368, HAL.
  19. Pierre-Emmanuel Thérond, 2018. "Modélisation de la longévité de populations d’assurés : une approche par crédibilité," Post-Print hal-01993622, HAL.
  20. Aurore Bignon & Yahia Salhi & Pierre-Emmanuel Thérond, 2018. "Solvency ratio proxy methodology for risk management pruposes," Post-Print hal-02017154, HAL.
  21. Véronique Blum & Pierre-Emmanuel Thérond & David Alexander & Emmanuel Laffort & Solvita Jancevska, 2017. "The dynamic construction of uncertainty perceptions across languages and in financial reporting: a bilingual experimentation and online survey," Post-Print hal-01992065, HAL.
  22. Yahia Salhi & Pierre-Emmanuel Thérond, 2017. "Tables de mortalité best estimate : une approche par crédibilité," Post-Print hal-02017156, HAL.
  23. Véronique Blum & David Alexander & Pierre-Emmanuel Thérond & Emmanuel Laffort & Solvita Jancevska, 2017. "The instable need in accounting information: a bilingual survey and experimentation," Post-Print hal-01992054, HAL.
  24. Yahia Salhi & Pierre-Emmanuel Thérond, 2017. "Alarm System for Credit Losses Impairment under IFRS 9," Post-Print hal-00927391, HAL.
  25. Pierre-Emmanuel Thérond, 2017. "Dette souveraine et assurance : intérêts croisés," Post-Print hal-01467460, HAL.
  26. Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016. "A Credibility Approach of the Makeham Mortality Law," Post-Print hal-01232683, HAL.
  27. Valérie Deppe & Pierre-Emmanuel Thérond, 2016. "Communication financière : le prochain défi des assureurs," Post-Print hal-01348051, HAL.
  28. Pierre-Emmanuel Thérond, 2016. "About Market Consistent Valuation in Insurance," Post-Print hal-01296792, HAL.
  29. Jean-Paul Félix & Pierre-Emmanuel Thérond, 2016. "Travaux du GT proxy Solvabilité II," Post-Print hal-02017159, HAL.
  30. Pierre-Emmanuel Thérond, 2016. "Data Science en assurance : une brève incitation," Post-Print hal-01367393, HAL.
  31. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2016. "Tree-based censored regression with applications in insurance," Post-Print hal-01141228, HAL.
  32. Xavier Milhaud & Pierre-Emmanuel Thérond & Olivier Lopez, 2016. "Weighted CART algorithm for censored data," Post-Print hal-01396747, HAL.
  33. Pierre-Emmanuel Thérond, 2016. "En quoi la norme comptable influence-t-elle le choix des indicateurs de risque et de performance ?," Post-Print hal-01296802, HAL.
  34. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2015. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.
  35. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Arbres de régression et de classification (CART)," Post-Print hal-01152263, HAL.
  36. Pierre-Emmanuel Thérond, 2015. "Role of models in insurance regulation and financial reporting," Post-Print hal-01233342, HAL.
  37. Pierre-Emmanuel Thérond, 2015. "Assurance et actuariat : éléments de perspective," Post-Print hal-01176057, HAL.
  38. Pierre-Emmanuel Thérond, 2015. "Les taux bas : changement de paradigme ?," Post-Print hal-01221967, HAL.
  39. Pierre-Emmanuel Thérond, 2014. "Dépréciation comptable d’actifs financiers – problématiques et principaux résultats obtenus," Post-Print hal-02017165, HAL.
  40. Frédéric Planchet & Pierre-Emmanuel Thérond, 2014. "Survival Analysis," Post-Print hal-01152086, HAL.
  41. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.
  42. Christian Yann Robert & Pierre-Emmanuel Thérond, 2014. "Ambiguïté et impact sur les prises de décisions en univers incertain," Post-Print hal-02017171, HAL.
  43. Pierre-Emmanuel Thérond, 2014. "Dépréciations d'actifs financiers en IAS 39 : quelques caractéristiques," Post-Print hal-00947589, HAL.
  44. Christian Robert & Pierre-Emmanuel Thérond, 2013. "Ambiguïté et aversion à l'incertitude," Post-Print hal-01231852, HAL.
  45. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.
  46. Pierre-Emmanuel Thérond, 2012. "Les risques, les assurances et la normalisation," Post-Print hal-00931710, HAL.
  47. Oberlain Nteukam Teuguia & Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee," Post-Print hal-00543029, HAL.
  48. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Modélisation statistique des phénomènes de durée," Post-Print hal-01231856, HAL.
  49. Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
  50. Pierre-Emmanuel Thérond & Pierre Valade, 2010. "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print hal-00593904, HAL.
  51. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010. "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print hal-00530880, HAL.
  52. Frédéric Planchet & Pierre-Emmanuel Thérond, 2009. "Rentes en cours de service : un nouveau critère d'allocation d'actif," Post-Print hal-00443009, HAL.
  53. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009. "Scénarios économiques en assurance - Modélisation et simulation," Post-Print hal-00530874, HAL.
  54. Pierre-Emmanuel Thérond, 2008. "Évaluation de contrats d'assurance vie en euros : une problématique actuelle," Post-Print hal-00933282, HAL.
  55. Pierre-Emmanuel Thérond, 2008. "Mesure et gestion des risques d'assurance," Post-Print hal-00933281, HAL.
  56. Frédéric Planchet & Marc Juillard & Pierre-Emmanuel Thérond, 2008. "Perturbations extrêmes sur la dérive de mortalité anticipée," Post-Print hal-00397324, HAL.
  57. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.
  58. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Allocation d'actifs selon le critère de maximisation des fonds propres économiques en assurance non-vie : présentation et mise en oeuvre dans la réglementation française et dans un référentiel de type," Post-Print hal-00443028, HAL.
  59. Pierre-Emmanuel Thérond & Frédéric Planchet, 2007. "Provisions techniques et capital de solvabilité d'une compagnie d'assurance : méthodologie d'utilisation de Value-at-Risk," Post-Print hal-00443007, HAL.
  60. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Pilotage d'un régime de rentes viagères," Post-Print hal-00593872, HAL.
  61. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
  62. Pierre-Emmanuel Thérond, 2005. "Solvency II, IFRS : l'impact des modèles d'actifs retenus," Post-Print hal-00933285, HAL.
  63. Pierre-Emmanuel Thérond, 2005. "Impact of the asset jumps in insurance: IFRS / Solvency II," Post-Print hal-00932971, HAL.
  64. Pierre-Emmanuel Thérond, 2005. "Asset allocation: new constraints induced by the Solvency II project," Post-Print hal-00932969, HAL.
  65. Frédéric Planchet & Pierre-Emmanuel Thérond & Julien Jacquemin, 2005. "Modèles financiers en assurance," Post-Print hal-01233341, HAL.
  66. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.
  67. Pierre-Emmanuel Thérond, 2004. "Financial Risk Management of a Defined Benefit Plan," Post-Print hal-00932967, HAL.
  68. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "Les principes de valorisation des engagements sociaux," Post-Print hal-01231853, HAL.
  69. Pierre-Emmanuel Thérond & Frédéric Planchet, 2004. "Approche scientifique des logiciels DFA," Post-Print hal-00933303, HAL.
  70. Pierre-Emmanuel Thérond, 2004. "Allocation d'actifs d'un régime de rentiers en cours de service," Post-Print hal-00933288, HAL.
  71. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "IAS 19 & 26 et les engagements à l’égard du personnel," Post-Print hal-01231855, HAL.
  72. Pierre-Emmanuel Thérond, 2004. "Asset allocation of a pension scheme during the decumulation phase," Post-Print hal-00932968, HAL.
  73. Frédéric Planchet & Pierre-Emmanuel Thérond, 2003. "Évaluation de l'engagement de l'entreprise associé à un plan de stock-options," Post-Print hal-00443032, HAL.
  74. Pierre-Emmanuel Thérond, 2003. "Impact des futures normes IFRS sur la tarification et le provisionnement des contrats d'assurance vie : mise en oeuvre de méthodes par simulation," Working Papers hal-00656965, HAL.

Articles

  1. Diana Dorobantu & Yahia Salhi & Pierre-E. Thérond, 2020. "Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities," Methodology and Computing in Applied Probability, Springer, vol. 22(2), pages 711-745, June.
  2. Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E., 2019. "A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims €“ Erratum," ASTIN Bulletin, Cambridge University Press, vol. 49(3), pages 919-919, September.
  3. Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E., 2019. "A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims," ASTIN Bulletin, Cambridge University Press, vol. 49(3), pages 741-762, September.
  4. Salhi, Yahia & Thérond, Pierre-E., 2018. "Age-Specific Adjustment Of Graduated Mortality," ASTIN Bulletin, Cambridge University Press, vol. 48(2), pages 543-569, May.
  5. Julien Azzaz & Stéphane Loisel & Pierre-E. Thérond, 2015. "Some characteristics of an equity security next-year impairment," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 111-135, July.
  6. Robert, Christian Y. & Therond, Pierre-E., 2014. "Distortion Risk Measures, Ambiguity Aversion And Optimal Effort," ASTIN Bulletin, Cambridge University Press, vol. 44(2), pages 277-302, May.
  7. Nteukam T., Oberlain & Planchet, Frédéric & Thérond, Pierre-E., 2011. "Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 161-175, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Diana Dorobantu & Yahia Salhi & Pierre-Emmanuel Thérond, 2020. "Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities," Post-Print hal-01840057, HAL.

    Cited by:

    1. Anna Rita Bacinello & An Chen & Thorsten Sehner & Pietro Millossovich, 2021. "On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk," Risks, MDPI, vol. 9(1), pages 1-18, January.
    2. Florian Gach & Simon Hochgerner, 2021. "Estimation of future discretionary benefits in traditional life insurance," Papers 2101.06077, arXiv.org, revised Jul 2022.
    3. Florian Gach & Simon Hochgerner & Eva Kienbacher & Gabriel Schachinger, 2023. "Mean-field Libor market model and valuation of long term guarantees," Papers 2310.09022, arXiv.org, revised Nov 2023.

  2. Yahia Salhi & Pierre-Emmanuel Thérond, 2018. "Age-Specific Adjustment of Graduated Mortality," Post-Print hal-01391285, HAL.

    Cited by:

    1. Ying Jiao & Yahia Salhi & Shihua Wang, 2021. "Dynamic Bivariate Mortality Modelling," Working Papers hal-03244324, HAL.
    2. Ying Jiao & Yahia Salhi & Shihua Wang, 2022. "Dynamic Bivariate Mortality Modelling," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 917-938, June.
    3. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    4. Apostolos Bozikas & Georgios Pitselis, 2019. "Credible Regression Approaches to Forecast Mortality for Populations with Limited Data," Risks, MDPI, vol. 7(1), pages 1-22, February.

  3. Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016. "A Credibility Approach of the Makeham Mortality Law," Post-Print hal-01232683, HAL.

    Cited by:

    1. Ying Jiao & Yahia Salhi & Shihua Wang, 2021. "Dynamic Bivariate Mortality Modelling," Working Papers hal-03244324, HAL.
    2. Ying Jiao & Yahia Salhi & Shihua Wang, 2022. "Dynamic Bivariate Mortality Modelling," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 917-938, June.
    3. Salhi, Yahia & Thérond, Pierre-E., 2018. "Age-Specific Adjustment Of Graduated Mortality," ASTIN Bulletin, Cambridge University Press, vol. 48(2), pages 543-569, May.

  4. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2016. "Tree-based censored regression with applications in insurance," Post-Print hal-01141228, HAL.

    Cited by:

    1. Jonas Crevecoeur & Jens Robben & Katrien Antonio, 2019. "A hierarchical reserving model for reported non-life insurance claims," Papers 1910.12692, arXiv.org, revised Nov 2021.
    2. Farkas, Sébastien & Lopez, Olivier & Thomas, Maud, 2021. "Cyber claim analysis using Generalized Pareto regression trees with applications to insurance," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 92-105.
    3. Marie Michaelides & Mathieu Pigeon & H'el`ene Cossette, 2022. "Individual Claims Reserving using Activation Patterns," Papers 2208.08430, arXiv.org, revised Aug 2023.
    4. Guillaume Coqueret & Tony Guida, 2020. "Training trees on tails with applications to portfolio choice," Post-Print hal-04144665, HAL.
    5. Yanez, Juan Sebastian & Pigeon, Mathieu, 2021. "Micro-level parametric duration-frequency-severity modeling for outstanding claim payments," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 106-119.
    6. Lopez, Olivier, 2019. "A censored copula model for micro-level claim reserving," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 1-14.
    7. Guillaume Coqueret & Tony Guida, 2020. "Training trees on tails with applications to portfolio choice," Annals of Operations Research, Springer, vol. 288(1), pages 181-221, May.
    8. Gu, Zheng & Li, Yunxian & Zhang, Minghui & Liu, Yifei, 2023. "Modelling economic losses from earthquakes using regression forests: Application to parametric insurance," Economic Modelling, Elsevier, vol. 125(C).

  5. Julien Azzaz & Stéphane Loisel & Pierre-Emmanuel Thérond, 2015. "Some characteristics of an equity security next-year impairment," Post-Print hal-00820929, HAL.

    Cited by:

    1. Diana Dorobantu & Yahia Salhi & Pierre-E. Thérond, 2020. "Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities," Methodology and Computing in Applied Probability, Springer, vol. 22(2), pages 711-745, June.
    2. Achim Luminita-Georgiana & Mitoi Elena & Turlea Ioan-Codrut, 2021. "A methodological approach to developing and validating IFRS 9 -LGD parameters," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 15(1), pages 683-694, December.
    3. Yahia Salhi & Pierre-Emmanuel Thérond, 2017. "Alarm System for Credit Losses Impairment under IFRS 9," Post-Print hal-00927391, HAL.

  6. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Arbres de régression et de classification (CART)," Post-Print hal-01152263, HAL.

    Cited by:

    1. Marine Albert & Jacques-Eric Bergez & Magali Willaume & Stéphane Couture, 2022. "Vulnerability of Maize Farming Systems to Climate Change: Farmers’ Opinions Differ about the Relevance of Adaptation Strategies," Sustainability, MDPI, vol. 14(14), pages 1-23, July.

  7. Pierre-Emmanuel Thérond, 2015. "Les taux bas : changement de paradigme ?," Post-Print hal-01221967, HAL.

    Cited by:

    1. Pierre-Emmanuel Thérond, 2017. "Dette souveraine et assurance : intérêts croisés," Post-Print hal-01467460, HAL.

  8. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.

    Cited by:

    1. Martin Eling & Ruo Jia, 2017. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 20(1), pages 63-77, March.
    2. John A. Major & Stephen J. Mildenhall, 2020. "Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market," Papers 2008.12427, arXiv.org.

  9. Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2013. "Mortality : a statistical approach to detect model misspecification," Post-Print hal-00839339, HAL.

    Cited by:

    1. Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet, 2015. "Do actuaries believe in longevity deceleration?," Working Papers hal-01219270, HAL.

  10. Frédéric Planchet & Pierre-Emmanuel Thérond & Marc Juillard, 2010. "Modèles financiers en assurance - Analyses de risque dynamiques," Post-Print hal-00530880, HAL.

    Cited by:

    1. Nteukam T., Oberlain & Planchet, Frédéric, 2012. "Stochastic evaluation of life insurance contracts: Model point on asset trajectories and measurement of the error related to aggregation," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 624-631.

  11. Frédéric Planchet & Pierre-Emmanuel Thérond & Aymric Kamega, 2009. "Scénarios économiques en assurance - Modélisation et simulation," Post-Print hal-00530874, HAL.

    Cited by:

    1. Alaeddine Faleh, 2011. "Un modèle de programmation stochastique pour l'allocation stratégique d'actifs d'un régime de retraite partiellement provisionné," Working Papers hal-00561965, HAL.
    2. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010. "Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?," Post-Print hal-00433037, HAL.

  12. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.

    Cited by:

    1. Pierre-Emmanuel Thérond & Pierre Valade, 2010. "Appétence au risque : intégration au pilotage d'une société d'assurance," Post-Print hal-00593904, HAL.

  13. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Allocation d'actifs selon le critère de maximisation des fonds propres économiques en assurance non-vie : présentation et mise en oeuvre dans la réglementation française et dans un référentiel de type," Post-Print hal-00443028, HAL.

    Cited by:

  14. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.

    Cited by:

    1. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.
    2. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
    3. Aymric Kamega & Frédéric Planchet, 2011. "Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables," Post-Print hal-00593874, HAL.

  15. Frédéric Planchet & Pierre-Emmanuel Thérond & Julien Jacquemin, 2005. "Modèles financiers en assurance," Post-Print hal-01233341, HAL.

    Cited by:

    1. Nteukam T., Oberlain & Planchet, Frédéric, 2012. "Stochastic evaluation of life insurance contracts: Model point on asset trajectories and measurement of the error related to aggregation," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 624-631.
    2. Nteukam T., Oberlain & Planchet, Frédéric & Thérond, Pierre-E., 2011. "Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 161-175, March.
    3. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.

  16. Frédéric Planchet & Pierre-Emmanuel Thérond, 2005. "Simulation de trajectoires de processus continus," Post-Print hal-00443003, HAL.

    Cited by:

    1. Fr'ed'eric Planchet & Pierre-Emanuel Th'erond, 2010. "Allocation d'actifs selon le crit\`ere de maximisation des fonds propres \'economiques en assurance non-vie," Papers 1001.1867, arXiv.org.
    2. Frédéric Planchet & Pierre-Emmanuel Thérond, 2007. "Allocation d'actifs selon le critère de maximisation des fonds propres économiques en assurance non-vie : présentation et mise en oeuvre dans la réglementation française et dans un référentiel de type," Post-Print hal-00443028, HAL.
    3. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.

  17. Frédéric Planchet & Pierre-Emmanuel Thérond, 2004. "Les principes de valorisation des engagements sociaux," Post-Print hal-01231853, HAL.

    Cited by:

    1. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.

  18. Pierre-Emmanuel Thérond, 2003. "Impact des futures normes IFRS sur la tarification et le provisionnement des contrats d'assurance vie : mise en oeuvre de méthodes par simulation," Working Papers hal-00656965, HAL.

    Cited by:

    1. Pierre-Emmanuel Thérond, 2008. "Ifrs, solvabilité 2, IFRS, embedded value : quel traitement du risque ?," Post-Print hal-03202264, HAL.

Articles

  1. Diana Dorobantu & Yahia Salhi & Pierre-E. Thérond, 2020. "Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities," Methodology and Computing in Applied Probability, Springer, vol. 22(2), pages 711-745, June.
    See citations under working paper version above.
  2. Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E., 2019. "A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims €“ Erratum," ASTIN Bulletin, Cambridge University Press, vol. 49(3), pages 919-919, September.

    Cited by:

    1. Jonas Crevecoeur & Jens Robben & Katrien Antonio, 2019. "A hierarchical reserving model for reported non-life insurance claims," Papers 1910.12692, arXiv.org, revised Nov 2021.

  3. Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E., 2019. "A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims," ASTIN Bulletin, Cambridge University Press, vol. 49(3), pages 741-762, September.

    Cited by:

    1. Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2022. "Mack-Net model: Blending Mack's model with Recurrent Neural Networks," Papers 2205.07334, arXiv.org.
    2. Jonas Crevecoeur & Jens Robben & Katrien Antonio, 2019. "A hierarchical reserving model for reported non-life insurance claims," Papers 1910.12692, arXiv.org, revised Nov 2021.
    3. Hu, Changyue & Quan, Zhiyu & Chong, Wing Fung, 2022. "Imbalanced learning for insurance using modified loss functions in tree-based models," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 13-32.
    4. Kristian Buchardt & Christian Furrer & Oliver Lunding Sandqvist, 2022. "Transaction time models in multi-state life insurance," Papers 2209.06902, arXiv.org, revised Feb 2023.
    5. Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2020. "Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network," Papers 2008.07564, arXiv.org.
    6. Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021. "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 30-58.
    7. Łukasz Delong & Mario V. Wüthrich, 2020. "Neural Networks for the Joint Development of Individual Payments and Claim Incurred," Risks, MDPI, vol. 8(2), pages 1-34, April.
    8. Christopher Blier-Wong & Hélène Cossette & Luc Lamontagne & Etienne Marceau, 2020. "Machine Learning in P&C Insurance: A Review for Pricing and Reserving," Risks, MDPI, vol. 9(1), pages 1-26, December.

  4. Salhi, Yahia & Thérond, Pierre-E., 2018. "Age-Specific Adjustment Of Graduated Mortality," ASTIN Bulletin, Cambridge University Press, vol. 48(2), pages 543-569, May.
    See citations under working paper version above.
  5. Julien Azzaz & Stéphane Loisel & Pierre-E. Thérond, 2015. "Some characteristics of an equity security next-year impairment," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 111-135, July.
    See citations under working paper version above.
  6. Robert, Christian Y. & Therond, Pierre-E., 2014. "Distortion Risk Measures, Ambiguity Aversion And Optimal Effort," ASTIN Bulletin, Cambridge University Press, vol. 44(2), pages 277-302, May.
    See citations under working paper version above.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (7) 2011-01-30 2016-03-23 2016-10-02 2018-06-25 2019-07-22 2021-01-18 2021-03-29. Author is listed
  2. NEP-RMG: Risk Management (5) 2011-10-01 2014-06-22 2015-08-19 2016-03-23 2018-06-25. Author is listed
  3. NEP-ACC: Accounting and Auditing (3) 2019-07-22 2021-03-29 2021-08-09
  4. NEP-AGE: Economics of Ageing (2) 2015-08-19 2018-06-25
  5. NEP-BAN: Banking (2) 2011-10-01 2018-05-14
  6. NEP-DEM: Demographic Economics (1) 2013-07-15
  7. NEP-ECM: Econometrics (1) 2013-07-15
  8. NEP-FOR: Forecasting (1) 2016-03-23
  9. NEP-GER: German Papers (1) 2015-08-30
  10. NEP-MIC: Microeconomics (1) 2014-06-22
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2014-06-22

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