La méthode dite des «simulations dans les simulations» (SdS) est à ce jour, pour les
portefeuilles d'assurance-vie, une des méthodes de calcul du capital économique les plus …

We show that a simple mixing idea allows one to establish a number of explicit formulas for
ruin probabilities and related quantities in collective risk models with dependence among …

This article summarizes the main topics and findings from the Swiss Risk and Insurance Forum
2018. That event gathered experts from academia, insurance industry, regulatory bodies, …

In this paper, we investigate the computation of the moments of the compound Poisson sums
with discounted claims when introducing dependence between the interclaim time and the …

In the compound Poisson risk model, with discrete claim size distribution, Picard and Lefèvre
[Picard, P., Lefèvre, C., 1997. The probability of ruin in finite-time with discrete claim size …

This article investigates the latest developments in longevity-risk modelling, and explores the
key risk management challenges for both the financial and insurance industries. The article …

Nous nous attachons dans cet article à décrire de manière précise le risque de rachat de
contrat d'Assurance Vie, plus particulièrement sur le marché des contrats d'épargne. Après …

We formulate a noncooperative game to model competition for policyholders among non-life
insurance companies, taking into account market premium, solvency level, market share …

Marine hard-bottom communities are undergoing severe change under the influence of
multiple drivers, notably climate change, extraction of natural resources, pollution and …

This paper shows that some policy features are crucial to explain the decision of the
policyholder to surrender her contract. We point it out by applying two segmentation models to …