Stéphane Loisel

Stéphane Loisel

Université Claude Bernard Lyon 1

H-index: 22

Europe-France

About Stéphane Loisel

Stéphane Loisel, With an exceptional h-index of 22 and a recent h-index of 15 (since 2020), a distinguished researcher at Université Claude Bernard Lyon 1, specializes in the field of Actuariat, probabilités.

His recent articles reflect a diverse array of research interests and contributions to the field:

Optimal prevention of large risks with two types of claims

Lessons learnt from the use of compartmental models over the COVID-19 induced lockdown in France

Applying economic measures to lapse risk management with machine learning approaches

On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment

Optimal prevention strategies in the classical risk model

Locality in time of the European insurance regulation" risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments

Bridging the Li-Carter's gap: a locally coherent mortality forecast approach

Quickest detection in practice in presence of seasonality: An illustration with call center data

Stéphane Loisel Information

University

Position

Professeur des universités ISFA

Citations(all)

1824

Citations(since 2020)

824

Cited By

1324

hIndex(all)

22

hIndex(since 2020)

15

i10Index(all)

49

i10Index(since 2020)

29

Email

University Profile Page

Université Claude Bernard Lyon 1

Google Scholar

View Google Scholar Profile

Stéphane Loisel Skills & Research Interests

Actuariat

probabilités

Top articles of Stéphane Loisel

Title

Journal

Author(s)

Publication Date

Optimal prevention of large risks with two types of claims

Scandinavian Actuarial Journal

Romain Gauchon

Stéphane Loisel

Jean-Louis Rulliere

Julien Trufin

2021/4/21

Lessons learnt from the use of compartmental models over the COVID-19 induced lockdown in France

medRxiv

Romain Gauchon

Nicolas Ponthus

Catherine Pothier

Christophe Rigotti

Vitaly Volpert

...

2021/1/13

Applying economic measures to lapse risk management with machine learning approaches

ASTIN Bulletin: The Journal of the IAA

Stéphane Loisel

Pierrick Piette

Cheng-Hsien Jason Tsai

2021/9

On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment

Scandinavian Actuarial Journal

Claude Lefèvre

Stéphane Loisel

Pierre Montesinos

2021/7/3

Optimal prevention strategies in the classical risk model

Insurance: Mathematics and Economics

Romain Gauchon

Stéphane Loisel

Jean-Louis Rullière

Julien Trufin

2020/3/1

Locality in time of the European insurance regulation" risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments

Fabrice Borel-Mathurin

Nicole El Karoui

Stéphane Loisel

Julien Vedani

2020/7/23

Bridging the Li-Carter's gap: a locally coherent mortality forecast approach

Quentin Guibert

Stéphane Loisel

Olivier Lopez

Pierrick Piette

2020

Quickest detection in practice in presence of seasonality: An illustration with call center data

arXiv preprint arXiv:2006.04576

Patrick J Laub

Nicole El Karoui

Stéphane Loisel

Yahia Salhi

2020/6/8

Health-policyholder clustering using health consumption

European Actuarial Journal

Romain Gauchon

Stéphane Loisel

Jean-Louis Rullière

2020

Basis risk management in an index-based insurance framework under randomly scaled uncertainty

Claude Lefèvre

Stéphane Loisel

Pierre Montesinos

2020/5/25

Parsimonious predictive mortality modeling by regularization and cross-validation with and without Covid-type effect

Risks

Karim Barigou

Stéphane Loisel

Yahia Salhi

2020/12/24

Bounding basis risk using s-convex orders on Beta-unimodal distributions

Claude Lefèvre

Stéphane Loisel

Pierre Montesinos

2020/5/18

Health policyholder clustering using medical consumption: A useful tool for targeting prevention plans

European Actuarial Journal

Romain Gauchon

Stéphane Loisel

Jean-Louis Rullière

2020/12

Modelisation Des Chocs Biomeriques En Assurance De Personnes

Stéphane Loisel

Anani Olympio

Jérémy Zozime

2020/5/5

Piecewise estimation of R0 by a simple SEIR model. Application to COVID-19 in French regions and departments until June 30, 2020

Stéphane Derrode

Romain Gauchon

Nicolas Ponthus

Christophe Rigotti

Catherine Pothier

...

2020/9/2

See List of Professors in Stéphane Loisel University(Université Claude Bernard Lyon 1)

Co-Authors

H-index: 41
Albrecher Hansjörg

Albrecher Hansjörg

Université de Lausanne

H-index: 34
Guy Latouche

Guy Latouche

Université Libre de Bruxelles

H-index: 30
Armelle Guillou

Armelle Guillou

Université de Strasbourg

H-index: 27
Nicolas Privault

Nicolas Privault

Nanyang Technological University

H-index: 15
Christophe Dutang

Christophe Dutang

Université Paris-Dauphine

H-index: 14
Claudio Macci

Claudio Macci

Università degli Studi di Roma Tor Vergata

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