Stéphane Loisel
Université Claude Bernard Lyon 1
H-index: 22
Europe-France
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 |