Stéphane Loisel

University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)

50, Avenue Tony Garnier

Lyon Cedex 07, 69366

France

  • University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)

SCHOLARLY PAPERS

4

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1,425

TOTAL CITATIONS

16

Scholarly Papers (4)

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1.

Asset-Liability Management for Long-Term Insurance Business

Swiss Finance Institute Research Paper No. 17-69
Number of pages: 18 Posted: 21 Dec 2017 Last Revised: 09 Jan 2018
Hansjoerg Albrecher, Daniel Bauer, Paul Embrechts, Damir Filipović, Pablo Koch-Medina, Ralf Korn, Stéphane Loisel, Antoon Pelsser, Frank Schiller, Hato Schmeiser and Joël Wagner
University of Lausanne, University of Wisconsin-Madison, Swiss Federal Institute of Technology Zurich, École Polytechnique Fédérale de Lausanne (EPFL), University of Zurich - Department Finance, University of Kaiserslautern - Department of Mathematics, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA), Maastricht University, MunichRe, University of Münster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Downloads 519 (108,698)
Citation 7

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asset-liability management, long-term insurance, valuation, insurance products, investments, models

2.

Insurance: Models, Digitalization, and Data Science

Swiss Finance Institute Research Paper No. 19-26
Number of pages: 14 Posted: 03 May 2019 Last Revised: 09 May 2019
Hansjoerg Albrecher, Antoine Bommier, Damir Filipović, Pablo Koch-Medina, Stéphane Loisel and Hato Schmeiser
University of Lausanne, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, École Polytechnique Fédérale de Lausanne (EPFL), University of Zurich - Department Finance, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and University of Münster - Faculty of Economics
Downloads 509 (111,321)
Citation 1

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3.

Old-Age Provision: Past, Present, Future

European Actuarial Journal, Forthcoming, Swiss Finance Institute Research Paper No. 16-55
Number of pages: 22 Posted: 17 Sep 2016 Last Revised: 20 Sep 2016
Hansjoerg Albrecher, Paul Embrechts, Damir Filipović, Glenn W. Harrison, Pablo Koch-Medina, Stéphane Loisel, Paolo Vanini and Joël Wagner
University of Lausanne, Swiss Federal Institute of Technology Zurich, École Polytechnique Fédérale de Lausanne (EPFL), Georgia State University - J. Mack Robinson College of Business, University of Zurich - Department Finance, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA), University of Basel and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Downloads 202 (298,120)
Citation 2

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Pension funding gap, Demographic and societal challenges, Valuation of pension liabilities, Economic and regulatory capital models, Role of financial markets

4.

Longevity Risk and Capital Markets: The 2015-16 Update

Pensions Institute, Working Paper No. 1704
Number of pages: 44 Posted: 26 Oct 2017
David P. Blake, Nicole El Karoui, Richard D. MacMinn and Stéphane Loisel
City, University of London, École Polytechnique, Paris - Centre de Mathematiques Appliquees, National Chengchi University and University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Downloads 195 (307,893)
Citation 6

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