Place Montesquieu, 3
B-1348 Louvain-la-Neuve, 1348
Belgium
Catholic University of Louvain
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Stochastic mortality, Lee-Carter model, mortality risk premium, fair valuation, mortality-linked securities
Asian option, dependency, comonotonic copula, cash-flow, annuity, convex order bounds
stochastic mortality, Lee-Carter model, mortality projections, fair valuation, longevity risk
Risk measures, Theories for decision under uncertainty, Axiomatic characterization, Equivalent utility, Risk aversion
Stochastic dominance, Moment space, s-convex order, Value-at-Risk
Comonotonicity, Countermonotonicity, Frechet spaces, Frechet bounds, measures of association.
Bonus-Malus system, Markov chains, exponential loss functions
Decision Analysis, Multiple Criteria, Risk, Group Decisions, Utility/Preference, Multiattribute Utility, Stochastic Dominance, Stochastic Orders
Nonparametric Stochastic Ordering, Positive Quadrant Dependence, Positive Orthant Dependence, Copula, Inequality Constraint Test, Risk Management, Loss Severity Distribution
copula, inequality constraint test, nonparametric, positive quadrant dependence, risk management
Bonus-Malus system, quadratic loss function, exponential loss function,credibility estimation, explanatory variables, experience rating, risk classification
Nonparametric, Concordance Ordering, Quadrant Dominance, Orthant Dominance, Copula, Inequality Constraint Tests, Risk Management, Loss Severity Distribution
stochastic loss reserving, general insurance, multivariate skew normal distribution, chain-ladder
Stochastic Loss Reserving; General Insurance; Multivariate Skew Normal Distribution; Prediction
dependence, risk theory, convex order
Right-spread order, Excess-wealth order, New better than used in expectation, Bootstrap, Reliability, CEO compensation, Flight delay
life insurance, multistate models, Markov process, surrender value, Cantelli theorem
Dependence, Stochastic Dominance, Stochastic Annuities
medical expense insurance, lifelong contract, medical inflation index, withdrawal, surrender value
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health insurance, reserving, inflation, premium update, solvency evaluation
Mutual exclusivity, stop-loss transform, tail convex order, risk measures
File name: jori.pdf Size: 232K
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File name: j-6975.pdf Size: 240K
Expected utility theory, Actuarial studies, s-convex pain functions, Stochastic s-convex orders, Recursive lotteries
