Stéphane Loisel
Demography · 2008–2012
A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Demography — 26 citations into it
- Management Science and Operations Research — 21 citations into it
- Finance — 19 citations into it
- Economics and Econometrics — 16 citations into it
- General Health Professions — 10 citations into it
- Statistics and Probability — 6 citations into it
Whom Stéphane Loisel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Stéphane Loisel's perspective
Ordered by how strongly the researchers Stéphane Loisel trusts endorse each paper. Same corpus, a different order for every researcher.
- A ruin model with dependence between claim sizes and claim intervals
- Exponential behavior in the presence of dependence in risk theory
- THE FINITE-TIME RUIN PROBABILITY OF THE COMPOUND POISSON MODEL WITH CONSTANT INTEREST FORCE
- An Introduction to Copulas
- Extremes on the discounted aggregate claims in a time dependent risk model
- Ruin under interest force and subexponential claims: a simple treatment
- On a risk model with dependence between interclaim arrivals and claim sizes
- Stochastic processes in insurance and finance
- A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
- An Introduction to Copulas (Springer Series in Statistics)
Their papers
- Understanding, modelling and managing longevity risk: key issues and main challenges (2012) — 128 citations
- On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (2011) — 53 citations
- Explicit ruin formulas for models with dependence among risks (2011) — 110 citations
- On finite-time ruin probabilities for classical risk models (2008) — 60 citations