Expected Utility Optimization with Convolutional Stochastically Ordered Returns von Gauchon, Romain, Barigou, Karim

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Parsimonious predictive mortality modeling by regularization and cross-validation with and without COVID-type effect von Barigou, Karim, Loisel, Stéphane, Salhi, Yahia

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Pricing equity-linked life insurance contracts with multiple risk factors by neural networks von Barigou, Karim, Delong, Łukasz

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Expected utility maximization with stochastically ordered returns von Gauchon, Romain, Barigou, Karim

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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting von Barigou, Karim, Dhaene, Jan

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Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency von Barigou, Karim, Chen, Ze, Dhaene, Jan

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INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH von Barigou, Karim, Bignozzi, Valeria, Tsanakas, Andreas

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Bayesian model averaging for mortality forecasting using leave-future-out validation von Barigou, Karim, Goffard, Pierre-Olivier, Loisel, Stéphane, Salhi, Yahia

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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting von Barigou, Karim, Dhaene, Jan

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Fair valuation of insurance liability cash-flow streams in continuous time: Theory von Delong, Łukasz, Dhaene, Jan, Barigou, Karim

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Fair valuation of insurance liability cash-flow streams in continuous time: Theory von Delong, Lukasz, Dhaene, Jan, Barigou, Karim

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Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency von Barigou, Karim, Chen, Ze, Dhaene, Jan

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Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation von Barigou, Karim, Linders, Daniël, Yang, Fan

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Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency von Dhaene, Jan, Stassen, Ben, Barigou, Karim, Linders, Daniël, Chen, Ze

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FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS von Delong, Łukasz, Dhaene, Jan, Barigou, Karim

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FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS von Delong, Lukasz, Dhaene, Jan, Barigou, Karim

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Fair valuation of insurance liabilites: merging actuarial judgement and market-consistency von Dhaene, Jan, Stassen, Ben, Barigou, Karim, Linders, Daniël, Chen, Ze

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Bayesian mortality modelling with pandemics: a vanishing jump approach von Goes, Julius, Barigou, Karim, Leucht, Anne

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Pricing equity-linked life insurance contracts with multiple risk factors by neural networks von Barigou, Karim, Delong, Lukasz

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Insurance valuation: A two-step generalised regression approach von Barigou, Karim, Bignozzi, Valeria, Tsanakas, Andreas

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