2 citations · 4 across the 4 of their papers we have counts for
3 papers · 1 filter
Bayesian model averaging for mortality forecasting using leave-future-out validation
Karim Barigou, Pierre-Olivier Goffard, Stéphane Loisel +1
Predicting the evolution of mortality rates plays a central role for life insurance and pension funds.Various stochastic frameworks have been developed to model mortality patterns…
Quickest detection in practice in presence of seasonality: An illustration with call center data
Patrick J. Laub, Nicole El Karoui, Stéphane Loisel +1
In this chapter, we explain how quickest detection algorithms can be useful for risk management in presence of seasonality. We investigate the problem of detecting fast enough case…
Applying economic measures to lapse risk management with machine learning approaches
Stéphane Loisel, Pierrick Piette, Jason Tsai
Modeling policyholders lapse behaviors is important to a life insurer since lapses affect pricing, reserving, profitability, liquidity, risk management, as well as the solvency of…