4 citations · 7 across the 2 of their papers we have counts for
2 papers
q-fin.GN2010★ 3 cited
Etude du risque systématique de mortalité
Frédéric Planchet, Laurent Faucillon, Marc Juillard
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is b…
q-fin.GN2010★ 4 cited
Mesure de l'incertitude tendancielle sur la mortalité ? application à un régime de rentes
Frédéric Planchet, Marc Juillard
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is b…