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A comparative study on the estimation of factor migration models
A comparative study on the estimation of factor migration models
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A comparative study on the estimation of factor migration models

Cousin, Areski ; Kheliouen, Mohamed Reda

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A comparative study on the estimation of factor migration models
A comparative study on the estimation of factor migration models
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A comparative study on the estimation of factor migration models

Cousin, Areski ; Kheliouen, Mohamed Reda

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3
A note on the computation of an actuarial Waring formula in the finite-exchangeable case
A note on the computation of an actuarial Waring formula in the finite-exchangeable case
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A note on the computation of an actuarial Waring formula in the finite-exchangeable case

Cousin, Areski ; Dorobantu, Diana ; Rullière, Didier

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4
An extension of Davis and Lo's contagion model
An extension of Davis and Lo's contagion model
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An extension of Davis and Lo's contagion model

Cousin, Areski ; Dorobantu, Diana ; Rullière, Didier

Quantitative finance, 2013-03, Vol.13 (3), p.407-420 [Periódico revisado por pares]

Bristol: Routledge

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5
Valuation of portfolio loss derivatives in an infectious model
Valuation of portfolio loss derivatives in an infectious model
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Valuation of portfolio loss derivatives in an infectious model

Cousin, Areski ; Dorobantu, Diana ; Rullière, Didier

Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2011, p.139-147

Milano: Springer Milan

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