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Salhi, Yahia
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1

Risk assessment for synthetic GICs: a quantitative framewor..:

Alimoradian, Behzad ; Jakubiak, Jeffrey ; Loisel, Stéphane.
Decisions in Economics and Finance.  , 2024
Link: https://doi.org/10.1007/..
 
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2

Understanding Key Drivers of Participant Cash Flows for Ind..:

Alimoradian, Behzad ; Jakubiak, Jeffrey ; Loisel, Stephane.
Risks.  11 (2023)  8 - p. 148 , 2023
Link: https://doi.org/10.3390/..
 
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3

Bayesian model averaging for mortality forecasting using le..:

Barigou, Karim ; Goffard, Pierre-Olivier ; Loisel, Stéphane.
International Journal of Forecasting.  39 (2023)  2 - p. 674-690 , 2023
Link: https://doi.org/10.1016/..
 
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4

Semiparametric two-sample admixture components comparison t..:

Milhaud, Xavier ; Pommeret, Denys ; Salhi, Yahia.
Journal of Statistical Planning and Inference.  216 (2022)  - p. 135-150 , 2022
Link: https://doi.org/10.1016/..
 
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5

A semi-supervised learning approach for variance reduction ..:

Jimenez, Martin ; Salhi, Yahia
Annals of Operations Research.  334 (2022)  1-3 - p. 157-184 , 2022
Link: https://doi.org/10.1007/..
 
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6

Dynamic Bivariate Mortality Modelling:

Jiao, Ying ; Salhi, Yahia ; Wang, Shihua
Methodology and Computing in Applied Probability.  24 (2022)  2 - p. 917-938 , 2022
Link: https://doi.org/10.1007/..
 
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7

A Dynamic Taylor's law:

De La Pena, Victor ; Doukhan, Paul ; Salhi, Yahia
Journal of Applied Probability.  59 (2022)  2 - p. 584-607 , 2022
Link: https://doi.org/10.1017/..
 
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8

Optimal Neighborhood Selection for AR-ARCH Random Fields wi..:

Doukhan, Paul ; Rynkiewicz, Joseph ; Salhi, Yahia
Stats.  5 (2021)  1 - p. 26-51 , 2021
Link: https://doi.org/10.3390/..
 
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9

Parsimonious Predictive Mortality Modeling by Regularizatio..:

Barigou, Karim ; Loisel, Stéphane ; Salhi, Yahia
Risks.  9 (2020)  1 - p. 5 , 2020
Link: https://doi.org/10.3390/..
 
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10

Modelling Net Carrying Amount of Shares for Market Consiste..:

Dorobantu, Diana ; Salhi, Yahia ; Thérond, Pierre-E.
Methodology and Computing in Applied Probability.  22 (2019)  2 - p. 711-745 , 2019
Link: https://doi.org/10.1007/..
 
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11

Le prix du risque de longévité:

EL KAROUI, Nicole ; HILLAIRET, Caroline ; LOISEL, Stéphane.
Revue d'économie financière.  , 2019
Link: https://www.jstor.org/st..
 
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12

AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY:

Salhi, Yahia ; Thérond, Pierre-E.
ASTIN Bulletin.  48 (2018)  2 - p. 543-569 , 2018
Link: https://doi.org/10.1017/..
 
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13

A Model-Point Approach to Indifference Pricing of Life Insu..:

Blanchet-Scalliet, Christophette ; Dorobantu, Diana ; Salhi, Yahia
Methodology and Computing in Applied Probability.  21 (2017)  2 - p. 423-448 , 2017
Link: https://doi.org/10.1007/..
 
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14

MINIMAX OPTIMALITY IN ROBUST DETECTION OF A DISORDER TIME I..:

Karoui, Nicole El ; Loisel, Stéphane ; Salhi, Yahia
The Annals of Applied Probability.  27 (2017)  4 - p. 2515-2538 , 2017
Link: https://www.jstor.org/st..
 
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15

Lapse risk in life insurance: Correlation and contagion eff..:

Barsotti, Flavia ; Milhaud, Xavier ; Salhi, Yahia
Insurance: Mathematics and Economics.  71 (2016)  - p. 317-331 , 2016
Link: https://doi.org/10.1016/..
 
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