Karim Barigou
Karim Barigou
Postdoctoral Researcher at ISFA, Lyon
Verified email at univ-lyon1.fr - Homepage
Title
Cited by
Cited by
Year
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency
J Dhaene, B Stassen, K Barigou, D Linders, Z Chen
Insurance: Mathematics and Economics 76, 14-27, 2017
182017
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
K Barigou, J Dhaene
Scandinavian Actuarial Journal 2019 (2), 163-187, 2018
122018
Fair valuation of insurance liability cash-flow streams in continuous time: Applications
Ł Delong, J Dhaene, K Barigou
ASTIN Bulletin: The Journal of the IAA 49 (2), 299-333, 2019
102019
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market-and time-consistency
K Barigou, Z Chen, J Dhaene
Insurance: Mathematics and Economics 88, 19-29, 2019
62019
Fair valuation of insurance liability cash-flow streams in continuous time: Theory
L Delong, J Dhaene, K Barigou
Insurance: Mathematics and Economics 88, 196-208, 2019
62019
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
K Barigou, L Delong
Preprint, 2020
2020
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Articles 1–6