Karim Barigou
Karim Barigou
Postdoctoral Researcher at ISFA, Lyon
Adresse e-mail validée de univ-lyon1.fr - Page d'accueil
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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
302017
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
172019
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
172019
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
172018
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
112019
Parsimonious Predictive Mortality Modeling by Regularization and Cross-Validation with and without Covid-Type Effect
K Barigou, S Loisel, Y Salhi
Risks 9 (1), 5, 2021
22021
Insurance valuation: A two-step generalised regression approach
K Barigou, V Bignozzi, A Tsanakas
arXiv preprint arXiv:2012.04364, 2020
22020
Two-step actuarial valuations
K Barigou, D Linders, F Yang
hal-03327710, 2021
2021
Expected utility maximization with stochastically ordered returns
R Gauchon, K Barigou
hal-03295594, 2021
2021
Bayesian model averaging for mortality forecasting using leave-future-out validation
K Barigou, PO Goffard, S Loisel, Y Salhi
arXiv preprint arXiv:2103.15434, 2021
2021
StanMoMo: an R package for Bayesian Mortality Modelling with Stan
K Barigou, PO Goffard
https://CRAN.R-project.org/package=StanMoMo, 2021
2021
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
K Barigou, L Delong
arXiv preprint arXiv:2007.08804, 2020
2020
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