ASF - Biblioteca

1. 

Risk allocation through shapley decompositions, with applications to variable annuities / Frédéric Godin... [et al.]

Autor: GODIN, Frédéric Data Publicação: 2023

Analíticos  
2. 

A mixed bond and equity fund model for the valuation of variable annuities / Maciej Augustyniak, Frédéric Godin, Emmanuel Hamel

Autor: AUGUSTYNIAK, Maciej Data Publicação: 2021

Analíticos  
3. 

Tweedie double GLM loss triangles with dependence within and across business lines / Carlos Andrés Araiza Iturria, Frédéric Godin, Mélina Mailhot

Autor: ARAIZA ITURRIA Data Publicação: 2021

Analíticos  
4. 

A general class of distortion operators for pricing contingent claims with applications to CAT bonds / Frédéric Godin, Van Son Lai, Denis-Alexandre Trottier

Autor: GODIN, Frédéric Data Publicação: 2019

Analíticos