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Yahia SALHI
Yahia SALHI
Verified email at univ-lyon1.fr - Homepage
Title
Cited by
Cited by
Year
Understanding, modelling and managing longevity risk: key issues and main challenges
P Barrieu, H Bensusan, N El Karoui, C Hillairet, S Loisel, C Ravanelli, ...
Scandinavian actuarial journal 2012 (3), 203-231, 2012
1792012
Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors
F Barsotti, X Milhaud, Y Salhi
Insurance: Mathematics and Economics 71, 317–331, 2016
412016
Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
N El Karoui, S Loisel, Y Salhi
The Annals of Applied Probability 27 (4), 2515-2538, 2017
242017
A Class of Random Field Memory Models for Mortality Forecasting
P Doukhan, D Pommeret, J Rynkiewicz, Y Salhi
Insurance: Mathematics and Economics 77, 97-110, 2017
192017
Basis risk modelling: a cointegration-based approach
Y Salhi, S Loisel
Statistics 51 (1), 205-221, 2017
162017
Age-Specific Adjustment of Graduated Mortality
Y Salhi, PE Thérond
ASTIN Bulletin: The Journal of the IAA, 1-27, 2018
142018
A credibility approach of the Makeham mortality law
Y Salhi, PE Thérond, J Tomas
European Actuarial Journal 6, 61-96, 2016
142016
Longevity basis risk modeling: A co-integration based approach
Y Salhi, S Loisel
Tech. rep., ISFA, Université Lyon 1, 2011
142011
Joint modeling of portfolio experienced and national mortality: A co-integration based approach
Y Salhi, S Loisel, M Denuit
Working Paper, Available from http://isfa. univ-lyon1. fr/stephane. loisel, 2010
12*2010
Bayesian model averaging for mortality forecasting using leave-future-out validation
K Barigou, PO Goffard, S Loisel, Y Salhi
International Journal of Forecasting 39 (2), 674-690, 2023
102023
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, 2020
102020
A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives
C Blanchet-Scalliet, D Dorobantu, Y Salhi
Methodology and Computing in Applied Probability, 2017
72017
Minimax optimality in robust detection of a disorder time in Poisson rate
N El Karoui, S Loisel, Y Salhi
6*2015
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions
H Bensusan, N El Karoui, S Loisel, Y Salhi
Insurance: Mathematics and Economics 68, 61-72, 2016
52016
Understanding
P Barrieu, H Bensusan, N El Karoui, C Hillairet, S Loisel, C Ravanelli, ...
Modeling and Managing Longevity Risk: Key Issues and Main Challenges, 2009
52009
Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality
P Doukhan, J Rynkiewicz, Y Salhi
Stats 5 (1), 26-51, 2021
42021
Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities
D Dorobantu, Y Salhi, PE Thérond
Methodology and Computing in Applied Probability 22 (2), 711-745, 2020
42020
Alarm System for Credit Losses Impairment under IFRS 9
Y Salhi, PE Thérond
Bulletin Français d'Actuariat, 2018
4*2018
Optimisation de portefeuille selon le critère de la Value at Risk
G Nolain, Y Salhi, S Werlé
ISFA & Université Lyon 1, 2007
32007
A semi-supervised learning approach for variance reduction in life insurance
M Jimenez, Y Salhi
Annals of Operations Research, 1-28, 2022
22022
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Articles 1–20