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Risque de longévité et produits financiers
- The Birth of the Life Market, David Blake, Andrew Cairns and Kevin Dowd, october 2008
- Life Markets, Vishaal B. Bhuyan, Wiley
- Life metrics, JP Morgan
- Longevity Risk and Capital Markets: The 2008-2009 Update David Blake, Anja De Waegenaere, Richard McMinn and Theo Nijman, Février 2010
- Mortality-Linked Securities and Derivatives, Enrico Biffis and David P. Blake, 2009
- Pricing of Life Insurance Liabilities, Enrico Biffis, 2007
- Lee-Carter Goes Risk-Neutral, Enrico Biffis and Michel Denuit, June 2006
- Affine Processes for Dynamic Mortality and Actuarial Valuations, Enrico Biffis, October 2004
- Heath-Jarrow-Morton Modelling Of Longevity Bonds And The Risk Minimization Of Life Insurance Portfolios, Jérôme Barbarin, Université de Louvain, 2007
- Mortality Risk Modeling: Applications to Insurance Securitization, Samuel H. Cox, Yijia Lin and Hal Pedersen, Octobre 2008
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Applications informatiques en VBA
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Travaux sur les fonds de pension
- Investing Retirement Wealth: A Life-Cycle Model, John Y. Campbell, João F. Cocco, Francisco J. Gomes, Pascal J. Maenhout, 2001
- Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle FundsFrancisco J. Gomes, Laurence J. Kotlikoff, Luis M. Viceira, NBER Working Paper 13966, Avril 2008
- 2009 OECD/IOPS Global Forum on Private Pensions in Latin America
- Pension Funds, Life-Cycle Asset Allocation and Performance Evaluation, Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
- Evaluating the Financial Performance of Pension Funds, Heinz Rudolph, Richard Hinz, Pablo Antolín, and Juan Yermo
- OECD Working Paper Series on Insurance and Private Pensions
- Funding Rules and Actuarial Methods, Colin Pugh, OECD Working Papers on Insurance and Private Pensions No. 1
- Third Annual Liability Driven Investing (LDI) Poll, nov 2009
- Liability Driven Investing: The Global Truth On Use of These Strategies, SEIC
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Méthodes actuarielles d'évaluation des engagements
- Actuarial Methods and Assumptions used in the Valuation of Retirement Benefits in the EU and other European countries, Groupe Consultatif Actuariel Européen, 2001
- The technical methods and assumptions in use for funding and accounting purposes, Groupe Consultatif Actuariel Européen, 2002
- Funding Rules and Actuarial Methods, Colin Pugh, OECD Working Papers on Insurance and Private Pensions No. 1
- Actuarial Valuation of Employee Benefits under IFRS, Arvind Gopalakrishnan, june 2009
- Actuarial Valuation of Employee Benefits under IFRS, Parth Khandelwal, june 2009
- Survey of Asset Valuation Methods for Defined Benefit Pension Plans, Society of Actuaries
- Modelling defined benefit pension schemes : funding and asset valuation, Steven Haberman and Iqbal Owadally
- Selection and Use of Asset Valuation Methods for Pension Valuations, Actuarial Standard of Practice No. 44, 2007
- Fundamentals of Current Pension Funding and Accounting For Private Sector Pension Plans, An Analysis by the Pension Committee of the American Academy of Actuaries, July 2004
- Social Security Money's Worth, John Geanakoplos, Olivia S. Mitchell, Stephen P. Zeldes, NBER Working Paper 6722, Mai 2000
- The True Cost of Social SecurityAlexander W. Blocker, Laurence J. Kotlikoff, Stephen A. Ross, NBER Working Paper 14427, October 2008
- Market Valuation of Accrued Social Security Benefits, John Geanakoplos, Stephen P. Zeldes, NBER Working Paper 15170, Juillet 2009
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Sites sur l'actuariat (recherche et méthodes professionnelles)
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Travaux sur la démographie et la modélisation
- Life Tables for the United States Social Security Area 1900-2100
- Stochastic Mortality Under Measure Changes, Enrico Biffis, Michel Denuit and Pierre Devolder, 2009
- Lee-Carter Goes Risk-Neutral, Enrico Biffis and Michel Denuit, June 2006
- Affine Processes for Dynamic Mortality and Actuarial Valuations, Enrico Biffis, October 2004
- A Bidimensional Approach to Mortality Risk, Enrico Biffis and Pietro Millossovich, April 2006
- Stochastic Mortality Made Easy, Paul Sweeting, Juin 2008
- Stochastic Mortality Made Easy, Paul Sweeting, Juin 2008
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