متابعة
Karim Barigou
Karim Barigou
UCLouvain
بريد إلكتروني تم التحقق منه على uclouvain.be - الصفحة الرئيسية
عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
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
672017
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
352019
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
352018
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
332019
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
312019
Bayesian model averaging for mortality forecasting using leave-future-out validation‏
K Barigou, PO Goffard, S Loisel, Y Salhi‏
International Journal of Forecasting., 2023‏
242023
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks‏
K Barigou, L Delong‏
Journal of Computational and Applied Mathematics 404 (113922), 2022‏
202022
Insurance valuation: A two-step generalised regression approach‏
K Barigou, V Bignozzi, A Tsanakas‏
ASTIN Bulletin: The Journal of the IAA 52 (1), 211-245, 2022‏
142022
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
122021
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation‏
K Barigou, D Linders, F Yang‏
Scandinavian Actuarial Journal. https://doi.org/10.1080/03461238.2022.2090272, 2023‏
11*2023
Bayesian mortality modelling with pandemics: a vanishing jump approach‏
J Goes, K Barigou, A Leucht‏
Journal of the Royal Statistical Society: Series C., 2025‏
22025
Expected Utility Optimization with Convolutional Stochastically Ordered Returns‏
R Gauchon, K Barigou‏
Risks 12 (6), 95, 2024‏
22024
Granular mortality modelling with temperature and epidemic shocks: a three-state regime-switching approach‏
J Robben, K Barigou, T Kleinow‏
arXiv preprint arXiv:2503.04568, 2025‏
2025
Derivatives under market impact: Disentangling cost and information‏
B Alimoradian, K Barigou, A Eyraud-Loisel‏
hal-03668432 , v2, 2025‏
2025
Insurer's management discretion: Self-hedging participating life insurance‏
K Barigou, P Hieber‏
ARC Centre of Excellence in Population Ageing Research, 2023‏
2023
StanMoMo: an R package for Bayesian Mortality Modelling with Stan‏
K Barigou, PO Goffard‏
10.32614/CRAN.package.StanMoMo, 2023‏
2023
Surveillance of actuarial assumptions in the ERM framework‏
K Barigou, N El Karoui, S Loisel, Y Salhi‏
2022
يتعذر على النظام إجراء العملية في الوقت الحالي. عاود المحاولة لاحقًا.
مقالات 1–17