Market value of life insurance contracts under stochastic interest rates and default risk C Bernard, O Le Courtois, F Quittard-Pinon Insurance: Mathematics and Economics 36 (3), 499-516, 2005 | 100 | 2005 |
A new procedure for pricing Parisian options C Bernard, O Le Courtois, F Quittard-Pinon Journal of Derivatives 12 (4), 2005 | 65 | 2005 |
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model O Le Courtois, F Quittard-Pinon Asia-Pacific Financial Markets 13, 11-39, 2006 | 58 | 2006 |
Pricing derivatives with barriers in a stochastic interest rate environment C Bernard, O Le Courtois, F Quittard-Pinon Journal of Economic Dynamics and Control 32 (9), 2903-2938, 2008 | 42 | 2008 |
Fair valuation of participating life insurance contracts with jump risk O Le Courtois, F Quittard-Pinon The Geneva Risk and Insurance Review 33, 106-136, 2008 | 26 | 2008 |
Development and pricing of a new participating contract CL Bernard, OA Le Courtois, FM Quittard-Pinon North American Actuarial Journal 10 (4), 179-195, 2006 | 18 | 2006 |
The optimal capital structure of the firm with stable Lévy assets returns O Le Courtois, F Quittard-Pinon Decisions in Economics and Finance 31 (1), 51-72, 2008 | 17 | 2008 |
The capital structure from the point of view of investors and managers: An analysis with jump processes O Le Courtois, F Quittard-Pinon WP, 25p, 2004 | 13 | 2004 |
A study of mutual insurance for bank deposits C Bernard, O Le Courtois, F Quittard-Pinon The Geneva Risk and Insurance Review 30, 129-146, 2005 | 12 | 2005 |
Protection of life insurance companies in a market-based framework C Bernard, O Le Courtois, F Quittard-Pinon Working Paper, 2006 | 4 | 2006 |
Assessing the market value of safety loadings C Bernard, O Le Courtois, F Quittard-Pinon INSURANCE MATHEMATICS & ECONOMICS 39 (3), 414-414, 2006 | 3 | 2006 |
Protection of a company issuing a certain class of participating policies in a complete market framework C Bernard, O Le Courtois, F Quittard-Pinon North American Actuarial Journal 14 (1), 131-149, 2010 | 2 | 2010 |
Measure changes in finance O Le Courtois, F Quittard-Pinon Finance India 18, 611, 2004 | 1 | 2004 |
Changes of Probability Measures in Finance and Insurance: A Synthesis O Le Courtois, F Quittard-Pinon Revue Finance 25, 95-120, 2004 | 1 | 2004 |
Évaluation en Fair Value de Contrats Participatifs C Bernard, O Le Courtois, F Quittard-Pinon HAL Post-Print, 2005 | | 2005 |
Capital Structure and Default Probability O Le Courtois, F Quittard-Pinon | | |
Evaluation de contrats d’assurance-vie en presence de risque de defaut et de taux stochastiques C Bernard, O Le Courtois, F Quittard-Pinon | | |