フォロー
Le Courtois Olivier
Le Courtois Olivier
確認したメール アドレス: em-lyon.com - ホームページ
タイトル
引用先
引用先
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
1002005
A new procedure for pricing Parisian options
C Bernard, O Le Courtois, F Quittard-Pinon
Journal of Derivatives 12 (4), 2005
652005
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
582006
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
422008
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
262008
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
182006
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
172008
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
132004
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
122005
Protection of life insurance companies in a market-based framework
C Bernard, O Le Courtois, F Quittard-Pinon
Working Paper, 2006
42006
Assessing the market value of safety loadings
C Bernard, O Le Courtois, F Quittard-Pinon
INSURANCE MATHEMATICS & ECONOMICS 39 (3), 414-414, 2006
32006
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
22010
Measure changes in finance
O Le Courtois, F Quittard-Pinon
Finance India 18, 611, 2004
12004
Changes of Probability Measures in Finance and Insurance: A Synthesis
O Le Courtois, F Quittard-Pinon
Revue Finance 25, 95-120, 2004
12004
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
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–17