| 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 | 188 | 2012 |
| 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 | 45 | 2016 |
| 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 | 25 | 2017 |
| 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 | 19 | 2017 |
| 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 | 16 | 2023 |
| Basis risk modelling: a cointegration-based approach Y Salhi, S Loisel Statistics 51 (1), 205-221, 2017 | 16 | 2017 |
| Age-Specific Adjustment of Graduated Mortality Y Salhi, PE Thérond ASTIN Bulletin: The Journal of the IAA, 1-27, 2018 | 15 | 2018 |
| A credibility approach of the Makeham mortality law Y Salhi, PE Thérond, J Tomas European Actuarial Journal 6, 61-96, 2016 | 14 | 2016 |
| Longevity basis risk modeling: A co-integration based approach Y Salhi, S Loisel Tech. rep., ISFA, Université Lyon 1, 2011 | 14 | 2011 |
| 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 |
| 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 | 11 | 2020 |
| 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 | 7 | 2017 |
| Alarm System for Credit Losses Impairment under IFRS 9 Y Salhi, PE Thérond Bulletin Français d'Actuariat, 2018 | 6* | 2018 |
| 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 | 5 | 2016 |
| 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 | 5 | 2009 |
| Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality P Doukhan, J Rynkiewicz, Y Salhi Stats 5 (1), 26-51, 2021 | 4 | 2021 |
| 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 | 4 | 2020 |
| A Dynamic Taylor's Law V De la Pena, P Doukhan, Y Salhi Journal of Applied Probability 59 (2), 584-607, 2022 | 3 | 2022 |
| Dynamic bivariate mortality modelling Y Jiao, Y Salhi, S Wang Methodology and Computing in Applied Probability 24 (2), 917-938, 2022 | 3 | 2022 |
Stéphane LoiselProfesseur des universités, ISFA, Université lyon 1Verified email at univ-lyon1.fr
