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Carriere, Jacques F.

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Author ID: carriere.jacques-f Recent zbMATH articles by "Carriere, Jacques F."
Published as: Carriere, Jacques F.; Carrière, J. F.; Carriere, Jacques; Carrière, Jacques F.; Carriére, Jacques F.
Documents Indexed: 22 Publications since 1992
Co-Authors: 5 Co-Authors with 6 Joint Publications
10 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 194 times in 187 Documents Cited by Year
Valuation of the early-exercise price for options using simulations and nonparametric regression. Zbl 0894.62109
Carriere, Jacques F.
111
1996
Bivariate survival models for coupled lives. Zbl 0959.62094
Carriere, Jacques F.
27
2000
Fitting competing risks with an assumed copula. Zbl 1121.62601
Escarela, Gabriel; Carrière, Jacques F.
16
2003
Long-term yield rates for actuarial valuations. Zbl 1082.62531
Carriere, Jacques F.
7
1999
Removing cancer when it is correlated with other causes of death. Zbl 0837.62093
Carrière, Jacques F.
6
1995
Statistical theory for the ratio model of paired comparisons. Zbl 0763.62041
Carriere, Jacques; Finster, Mark
4
1992
Testing independence in bivariate distributions of claim frequencies and severities. Zbl 0911.62094
Carriere, Jacques F.
3
1997
No-arbitrage pricing for life insurance and annuities. Zbl 1062.91562
Carriere, Jacques F.
3
1999
Nonparametric tests for mixed Poisson distributions. Zbl 0768.62031
Carriere, Jacques
3
1993
A large sample test for one-parameter families of copulas. Zbl 0825.62148
Carrière, J. F.
3
1994
A bivariate model of claim frequencies and severities. Zbl 1119.62368
Escarela, Drgabriel; Carriére, Jacques F.
3
2006
Limited expected value comparison tests. Zbl 0756.62009
Carriere, Jacques
2
1992
Withdrawal benefits under a dependent double decrement model. Zbl 1168.91408
Carriere, Jacques F.
2
1998
Nonparametric confidence intervals of instantaneous forward rates. Zbl 0959.62095
Carriere, Jacques F.
1
2000
Transition probability functions for martingale laws of bond prices. Zbl 1055.91020
Carrière, J. F.
1
2001
A Gaussian process of yield rates calibrated with strips. Zbl 1083.62526
Carrière, J. F.
1
2001
New salary functions for pension valuations. With discussion by Arnold F. Shapiro and a reply by the authors. Zbl 1081.62561
Carriere, Jacques F.; Shand, Kevin J.
1
1998
A bivariate model of claim frequencies and severities. Zbl 1119.62368
Escarela, Drgabriel; Carriére, Jacques F.
3
2006
Fitting competing risks with an assumed copula. Zbl 1121.62601
Escarela, Gabriel; Carrière, Jacques F.
16
2003
Transition probability functions for martingale laws of bond prices. Zbl 1055.91020
Carrière, J. F.
1
2001
A Gaussian process of yield rates calibrated with strips. Zbl 1083.62526
Carrière, J. F.
1
2001
Bivariate survival models for coupled lives. Zbl 0959.62094
Carriere, Jacques F.
27
2000
Nonparametric confidence intervals of instantaneous forward rates. Zbl 0959.62095
Carriere, Jacques F.
1
2000
Long-term yield rates for actuarial valuations. Zbl 1082.62531
Carriere, Jacques F.
7
1999
No-arbitrage pricing for life insurance and annuities. Zbl 1062.91562
Carriere, Jacques F.
3
1999
Withdrawal benefits under a dependent double decrement model. Zbl 1168.91408
Carriere, Jacques F.
2
1998
New salary functions for pension valuations. With discussion by Arnold F. Shapiro and a reply by the authors. Zbl 1081.62561
Carriere, Jacques F.; Shand, Kevin J.
1
1998
Testing independence in bivariate distributions of claim frequencies and severities. Zbl 0911.62094
Carriere, Jacques F.
3
1997
Valuation of the early-exercise price for options using simulations and nonparametric regression. Zbl 0894.62109
Carriere, Jacques F.
111
1996
Removing cancer when it is correlated with other causes of death. Zbl 0837.62093
Carrière, Jacques F.
6
1995
A large sample test for one-parameter families of copulas. Zbl 0825.62148
Carrière, J. F.
3
1994
Nonparametric tests for mixed Poisson distributions. Zbl 0768.62031
Carriere, Jacques
3
1993
Statistical theory for the ratio model of paired comparisons. Zbl 0763.62041
Carriere, Jacques; Finster, Mark
4
1992
Limited expected value comparison tests. Zbl 0756.62009
Carriere, Jacques
2
1992
all top 5

Cited by 307 Authors

10 Belomestny, Denis
7 Schoenmakers, John G. M.
5 Bender, Christian
5 Emura, Takeshi
5 Oosterlee, Cornelis Willebrordus
4 Touzi, Nizar
3 Bacinello, Anna Rita
3 Broadie, Mark N.
3 Carriere, Jacques F.
3 Cha, Ji Hwan
3 Jain, Shashi
3 Joshi, Mark S.
3 Juneja, Sandeep
3 Lu, Yang
3 Ludkovski, Michael
3 Milstein, Grigori N.
3 Shih, Jia-Han
3 Spreeuw, Jaap
3 Valdez, Emiliano A.
2 Adamic, Peter F.
2 Basak, Indrani
2 Becker, Sebastian
2 Biffis, Enrico
2 Boyle, Phelim P.
2 Carmona, René A.
2 Chen, Ze
2 Cheridito, Patrick
2 Choo, Eng Ung
2 Dhaene, Jan
2 Dickmann, Fabian
2 Dimitrova, Dimitrina S.
2 El Otmani, Mohamed
2 Glasserman, Paul
2 Gobbi, Fabio
2 Guo, Ivan
2 Haberman, Steven
2 Hejazi, Seyed Amir
2 Hürlimann, Werner
2 Jackson, Kenneth R.
2 Jentzen, Arnulf
2 Kaishev, Vladimir K.
2 Kolev, Nikolai
2 Kolkiewicz, Adam W.
2 Kouritzin, Michael A.
2 Ladkau, Marcel
2 Laeven, Roger J. A.
2 Langrené, Nicolas
2 Lee, Hyunju
2 Lelong, Jérôme
2 Loeper, Grégoire
2 Lopez, Olivier
2 Maier, Sebastian
2 Melenberg, Bertrand
2 Millossovich, Pietro
2 Mulinacci, Sabrina
2 Nadarajah, Selvaprabu
2 Pelsser, Antoon A. J.
2 Secomandi, Nicola
2 Tang, Robert L.
2 Wedley, William C.
2 Xekalaki, Evdokia
1 Agarwal, Ankush
1 Aitsahlia, Farid
1 Aksoy, Ümit
1 Alanko, Samu
1 Ankirchner, Stefan
1 Auster, Johan
1 Aydoğan, Burcu
1 Badía, Francisco German
1 Baglietto, Marco
1 Bajwa, G.
1 Bally, Vlad
1 Bandyopadhyay, Dipankar
1 Barigou, Karim
1 Bartunova, Anna
1 Baskakov, Valery
1 Basso, Antonella
1 Bayramoğlu, Ismihan G.
1 Behzadi, Mohammadhassan
1 Beveridge, Christopher
1 Bezerra, Sérgio C.
1 Bhim, Louis
1 Bohnert, Alexander
1 Bolia, N.
1 Bouchard, Bruno
1 Breton, Michèle
1 Brigo, Damiano
1 Brockett, Patrick L.
1 Cao, Menghui
1 Caramellino, Lucia
1 Caron, Sylvain
1 Cervellera, Cristiano
1 Charupat, Narat
1 Chen, Bingzheng
1 Chen, Hua
1 Chen, MingNan
1 Chockalingam, Arunachalam
1 Chow, Joseph Y. J.
1 Cirillo, Pasquale
1 Daafi, Boubker
...and 207 more Authors
all top 5

Cited in 73 Serials

32 Insurance Mathematics & Economics
11 Quantitative Finance
8 Journal of Economic Dynamics & Control
8 Scandinavian Actuarial Journal
7 International Journal of Theoretical and Applied Finance
7 North American Actuarial Journal
6 European Journal of Operational Research
5 Journal of Computational and Applied Mathematics
5 Mathematical Finance
4 Annals of Operations Research
4 Communications in Statistics. Theory and Methods
4 ASTIN Bulletin
3 Computers & Operations Research
3 International Journal of Computer Mathematics
3 Finance and Stochastics
3 Journal of Applied Statistics
3 Decisions in Economics and Finance
3 SIAM Journal on Financial Mathematics
2 Journal of Econometrics
2 Journal of Multivariate Analysis
2 Mathematics and Computers in Simulation
2 Operations Research Letters
2 Stochastic Analysis and Applications
2 The Annals of Applied Probability
2 Communications in Statistics. Simulation and Computation
2 Statistical Papers
2 Monte Carlo Methods and Applications
2 Applied Mathematical Finance
2 European Actuarial Journal
1 Communications on Pure and Applied Mathematics
1 Scandinavian Journal of Statistics
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Mathematical Psychology
1 Journal of Optimization Theory and Applications
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Operations Research
1 SIAM Journal on Control and Optimization
1 Asia-Pacific Journal of Operational Research
1 Mathematical and Computer Modelling
1 European Journal of Applied Mathematics
1 Computational Statistics
1 Automation and Remote Control
1 Stochastic Processes and their Applications
1 Computational Statistics and Data Analysis
1 Computational Optimization and Applications
1 Computational Economics
1 Test
1 Annales Mathématiques Blaise Pascal
1 Mathematical Problems in Engineering
1 Mathematical Methods of Operations Research
1 Australian & New Zealand Journal of Statistics
1 Extremes
1 Methodology and Computing in Applied Probability
1 International Game Theory Review
1 Advances and Applications in Statistics
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics
1 Journal of Machine Learning Research (JMLR)
1 Sādhanā
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Computational Management Science
1 Networks and Spatial Economics
1 Mathematics and Financial Economics
1 Algorithms
1 Croatian Operational Research Review (CRORR)
1 SIAM/ASA Journal on Uncertainty Quantification
1 Journal of Statistical Distributions and Applications

Citations by Year