Edit Profile Planchet, Frédéric Compute Distance To: Compute Author ID: planchet.frederic Published as: Planchet, F.; Planchet, Frédéric External Links: ORCID Documents Indexed: 17 Publications since 2005, including 2 Books all top 5 Co-Authors 1 single-authored 4 Tomas, Julien 3 Guibert, Quentin 2 Juillard, Marc 2 Thérond, Pierre-E. 1 Bonnin, François 1 Debonneuil, Edouard 1 Dupourque, Etienne 1 Faleh, Alaeddine 1 Karam, E. 1 Laurent, Jean Paul 1 Loisel, Stéphane 1 Norberg, Ragnar 1 Nteukam T., Oberlain 1 Rullière, Didier 1 Sator, Nefissa 1 Teuguia, Oberlain Nteukam 1 Youssef, Wassim all top 5 Serials 6 Insurance Mathematics & Economics 3 European Actuarial Journal 1 Scandinavian Actuarial Journal 1 Structural and Multidisciplinary Optimization 1 Belgian Actuarial Bulletin 1 Advances in Decision Sciences 1 Springer Actuarial 1 EAA Series all top 5 Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Statistics (62-XX) 2 General and overarching topics; collections (00-XX) 2 Operations research, mathematical programming (90-XX) 1 Probability theory and stochastic processes (60-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 12 Publications have been cited 37 times in 32 Documents Cited by ▼ Year ▼ Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance. Zbl 1284.91271Tomas, Julien; Planchet, Frédéric 9 2013 Constructing entity specific projected mortality table: adjustment to a reference. Zbl 1329.91078Tomas, Julien; Planchet, Frédéric 6 2014 Prospective mortality tables: taking heterogeneity into account. Zbl 1348.91184Tomas, Julien; Planchet, Frédéric 4 2015 Modelling in life insurance – a management perspective. Zbl 1337.91011Laurent, Jean-Paul (ed.); Norberg, Ragnar (ed.); Planchet, Frédéric (ed.) 3 2016 Best estimate calculations of savings contracts by closed formulas: application to the ORSA. Zbl 1304.91093Bonnin, François; Planchet, Frédéric; Juillard, Marc 3 2014 Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee. Zbl 1233.91155Teuguia, Oberlain Nteukam; Planchet, Frédéric; Thérond, Pierre-E. 3 2011 Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance. Zbl 1401.91182Planchet, Frédéric; Tomas, Julien 2 2016 Exploring or reducing noise? A global optimization algorithm in the presence of noise. Zbl 1274.90415Rullière, Didier; Faleh, Alaeddine; Planchet, Frédéric; Youssef, Wassim 2 2013 Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance. Zbl 1256.91033Planchet, Frédéric; Guibert, Quentin; Juillard, Marc 2 2012 Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance. Zbl 1416.91181Guibert, Quentin; Planchet, Frédéric 1 2018 Do actuaries believe in longevity deceleration? Zbl 1400.91244Debonneuil, Edouard; Loisel, Stéphane; Planchet, Frédéric 1 2018 Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation. Zbl 1285.91064Nteukam T., Oberlain; Planchet, Frédéric 1 2012 Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance. Zbl 1416.91181Guibert, Quentin; Planchet, Frédéric 1 2018 Do actuaries believe in longevity deceleration? Zbl 1400.91244Debonneuil, Edouard; Loisel, Stéphane; Planchet, Frédéric 1 2018 Modelling in life insurance – a management perspective. Zbl 1337.91011Laurent, Jean-Paul (ed.); Norberg, Ragnar (ed.); Planchet, Frédéric (ed.) 3 2016 Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance. Zbl 1401.91182Planchet, Frédéric; Tomas, Julien 2 2016 Prospective mortality tables: taking heterogeneity into account. Zbl 1348.91184Tomas, Julien; Planchet, Frédéric 4 2015 Constructing entity specific projected mortality table: adjustment to a reference. Zbl 1329.91078Tomas, Julien; Planchet, Frédéric 6 2014 Best estimate calculations of savings contracts by closed formulas: application to the ORSA. Zbl 1304.91093Bonnin, François; Planchet, Frédéric; Juillard, Marc 3 2014 Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance. Zbl 1284.91271Tomas, Julien; Planchet, Frédéric 9 2013 Exploring or reducing noise? A global optimization algorithm in the presence of noise. Zbl 1274.90415Rullière, Didier; Faleh, Alaeddine; Planchet, Frédéric; Youssef, Wassim 2 2013 Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance. Zbl 1256.91033Planchet, Frédéric; Guibert, Quentin; Juillard, Marc 2 2012 Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation. Zbl 1285.91064Nteukam T., Oberlain; Planchet, Frédéric 1 2012 Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee. Zbl 1233.91155Teuguia, Oberlain Nteukam; Planchet, Frédéric; Thérond, Pierre-E. 3 2011 all cited Publications top 5 cited Publications all top 5 Cited by 68 Authors 6 Planchet, Frédéric 5 Tomas, Julien 3 Loisel, Stéphane 3 Wagner, Joël 2 Denuit, Michel M. 2 El Karoui, Nicole 2 Fuino, Michel 2 Shao, Adam W. 2 Sherris, Michael 1 Abgrall, Dominique 1 Albrecher, Hansjörg 1 Alimo, Ryan 1 Barigou, Karim 1 Bewley, Thomas R. 1 Beyhaghi, Pooriya 1 Blake, David 1 Bodily, Samuel E. 1 Bonnin, François 1 Cadena, Meitner 1 Chen, Ze 1 Devolder, Pierre 1 Dhaene, Jan 1 Dutang, Christophe 1 Embrechts, Paul 1 Filipović, Damir 1 Fong, Joelle H. 1 Furman, Bryan 1 Gach, Florian 1 Gaillardetz, Patrice 1 Goffard, Pierre-Olivier 1 Guerrault, Xavier 1 Guibert, Quentin 1 Habart, Marine 1 Hainaut, Donatien 1 Harrison, Glenn W. 1 Hartman, Brian M. 1 Hochgerner, Simon 1 Ierapetritou, Marianthi G. 1 Juillard, Marc 1 Koch, Pablo 1 Lally, Nathan R. 1 Legrand, Catherine 1 Li, Hong 1 Li, Huan Yi 1 Li, Zixi 1 Liang, Xiaoqing 1 Lu, Yang 1 Lu, Yi 1 Mackay, Anne 1 MacMinn, Richard D. 1 Milhaud, Xavier 1 Nichil, Geoffrey 1 Pelsser, Antoon A. J. 1 Perman, Mihael 1 Prigent, Jean-Luc 1 Rainer, Catherine 1 Recchioni, Maria Cristina 1 Rudnytskyi, Iegor 1 Salhi, Yahia 1 Screpante, F. 1 Sow, Aliou 1 Thérond, Pierre-E. 1 Tsai, Cary Chi-Liang 1 Vallois, Pierre 1 Vanini, Paolo 1 Vedani, Julien 1 Wang, Zilong 1 Zalokar, Ana all top 5 Cited in 9 Serials 12 European Actuarial Journal 10 Insurance Mathematics & Economics 3 Scandinavian Actuarial Journal 2 North American Actuarial Journal 1 Journal of Computational and Applied Mathematics 1 Journal of Global Optimization 1 Computational Optimization and Applications 1 Methodology and Computing in Applied Probability 1 Decision Analysis all top 5 Cited in 6 Fields 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Numerical analysis (65-XX) Citations by Year