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Salhi, Yahia

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Author ID: salhi.yahia Recent zbMATH articles by "Salhi, Yahia"
Published as: Salhi, Yahia
External Links: MGP · Wikidata · ORCID
Documents Indexed: 10 Publications since 2012

Publications by Year

Citations contained in zbMATH

6 Publications have been cited 39 times in 34 Documents Cited by Year
Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073
Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia
26
2012
Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes. Zbl 1378.62044
El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia
4
2017
Basis risk modelling: a cointegration-based approach. Zbl 1369.62285
Salhi, Yahia; Loisel, Stéphane
4
2017
A class of random field memory models for mortality forecasting. Zbl 1422.62309
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia
2
2017
A credibility approach of the Makeham mortality law. Zbl 1415.91163
Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien
2
2016
A model-point approach to indifference pricing of life insurance portfolios with dependent lives. Zbl 1429.91276
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Salhi, Yahia
1
2019
A model-point approach to indifference pricing of life insurance portfolios with dependent lives. Zbl 1429.91276
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Salhi, Yahia
1
2019
Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes. Zbl 1378.62044
El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia
4
2017
Basis risk modelling: a cointegration-based approach. Zbl 1369.62285
Salhi, Yahia; Loisel, Stéphane
4
2017
A class of random field memory models for mortality forecasting. Zbl 1422.62309
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia
2
2017
A credibility approach of the Makeham mortality law. Zbl 1415.91163
Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien
2
2016
Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073
Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia
26
2012
all top 5

Cited by 86 Authors

5 Salhi, Yahia
4 Antonio, Katrien
4 Loisel, Stéphane
3 Vellekoop, Michel H.
2 El Karoui, Nicole
2 Lu, Yang
2 Ouburg, Wilbert
2 Regis, Luca
2 Thérond, Pierre-E.
2 van Berkum, Frank
1 Abgrall, Dominique
1 Aro, Helena
1 Bacinello, Anna Rita
1 Bakbergenuly, Ilyas
1 Bardoutsos, Anastasios G.
1 Barrieu, Pauline M.
1 Bensusan, Harry
1 Biagini, Francesca
1 Blake, David
1 Blanchet-Scalliet, Christophette
1 Castañeda-Leyva, Netzahualcóyotl
1 Ceci, Claudia
1 Chang, Le
1 Chen, An
1 Chiu, Mei Choi
1 Christiansen, Marcus Christian
1 Colaneri, Katia
1 Cretarola, Alessandra
1 D’Amato, Valeria
1 de Boer, Wouter
1 De Rosa, Clemente
1 de Vries, Robert
1 De Waegenaere, Anja
1 Debonneuil, Edouard
1 Devriendt, Sander
1 Dorobantu, Diana
1 Ekheden, Erland
1 Figueroa-López, José E.
1 Gitsels, Lisanne A.
1 Guibert, Quentin
1 Habart, Marine
1 Haberman, Steven
1 Hössjer, Ola G.
1 Jallbjørn, Snorre
1 Jarner, Søren Fiig
1 Kan, Hok-Kwan
1 Krawiec, Michał
1 Kromme, Egbert
1 Kulinskaya, Elena
1 Li, Hong
1 Li, Hong
1 Lledó, Josep
1 Lopez, Olivier
1 Luciano, Elisa
1 Ludkovski, Michael
1 MacMinn, Richard D.
1 Martínez Izquierdo, Pedro Antonio
1 Menoncin, Francesco
1 Millossovich, Pietro
1 Morillas-Jurado, Francisco G.
1 Niemeyer, Andreas
1 Ólafsson, Sveinn
1 Palmowski, Zbigniew
1 Pavia, Jose Manuel
1 Pennanen, Teemu
1 Piette, Pierrick
1 Piscopo, Gabriella
1 Planchet, Frédéric
1 Płociniczak, Łukasz
1 Rainer, Catherine
1 Rheinländer, Thorsten
1 Risk, Jimmy
1 Rodríguez Narciso, Silvia
1 Russolillo, Maria
1 Schreiber, Irene
1 Schulteis, Tim
1 Shi, Yanlin
1 Slagter, Erica
1 Sow, Aliou
1 Tomas, Julien
1 van der Winden, Marco
1 van Iersel, Corné
1 Veraart, Luitgard Anna Maria
1 Wong, Hoi Ying
1 Wong, Tat Wing
1 Wright, Nigel R.

Citations by Year

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