Edit Profile (opens in new tab) Salhi, Yahia Co-Author Distance Author ID: salhi.yahia Published as: Salhi, Yahia External Links: MGP · ORCID Documents Indexed: 14 Publications since 2012 Co-Authors: 19 Co-Authors with 14 Joint Publications 388 Co-Co-Authors all top 5 Co-Authors 0 single-authored 4 Loisel, Stéphane 3 El Karoui, Nicole 3 Milhaud, Xavier 3 Pommeret, Denys 3 Thérond, Pierre-E. 2 Bensusan, Harry 2 Dorobantu, Diana 2 Doukhan, Paul 2 Vandekerkhove, Pierre 1 Barrieu, Pauline M. 1 Barsotti, Flavia 1 Blanchet-Scalliet, Christophette 1 de la Peña, Victor H. 1 Hillairet, Caroline 1 Jiao, Ying 1 Ravanelli, Claudia 1 Rynkiewicz, Joseph 1 Tomas, Julien 1 Wang, Shihua all top 5 Serials 3 Insurance Mathematics & Economics 3 Methodology and Computing in Applied Probability 1 Journal of Applied Probability 1 Journal of Statistical Planning and Inference 1 Statistics 1 The Annals of Applied Probability 1 Bernoulli 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 European Actuarial Journal Fields 13 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 1 Astronomy and astrophysics (85-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 10 Publications have been cited 83 times in 64 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 41 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 8 2017 Basis risk modelling: a cointegration-based approach. Zbl 1369.62285 Salhi, Yahia; Loisel, Stéphane 8 2017 A class of random field memory models for mortality forecasting. Zbl 1422.62309 Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 7 2017 Lapse risk in life insurance: correlation and contagion effects among policyholders’ behaviors. Zbl 1371.91079 Barsotti, Flavia; Milhaud, Xavier; Salhi, Yahia 5 2016 Age-specific adjustment of graduated mortality. Zbl 1390.62220 Salhi, Yahia; Thérond, Pierre-E. 4 2018 A credibility approach of the Makeham mortality law. Zbl 1415.91163 Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 4 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 3 2019 Semiparametric two-sample admixture components comparison test: the symmetric case. Zbl 1477.62141 Milhaud, Xavier; Pommeret, Denys; Salhi, Yahia; Vandekerkhove, Pierre 2 2022 Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities. Zbl 1447.91135 Dorobantu, Diana; Salhi, Yahia; Thérond, Pierre-E. 1 2020 Semiparametric two-sample admixture components comparison test: the symmetric case. Zbl 1477.62141 Milhaud, Xavier; Pommeret, Denys; Salhi, Yahia; Vandekerkhove, Pierre 2 2022 Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities. Zbl 1447.91135 Dorobantu, Diana; Salhi, Yahia; Thérond, Pierre-E. 1 2020 A model-point approach to indifference pricing of life insurance portfolios with dependent lives. Zbl 1429.91276 Blanchet-Scalliet, Christophette; Dorobantu, Diana; Salhi, Yahia 3 2019 Age-specific adjustment of graduated mortality. Zbl 1390.62220 Salhi, Yahia; Thérond, Pierre-E. 4 2018 Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes. Zbl 1378.62044 El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia 8 2017 Basis risk modelling: a cointegration-based approach. Zbl 1369.62285 Salhi, Yahia; Loisel, Stéphane 8 2017 A class of random field memory models for mortality forecasting. Zbl 1422.62309 Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 7 2017 Lapse risk in life insurance: correlation and contagion effects among policyholders’ behaviors. Zbl 1371.91079 Barsotti, Flavia; Milhaud, Xavier; Salhi, Yahia 5 2016 A credibility approach of the Makeham mortality law. Zbl 1415.91163 Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 4 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 41 2012 all cited Publications top 5 cited Publications all top 5 Cited by 135 Authors 7 Salhi, Yahia 5 Loisel, Stéphane 4 Antonio, Katrien 4 Blake, David 4 Shi, Yanlin 3 Chang, Le 3 Li, Hong 3 Lu, Yang 3 Vellekoop, Michel H. 2 Albrecher, Hansjörg 2 El Karoui, Nicole 2 Kiermayer, Mark 2 MacMinn, Richard D. 2 Ouburg, Wilbert 2 Piette, Pierrick 2 Regis, Luca 2 Thérond, Pierre-E. 2 van Berkum, Frank 1 Abgrall, Dominique 1 Araujo-Acuna, José Carlos 1 Arnold, Séverine 1 Aro, Helena 1 Bacinello, Anna Rita 1 Bakbergenuly, Ilyas 1 Bardoutsos, Anastasios G. 1 Barrieu, Pauline M. 1 Beirlant, Jan 1 Bensusan, Harry 1 Biagini, Francesca 1 Bladt, Martin 1 Bladt, Mogens 1 Blanchet-Scalliet, Christophette 1 Bozikas, Apostolos 1 Cairns, Andrew J. G. 1 Castañeda-Leyva, Netzahualcóyotl 1 Ceci, Claudia 1 Chang, Hsiaoyin 1 Cheng, Chunli 1 Cheng, Li-Hsueh 1 Chien, Li-Chu 1 Chiu, Mei Choi 1 Christiansen, Marcus Christian 1 Colaneri, Katia 1 Cretarola, Alessandra 1 Dayanik, Savas 1 de Boer, Wouter 1 De Rosa, Clemente 1 de Vries, Robert 1 De Waegenaere, Anja 1 Debonneuil, Edouard 1 Devriendt, Sander 1 Di Palo, Cinzia 1 Dorobantu, Diana 1 Ekheden, Erland 1 Figueroa-López, José E. 1 Fromont, Magalie 1 Gach, Florian 1 Garnier, Rémy 1 Gitsels, Lisanne Andra 1 Glushko, Viktoriya 1 Grela, Fabrice 1 Guibert, Quentin 1 Habart, Marine 1 Hainaut, Donatien 1 Hilpert, Christian 1 Hochgerner, Simon 1 Hong, Li-Syuan 1 Hössjer, Ola G. 1 Hunt, Andrew 1 Jallbjørn, Snorre 1 Jarner, Søren Fiig 1 Jiao, Ying 1 Kallestrup-Lamb, Malene 1 Kan, Hok-Kwan 1 Krawiec, Michał 1 Kromme, Egbert 1 Kulinskaya, Elena 1 Langhendries, Raphaël 1 Le Guével, Ronan 1 Li, Jackie 1 Li, Johnny Siu-Hang 1 Liu, Yanxin 1 Lledó, Josep 1 Lopez, Olivier 1 Luciano, Elisa 1 Ludkovski, Michael 1 Lyu, Pintao 1 Martínez Izquierdo, Pedro Antonio 1 Menoncin, Francesco 1 Milhaud, Xavier 1 Millossovich, Pietro 1 Miri Lavasani, Aidin 1 Morillas-Jurado, Francisco G. 1 Niemeyer, Andreas 1 Ólafsson, Sveinn 1 Palmowski, Zbigniew 1 Pavia, Jose Manuel 1 Pennanen, Teemu 1 Pitselis, Georgios 1 Planchet, Frédéric ...and 35 more Authors all top 5 Cited in 17 Serials 18 Insurance Mathematics & Economics 10 Scandinavian Actuarial Journal 9 ASTIN Bulletin 7 European Actuarial Journal 5 North American Actuarial Journal 2 Bernoulli 2 Methodology and Computing in Applied Probability 2 Electronic Journal of Statistics 1 Applied Mathematics and Computation 1 Statistics 1 The Annals of Applied Probability 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Soft Computing 1 Quantitative Finance 1 Miscelánea Matemática 1 Mathematics and Financial Economics all top 5 Cited in 10 Fields 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Statistics (62-XX) 13 Probability theory and stochastic processes (60-XX) 4 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year