Edit Profile Salhi, Yahia Compute Distance To: Compute Author ID: salhi.yahia Published as: Salhi, Yahia External Links: MGP · Wikidata · ORCID Documents Indexed: 10 Publications since 2012 all top 5 Co-Authors 0 single-authored 4 Loisel, Stéphane 3 El Karoui, Nicole 3 Thérond, Pierre-E. 2 Bensusan, Harry 2 Dorobantu, Diana 1 Barrieu, Pauline M. 1 Barsotti, Flavia 1 Blanchet-Scalliet, Christophette 1 Doukhan, Paul 1 Hillairet, Caroline 1 Milhaud, Xavier 1 Pommeret, Denys 1 Ravanelli, Claudia 1 Rynkiewicz, Joseph 1 Tomas, Julien all top 5 Serials 3 Insurance Mathematics & Economics 2 Methodology and Computing in Applied Probability 1 Statistics 1 The Annals of Applied Probability 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 European Actuarial Journal Fields 9 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications 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 1277.91073Barrieu, 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 1378.62044El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia 4 2017 Basis risk modelling: a cointegration-based approach. Zbl 1369.62285Salhi, Yahia; Loisel, Stéphane 4 2017 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 2 2017 A credibility approach of the Makeham mortality law. Zbl 1415.91163Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 2 2016 A model-point approach to indifference pricing of life insurance portfolios with dependent lives. Zbl 1429.91276Blanchet-Scalliet, Christophette; Dorobantu, Diana; Salhi, Yahia 1 2019 A model-point approach to indifference pricing of life insurance portfolios with dependent lives. Zbl 1429.91276Blanchet-Scalliet, Christophette; Dorobantu, Diana; Salhi, Yahia 1 2019 Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes. Zbl 1378.62044El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia 4 2017 Basis risk modelling: a cointegration-based approach. Zbl 1369.62285Salhi, Yahia; Loisel, Stéphane 4 2017 A class of random field memory models for mortality forecasting. Zbl 1422.62309Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia 2 2017 A credibility approach of the Makeham mortality law. Zbl 1415.91163Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 2 2016 Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia 26 2012 all cited Publications top 5 cited Publications 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. all top 5 Cited in 10 Serials 12 Insurance Mathematics & Economics 7 Scandinavian Actuarial Journal 5 European Actuarial Journal 4 ASTIN Bulletin 1 Applied Mathematics and Computation 1 Statistics 1 The Annals of Applied Probability 1 Methodology and Computing in Applied Probability 1 Miscelánea Matemática 1 Mathematics and Financial Economics Cited in 5 Fields 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Statistics (62-XX) 7 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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