Christian ROBERT


Christian ROBERT
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From risk reduction to risk elimination by conditional mean risk sharing of independent losses

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Denuit M,Robert CY

Insurance: Mathematics and Economics, 2023

Collaborative Insurance with Stop-Loss Protection and Team Partitioning

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Denuit M,Robert CY

North American Actuarial Journal, 2022

Stochastic derivative estimation for max-stable random fields

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Koch Erwan,Robert Christian Yann

European Journal of Operational Research, 2022

MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS

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Denuit Michel,Hieber Peter,Robert Christian Yann

ASTIN Bulletin, 2022

Risk-sharing rules and their properties, with applications to peer-to-peer insurance

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Denuit Michel,Dhaene Jan,Robert Christian Yann

Journal of Risk and Insurance, 2022

Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses

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Denuit Michel,Robert Christian Yann

Methodology and Computing in Applied Probability, 2022

Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields

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Nguyen Quang Huy,Robert Christian Yann

Journal of Applied Probability, 2022

Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses

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Denuit Michel,Robert Christian Yann

Methodology and Computing in Applied Probability, 2022

Conditional mean risk sharing in the individual model with graphical dependencies

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Denuit Michel,Robert Christian Yann

Annals of Actuarial Science, 2022

Testing for changes in the tail behavior of Brown–Resnick Pareto processes

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Robert Christian Yann

Stochastic Processes and their Applications, 2022

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