Yahia Salhi

Understanding, modelling and managing longevity risk: key issues and main challenges

Pauline Barrieu, Harry Bensusan, Nicole El Karoui et al. · Scandinavian Actuarial Journal · 2010 · 123 citations · Full text

Longevity-risk Modelling, Aging, Financial Risk Management +24

Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors

Flavia Barsotti, Xavier Milhaud, Yahia Salhi · Insurance Mathematics and Economics · 2016 · 28 citations · Full text

Lapse Risk, Life Insurance, Public Policy +14

Bayesian model averaging for mortality forecasting using leave-future-out validation

Karim Barigou, Pierre-Olivier Goffard, Stéphane Loisel et al. · International Journal of Forecasting · 2022 · 20 citations · Full text

Bayesian Statistics, Engineering, Bayesian Model +7

Basis risk modelling: a cointegration-based approach

Yahia Salhi, Stéphane Loisel · Statistics · 2016 · 18 citations

Engineering, Financial Risk Management, Risk Metric +17

A class of random field memory models for mortality forecasting

P. Doukhan, Denys Pommeret, Joseph Rynkiewicz et al. · Insurance Mathematics and Economics · 2017 · 14 citations · Full text

Engineering, Mortality Forecasting, Life Prediction +9