Concepedia

Xavier Milhaud

XM

9

Publications

267

Citations

9

H-Index

1998

Active since

Affiliations

Université Claude Bernard Lyon 1(Current)

Sorbonne Université

Xavier Milhaud is an author at Université Claude Bernard Lyon 1 specializing in finance, insurance, and risk management.

Top concepts

FinanceInsuranceManagementEngineeringRisk ManagementFinancial Risk ManagementBusinessStatisticsFinancial RiskStatistical Inference

Publications per year

1998–2020

9

Publications

9

Asymptotic behavior of Bayes estimates under possibly incorrect models

Olaf Bunke, Xavier Milhaud · The Annals of Statistics · 1998 · 83 citations · Full text

Engineering, Bayes Estimates, Posterior Distribution +8

From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital

Stéphane Loisel, Xavier Milhaud · European Journal of Operational Research · 2011 · 39 citations · Full text

Empirical Finance, Economics, Financial Economics +11

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

A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS

Olivier Lopez, Xavier Milhaud, Pierre-E. Thérond · Astin Bulletin · 2019 · 25 citations · Full text

Engineering, Financial Risk Management, Software Engineering +18

Tree-based censored regression with applications in insurance

Olivier Lopez, Xavier Milhaud, Pierre-E. Thérond · Electronic Journal of Statistics · 2016 · 23 citations · Full text

Economics, Engineering, Estimation Statistic +12

Rows per page

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