Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty
Ghaddab, Sarra, Kacem, Manel, de Peretti, Christian, Belkacem, Lotfi
Published in Empirical economics (01.09.2023)
Published in Empirical economics (01.09.2023)
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Journal Article
Reserve modelling and the aggregation of risks using time varying copula models
Araichi, Sawssen, Peretti, Christian de, Belkacem, Lotfi
Published in Economic modelling (01.12.2017)
Published in Economic modelling (01.12.2017)
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Journal Article
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Ben Salah, Hanene, Chaouch, Mohamed, Gannoun, Ali, de Peretti, Christian, Trabelsi, Abdelwahed
Published in Annals of operations research (01.03.2018)
Published in Annals of operations research (01.03.2018)
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Journal Article
Paper
Solvency capital requirement for a temporal dependent losses in insurance
Araichi, Sawssen, Peretti, Christian de, Belkacem, Lotfi
Published in Economic modelling (01.11.2016)
Published in Economic modelling (01.11.2016)
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Journal Article
A strong hysteretic model of Okun's Law: theory and a preliminary investigation
Lang, Dany, de Peretti, Christian
Published in International review of applied economics (01.07.2009)
Published in International review of applied economics (01.07.2009)
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Journal Article
Forecasting reserve risk for temporal dependent losses in insurance
Araichi, Sawssen, de Peretti, Christian, Belkacem, Lotfi
Published in International journal of finance and economics (26.06.2024)
Published in International journal of finance and economics (26.06.2024)
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Journal Article
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches
Talbi, Marwa, Bedoui, Rihab, de Peretti, Christian, Belkacem, Lotfi
Published in Resources policy (01.10.2021)
Published in Resources policy (01.10.2021)
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Journal Article
Investor behavior in the currency option market during the COVID-19 pandemic
Dammak, Wael, Boutouria, Nahla, Ben Hamad, Salah, de Peretti, Christian
Published in Journal of economic asymmetries (01.11.2023)
Published in Journal of economic asymmetries (01.11.2023)
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Journal Article