Karim Barigou

Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency

Jan Dhaene, Daniël Linders, Ze Chen, 2017 .

Pricing equity-linked life insurance contracts with multiple risk factors by neural networks

Lukasz Delong, Karim Barigou, L. Delong, 2020, J. Comput. Appl. Math..

INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH

Andreas Tsanakas, Valeria Bignozzi, Karim Barigou, 2020, ASTIN Bulletin.

Fair Dynamic Valuation of Insurance Liabilities: Merging Actuarial Judgement With Market- and Time-Consistency

Jan Dhaene, Ze Chen, Karim Barigou, 2018, Insurance: Mathematics and Economics.

INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH

A. Tsanakas, V. Bignozzi, Karim Barigou, 2020, ASTIN Bulletin.

Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting

Jan Dhaene, Karim Barigou, 2018, Scandinavian Actuarial Journal.

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

Yahia Salhi, Karim Barigou, Pierre-Olivier Goffard, 2021, International Journal of Forecasting.

Fair Valuation of Insurance Liability Cash-Flow Streams in Continuous Time: Theory

Jan Dhaene, Łukasz Delong, Karim Barigou, 2018, Insurance: Mathematics and Economics.