Name | Yahia Salhi |

Address | Ecole ISFA |

50 avenue Tony Garnier | |

Etage 1 - Plot 4 | |

Phone | +33 (0)4 37 28 76 83 |

Website | salhi.yahia.free.fr |

yahia.salhi(AT)gmail.com |

Yahia Salhi holds a PhD in applied mathematics from the University of Lyon, a MSc in actuarial science and finance from ISFA, and an engineering diploma from the Ecole des Mines. He is now assistant Professor at ISFA, University of Lyon 1, and associate researcher at the BNP Paribas Cardif Data Analytics & Models for Insurance's Chair. Yahia's main research interests include detection of abrupt changes, longevity and mortality modelling, pricing and management as well as surrender risk modelling and mathematical aspects of impairment of financial assets under IFRS regulations. Yahia lectures on actuarial and financial mathematics in various universities and actuarial programs: Saint-Joseph university (Lebanon), Université Internationale de Rabat (Morocco), Université Cheikh Anta Diop (Sénégal), Université Paris Dauphine (Tunisia) and at ISFA (France) among others.

Published (Peer Reviewed) |
[10] Alarm System for Credit Losses Impairment Y. Salhi, P.-E. Thérond To appear in Bulletin Français d'Actuariat (2018) XXX(X) XXX-XXX [9] Age-Specific Adjustment of Graduated Mortality Y. Salhi, P.-E. Thérond ASTIN Bulletin (2018) XXX(X) 1-27 [8] A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives C. Blanchet-Scalliet, D. Dorobantu, Y. Salhi Methodology and Computing in Applied Probability (2017) XXX(X) 1-26 [7] A Class of Random Field Memory Models for Mortality Forecasting P. Doukhan, J. Rynkiewicz, D. Pommeret, Y. Salhi Insurance: Mathematics and Economics (2017) 77:97-110 [6] Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate N. El Karoui, S. Loisel, Y. Salhi The Annals of Applied Porbability (2017) 27(4), 2515-2538 [5] Basis risk modeling: A co-integration based approach Y. Salhi, S. Loisel Statistics (2017) 51(1) 205-221 [4] Lapse Risk in Life Insurance: Correlation and Contagion Effects Among Policyholders' Behaviors F. Barsotti, X. Milhaud, Y. Salhi Insurance: Mathematics and Economics (2016) 71:317-331 [3] Partial splitting of longevity and financial risks: The life nominal chooser swaption H. Bensusan, N. El Karoui, S. Loisel, Y. Salhi Insurance: Mathematics and Economics (2016) 68:61-72 [2] A Credibility Approach for the Makeham Mortality Law Y. Salhi, P.-E. Thérond, J. Tomas European Actuarial Journal (2016) 6(1) 61-96 [1] Understanding, modelling and managing longevity risk: key issues and main challenges P. Barrieu, H. Bensusan, N. El Karoui, C. Hillairet, S. Loisel, C. Ravanelli, Y. Salhi Scandinavian actuarial journal (2012) 2012(3) 203-231 Back to Top |

Published (non-peer Reviewed) |
[1] De l'importance d'un bon suivi des hypothèses actuarielles Y. Salhi l'actuariel - № 22 - October 2016 Back to Top |

Submitted |
Modelling net carrying amount of shares for market consistent valuation of life insurance liabilities D. Dorobantu, Y. Salhi, P.-E. Thérond Work in progress (2017) XXX(X) XXX-XXX Back to Top |

Working Papers |
Optimal Risk Sharing of Correlated Risks N. Kazi-Tani, Y. Salhi Work in progress (2017) XXX(X) XXX-XXX Optimal Model Selection for AR-ARCH Random Fields with Application to Mortality P. Doukhan, J. Rynkiewicz, Y. Salhi Work in progress (2017) XXX(X) XXX-XXX Equities Aggregation in Presence of Impairment For Future Losses C. Blanchet-Scalliet, D. Dorobantu, Y. Salhi, P.-E. Thérond Work in progress (2017) XXX(X) XXX-XXX Monitoring of Biometric Assumptions in Life Insurance N. El Karoui, S. Loisel, Y. Salhi Work in progress (2017) XXX(X) XXX-XXX Comparison of Mixture Components X. Milhaud, D. Pommeret, Y. Salhi Work in progress (2017) XXX(X) XXX-XXX Back to Top |

Institut de Science Financierère et d'Assurance |

Name | Yahia Salhi |