Youssouf A. F. Toukourou

On age difference in joint lifetime modelling with life insurance annuity applications Open

François Dufresne, Enkelejd Hashorva, Gildas Ratovomirija, Youssouf A. F. Toukourou · 2018

Economics Mathematics Psychology

Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a gr…

ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS Open

Youssouf A. F. Toukourou, François Dufresne · 2018

Business Computer science Mathematics

We discuss the role of integrated chance constraints (ICC) as quantitative risk constraints in asset and liability management (ALM) for pension funds. We define two types of ICC: the one period integrated chance constraint (OICC) and the m…

On bivariate lifetime modelling in life insurance applications Open

François Dufresne, Enkelejd Hashorva, Gildas Ratovomirija, Youssouf A. F. Toukourou · 2016

Mathematics Economics Psychology

Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a gr…

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