pierre devolder
pierre devolder
Bestätigte E-Mail-Adresse bei uclouvain.be
Titel
Zitiert von
Zitiert von
Jahr
Securitization of longevity risk: Pricing survivor bonds with Wang transform in the Lee‐Carter framework
M Denuit, P Devolder, AC Goderniaux
Journal of Risk and Insurance 74 (1), 87-113, 2007
2002007
Stochastic optimal control of annuity contracts
P Devolder, MB Princep, ID Fabian
Insurance: Mathematics and Economics 33 (2), 227-238, 2003
1332003
Stochastic mortality under measure changes
E Biffis, M Denuit, P Devolder
Scandinavian Actuarial Journal 2010 (4), 284-311, 2010
902010
Mortality modelling with Lévy processes
D Hainaut, P Devolder
Insurance: Mathematics and Economics 42 (1), 409-418, 2008
622008
Risk measure and fair valuation of an investment guarantee in life insurance
J Barbarin, P Devolder
Insurance: Mathematics and Economics 37 (2), 297-323, 2005
612005
Finance stochastique
P Devolder
Editions de l'Université de Bruxelles, 2016
492016
Management of a pension fund under mortality and financial risks
D Hainaut, P Devolder
Insurance: Mathematics and economics 41 (1), 134-155, 2007
382007
Stochastic mortality under measure changes
E Biffis, M Denuit, P Devolder
342005
Le financement des régimes de retraite
P Devolder
312005
Opérations stochastiques de capitalisation
P Devolder
ASTIN Bulletin: The Journal of the IAA 16 (S1), S5-S30, 1986
261986
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
P Devolder, R Melis
ASTIN Bulletin: The Journal of the IAA 45 (3), 551-575, 2015
222015
Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution
J Alonso-García, MC Boado-Penas, P Devolder
The European Journal of Finance 24 (13), 1100-1122, 2018
212018
Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
J Alonso-García, P Devolder
Insurance: Mathematics and Economics 70, 224-236, 2016
192016
Stochastic methods for pension funds
P Devolder, J Janssen, R Manca
ISTE Limited, 2012
182012
Basic stochastic processes
P Devolder, J Janssen, R Manca
Iste, 2015
172015
Semi-Markov regime switching interest rate models and minimal entropy measure
J Hunt, P Devolder
Physica A: Statistical Mechanics and its Applications 390 (21-22), 3767-3781, 2011
172011
Towards an Equitable and Sustainable Points System: A Proposal for Pension Reform in Belgium
E Schokkaert, P Devolder, J Hindriks, F Vandenbroucke
KU Leuven, Department of Economics, Discussion Paper Series, 2017
132017
Life annuitization: Why and how much?
D Hainaut, P Devolder
ASTIN Bulletin: The Journal of the IAA 36 (2), 629-654, 2006
132006
Revised version of: Solvency requirement for a long-term guarantee: risk measures versus probability of ruin
P Devolder
European Actuarial Journal 1 (2), 199-214, 2011
122011
Continuous time stochastic mortality and securitization of longevity risk
M Denuit, P Devolder
122006
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