Patrice Gaillardetz

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Hedging universal life insurance policies Insurance Mathematics & Economics	2026-03-12	Paper
Evaluation of participating endowment life insurance policies in a stochastic environment European Actuarial Journal	2024-08-26	Paper
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model Review of Derivatives Research	2024-03-19	Paper
Risk allocation through shapley decompositions, with applications to variable annuities ASTIN Bulletin	2023-07-13	Paper
Dynamic hedging in incomplete markets using risk measures IMA Journal of Management Mathematics	2022-03-22	Paper
Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models North American Actuarial Journal	2021-12-22	Paper
Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies North American Actuarial Journal	2019-05-28	Paper
Evaluation of equity-indexed annuities under transaction costs Mitteilungen. Schweizerische Aktuarvereinigung (SAV)	2016-04-07	Paper
Simulating from the Heston model: a gamma approximation scheme Monte Carlo Methods and Applications	2015-10-02	Paper
Modeling mortality and pricing life annuities with Lévy processes Insurance Mathematics & Economics	2015-09-14	Paper
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality European Actuarial Journal	2013-02-05	Paper
Pricing equity-indexed annuities under stochastic interest rates using copulas Journal of Probability and Statistics	2010-12-01	Paper
Common mixture in the individual risk model	2010-05-27	Paper
Valuation of life insurance products under stochastic interest rates Insurance Mathematics & Economics	2008-08-22	Paper
On two dependent individual risk models. Insurance Mathematics & Economics	2003-11-16	Paper
On life insurance reserves in a stochastic mortality and interest rates environment Insurance Mathematics & Economics	2000-05-08	Paper

Research outcomes over time

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