Patrice Gaillardetz

Available identifiers

Publication	Date of Publication	Type
Evaluation of participating endowment life insurance policies in a stochastic environment	2024-08-26	Paper
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model	2024-03-19	Paper
Risk allocation through shapley decompositions, with applications to variable annuities	2023-07-13	Paper
Dynamic hedging in incomplete markets using risk measures	2022-03-22	Paper
Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models	2021-12-22	Paper
Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies	2019-05-28	Paper
Evaluation of equity-indexed annuities under transaction costs	2016-04-07	Paper
Simulating from the Heston model: a gamma approximation scheme	2015-10-02	Paper
Modeling mortality and pricing life annuities with Lévy processes	2015-09-14	Paper
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality	2013-02-05	Paper
Pricing equity-indexed annuities under stochastic interest rates using copulas	2010-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q3562660	2010-05-27	Paper
Valuation of life insurance products under stochastic interest rates	2008-08-22	Paper
On two dependent individual risk models.	2003-11-16	Paper
On life insurance reserves in a stochastic mortality and interest rates environment	2000-05-08	Paper

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