Pierre Devolder

Available identifiers

zbMath Open devolder.pierreMaRDI QIDQ727661

List of research outcomes

Publication	Date of Publication	Type
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products	2025-01-22	Paper
Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach	2024-06-17	Paper
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates	2024-06-04	Paper
Pricing and hedging of longevity basis risk through securitisation	2024-04-30	Paper
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	2022-06-13	Paper
Solvency measurement of life annuity products	2022-03-29	Paper
Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system	2021-11-08	Paper
Optimal annuitisation in a deterministic financial environment	2021-08-10	Paper
Mean reversion in stochastic mortality: why and how?	2021-01-20	Paper
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method	2020-12-13	Paper
Between DB and DC: optimal hybrid PAYG pension schemes	2020-03-06	Paper
Continuous time model for notional defined contribution pension schemes: liquidity and solvency	2019-09-19	Paper
Solvency requirement for long term guarantee: risk measure versus probability of ruin	2019-09-03	Paper
Solvency analysis of defined benefit pension schemes	2018-12-13	Paper
Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty	2018-08-31	Paper
Iterated VaR or CTE measures: a false good idea?	2018-07-13	Paper
Guarantee valuation in notional defined contribution pension systems	2018-06-04	Paper
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework	2018-06-04	Paper
Robust evaluation of SCR for participating life insurances under Solvency II	2018-04-12	Paper
The virtual universe of finance	2017-03-20	Paper
The annuity puzzle revisited: a deterministic version of Lagrangian methods	2017-02-27	Paper
Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances	2016-12-20	Paper
Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model	2016-12-13	Paper
Basic Stochastic Processes	2015-09-02	Paper
The minimal entropy martingale measure in a market of traded financial and actuarial risks	2015-02-18	Paper
Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin	2013-02-06	Paper
Stochastic mortality under measure changes	2011-11-26	Paper
Risk minimization with inflation and interest rate risk: applications to non-life insurance	2011-02-22	Paper
A note on the instability of the unprojected individual level premium cost method	2010-06-07	Paper
Life Annuitization: Why and how Much?	2009-06-15	Paper
Mortality modelling with Lévy processes	2008-08-22	Paper
Management of a pension fund under mortality and financial risks	2007-07-19	Paper
Fair Valuation of Various Participation Schemes in Life Insurance	2006-10-04	Paper
Risk measure and fair valuation of an investment guarantee in life insurance	2006-01-10	Paper
Stochastic optimal control of annuity contracts.	2004-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q4867314	1996-02-28	Paper

Research outcomes over time

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