The following pages link to Patrice Gaillardetz (Q495500):
Displaying 15 items.
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Simulating from the Heston model: a gamma approximation scheme (Q500382) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
- On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
- (Q2801425) (← links)
- (Q3562660) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
- Dynamic hedging in incomplete markets using risk measures (Q5065594) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- Evaluation of participating endowment life insurance policies in a stochastic environment (Q6593141) (← links)
