Pierre Devolder

Available identifiers

zbMath Open devolder.pierreMaRDI QIDQ727661

List of research outcomes

Publication	Date of Publication	Type
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
OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK	2018-06-04	Paper
GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS	2018-06-04	Paper
Robust evaluation of SCR for participating life insurances under Solvency II	2018-04-12	Paper
https://portal.mardi4nfdi.de/entity/Q2968566	2017-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q2965076	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
https://portal.mardi4nfdi.de/entity/Q3566012	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

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

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