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Mortality modelling with Lévy...
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Stochastic process
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12
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12
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Hainaut, Donatien
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9
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6
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Risk management decisions and wealth management in financial economics
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ECONIS (ZBW)
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Management of a pension fund under mortality and financial risks
Hainaut, Donatien
;
Devolder, Pierre
- In:
Insurance: Mathematics and Economics
41
(
2007
)
1
,
pp. 134-155
Persistent link: https://www.econbiz.de/10005374630
Saved in:
2
Robust evaluation of SCR for participating life insurances under Solvency II
Hainaut, Donatien
;
Devolder, Pierre
;
Pelsser, Antoon …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 107-123
Persistent link: https://www.econbiz.de/10011825414
Saved in:
3
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
4
Contagion modeling between the financial and insurance markets with time changed processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 63-77
Persistent link: https://www.econbiz.de/10011712384
Saved in:
5
A bivariate Hawkes process for interest rate modeling
Hainaut, Donatien
- In:
Economic modelling
57
(
2016
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
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6
Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
Saved in:
7
A fractional multi-states model for insurance
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 120-132
Persistent link: https://www.econbiz.de/10012545276
Saved in:
8
Moment generating function of non-Markov self-excited claims processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 406-424
Persistent link: https://www.econbiz.de/10012793934
Saved in:
9
Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
Saved in:
10
A calendar year mortality model in continuous time
Hainaut, Donatien
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 351-376
Persistent link: https://www.econbiz.de/10014320269
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