Similar Search Results

Hainaut, Donatien - 2013

This paper addresses some of the problems a majority of retired individuals face: Why and in what proportion should they invest in a life annuity to maximize the utility of their future consumption or a bequest? The market considered in this work is made up of three assets: a life annuity, a...

Persistent link: https://www.econbiz.de/10013074099

Mortality modelling with Lévy processes

Hainaut, Donatien; Devolder, Pierre - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 409-418

Persistent link: https://www.econbiz.de/10003682564

Management of a pension fund under mortality and financial risks

Hainaut, Donatien; Devolder, Pierre - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 134-155

Persistent link: https://www.econbiz.de/10003755688

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

Optimal design of profit sharing rates by FFT

Hainaut, Donatien - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 470-478

Persistent link: https://www.econbiz.de/10003981143

Dynamic asset allocation under VaR constraint with stochastic interest rates

Hainaut, Donatien - 2009

Persistent link: https://www.econbiz.de/10003934263

Multidimensional Lee-Carter model with switching mortality processes

Hainaut, Donatien - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 236-246

Persistent link: https://www.econbiz.de/10009507942

A fractal version of the Hull-White interest rate model

Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334

Persistent link: https://www.econbiz.de/10009729087

Impulse control of pension fund contributions, in a regime switching economy

Hainaut, Donatien - In: European journal of operational research : EJOR 239 (2014) 3, pp. 810-819

Persistent link: https://www.econbiz.de/10010411480

Entry and exit decisions with switching regime cash flows

Hainaut, Donatien - In: International journal of managerial finance : IJMF 8 (2012) 1, pp. 58-72

Persistent link: https://www.econbiz.de/10009514789