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Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee

Nteukam T., Oberlain; Planchet, Frédéric; Thérond, … - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10008989359

Stochastic evaluation of life insurance contracts : model point on asset trajectories and measurement of the error related to aggregation

T., Oberlain Nteukam; Planchet, Frédéric - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 624-631

Persistent link: https://www.econbiz.de/10009683203

Présentation du marché de l'assurance vie en Afrique subsaharienne francophone

Kamega, Aymric; Planchet, Frédéric - In: Assurances et gestion des risques : revue trimestrielle 81 (2013/14) 1/2, pp. 145-188

Persistent link: https://www.econbiz.de/10009788531

Prospective mortality tables : taking heterogeneity into account

Tomas, Julien; Planchet, Frédéric - In: Insurance / Mathematics & economics 63 (2015), pp. 169-190

Persistent link: https://www.econbiz.de/10011349838

Can pension funds partially manage longevity risk by investing in a longevity megafund?

Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, … - In: Risks : open access journal 6 (2018) 3, pp. 1-27

Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks. In recent years, a new type of investment has emerged, that we call a longevity...

Persistent link: https://www.econbiz.de/10011867481

Do actuaries believe in longevity deceleration?

Debonneuil, Edouard; Loisel, Stéphane; Planchet, Frédéric - In: Insurance / Mathematics & economics 78 (2018), pp. 325-338

Persistent link: https://www.econbiz.de/10011825314