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Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed; Gaillardetz, Patrice - In: Insurance / Mathematics & economics 64 (2015), pp. 337-350
Persistent link: https://www.econbiz.de/10011398092
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Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice; Hachem, Saeb - In: IMA journal of management mathematics 33 (2022) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
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Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric; Hamel, Emmanuel; Gaillardetz, Patrice; … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 311-331
Persistent link: https://www.econbiz.de/10014320258