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Pricing kernel factorization and recovery theorem
Diffouo, Pauline M. Ngugnie; Noupoue, Yves Y. Yameni - In: International journal of financial engineering 7 (2020) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10012603067
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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
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Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty
Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - In: Scandinavian actuarial journal (2018) 2, pp. 85-108
Persistent link: https://www.econbiz.de/10011880825
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Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
Deelstra, Griselda; Devolder, Pierre; Roelants du … - 2024
Persistent link: https://www.econbiz.de/10015154564
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Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409
Persistent link: https://www.econbiz.de/10015055294