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pierre devolder
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Title
Cited by
Cited by
Year
Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework
M Denuit, P Devolder, AC Goderniaux
Journal of Risk and Insurance 74 (1), 87-113, 2007
2242007
Stochastic optimal control of annuity contracts
P Devolder, MB Princep, ID Fabian
Insurance: Mathematics and Economics 33 (2), 227-238, 2003
1622003
Stochastic mortality under measure changes
E Biffis, M Denuit, P Devolder
Scandinavian Actuarial Journal 2010 (4), 284-311, 2010
1072010
Mortality modelling with Lévy processes
D Hainaut, P Devolder
Insurance: Mathematics and Economics 42 (1), 409-418, 2008
772008
Risk measure and fair valuation of an investment guarantee in life insurance
J Barbarin, P Devolder
Insurance: Mathematics and Economics 37 (2), 297-323, 2005
722005
Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution
J Alonso-García, MC Boado-Penas, P Devolder
The European Journal of Finance 24 (13), 1100-1122, 2018
482018
Finance stochastique
P Devolder
Editions de l'Université de Bruxelles, 2016
472016
Management of a pension fund under mortality and financial risks
D Hainaut, P Devolder
Insurance: Mathematics and economics 41 (1), 134-155, 2007
422007
Stochastic mortality under measure changes
E Biffis, M Denuit, P Devolder
382005
Towards an equitable and sustainable points system. A proposal for pension reform in Belgium
E Schokkaert, P Devolder, J Hindriks, F Vandenbroucke
Journal of Pension Economics & Finance 19 (1), 49-79, 2020
362020
Basic stochastic processes
P Devolder, J Janssen, R Manca
John Wiley & Sons, 2015
362015
Le financement des régimes de retraite
P Devolder
362005
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
P Devolder, R Melis
ASTIN Bulletin: The Journal of the IAA 45 (3), 551-575, 2015
322015
Stochastic methods for pension funds
P Devolder, J Janssen, R Manca
John Wiley & Sons, 2013
322013
Opérations stochastiques de capitalisation
P Devolder
ASTIN Bulletin: The Journal of the IAA 16 (S1), S5-S30, 1986
271986
Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
J Alonso-García, P Devolder
Insurance: Mathematics and Economics 70, 224-236, 2016
242016
Pricing of longevity derivatives and cost of capital
F Zeddouk, P Devolder
Risks 7 (2), 41, 2019
222019
Continuous time model for notional defined contribution pension schemes: Liquidity and solvency
J Alonso-García, P Devolder
Insurance: Mathematics and Economics 88, 57-76, 2019
20*2019
Semi-Markov regime switching interest rate models and minimal entropy measure
J Hunt, P Devolder
Physica A: Statistical Mechanics and its Applications 390 (21-22), 3767-3781, 2011
202011
Mean reversion in stochastic mortality: why and how?
F Zeddouk, P Devolder
European Actuarial Journal 10 (2), 499-525, 2020
192020
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Articles 1–20