Pierre Devolder

发表

Stochastic models of underlying loss ration of CAT Insurance derivatives by machine learning

Pierre Devolder, 2004 .

Risk analysis in ALM using scenario generation

Pierre Devolder, Inmaculada Antolínez Domínguez, M. Bosch Princep, 2002 .

Continuous time stochastic mortality and securitization of longevity risk

Michel Denuit, Pierre Devolder, M. Denuit, 2006 .

Stochastic optimal control applied to ALM

Pierre Devolder, 2002 .

The Deflators: a new tool for discounting in actuarial science

Pierre Devolder, 2003 .

Affine stochastic models of mortality and longevity risk

Pierre Devolder, 2005 .

Evaluation des obligations à taux variables et des swaps de taux d'intérêt

Pierre Devolder, 2001 .

Les swaps de taux d'intérêt

Pierre Devolder, 1999 .

Visa pour une nouvelle pension

Pierre Devolder, Jacques Boulet, 2011 .

INITIATION A LA MATHEMATIQUE FINANCIERE - module 1

Pierre Devolder, Francis Vaguener, 2018 .

Le financement des pensions : illusions et espoirs

Pierre Devolder, 2006 .

Duration d'un passif d'assurance vie

Pierre Devolder, 2007 .

Un contrat social performant et fiable

Erik Schokkaert, Pierre Devolder, Yves Stevens, 2014 .

Evolution of the loss ratio of the catastrophe insurance derivaties: the discrete model and the limit to the continuous model

Pierre Devolder, 2000 .

Unit credit cost and level premium methods revisited in a deterministic continuous time environment

Pierre Devolder, Valérie Goffin, 2005 .

Portofolio selection by dynamic programming compared to stochastic optimal control

Pierre Devolder, Inmaculada Antolínez Domínguez, M. Bosch Princep, 2003 .

Special session — Quantitative finance

Pierre Devolder, 2013 .

Between DB and DC: optimal hybrid PAYG pension schemes

Pierre Devolder, Sébastien de Valeriola, P. Devolder, 2019, European Actuarial Journal.

Robust evaluation of SCR for participating life insurances under Solvency II

Pierre Devolder, Donatien Hainaut, Antoon Pelsser, 2018 .

Les swaps de taux d'intérêt: principes et méthodes d'évaluation

Pierre Devolder, 1999 .

D'un baby boom à un papy crash

Pierre Devolder, 2006 .

The minimal entropy martingale measure in a market of traded financial and actuarial risks

Pierre Devolder, Michel Vellekoop, Jan Dhaene, 2015, J. Comput. Appl. Math..

Joined stochastic mortality and investment models

Pierre Devolder, 2005 .

Iterated VaR or CTE measures: A false good idea?

Pierre Devolder, Adrien Lebègue, 2017 .

Uncertain cash flows in a fuzzy environment

Pierre Devolder, 2004 .

An application of Margrabe options to joined financial and longevity risks

Pierre Devolder, 2006 .

Financial and mortality uncertainty: the same game?

Pierre Devolder, 2005 .

Duration vector models and bond portfolios

Pierre Devolder, 2006 .

Discrete Time Semi‐Markov Processes (SMP) and Reward SMP

Jacques Janssen, Raimondo Manca, Pierre Devolder, 2013 .

Evaluation du coût de la garantie LPC

Pierre Devolder, 2013 .

Pensions complémentaires et rendement garanti

Pierre Devolder, 2012 .

Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system

Pierre Devolder, Susanna Levantesi, Massimiliano Menzietti, 2020, Ann. Oper. Res..

Risk measure and fair valuation of an investment guarantee in life insurance

Pierre Devolder, Jérôme Barbarin, 2005 .

Semi-Markov regime switching interest rate models and minimal entropy measure

Pierre Devolder, Julien Hunt, P. Devolder, 2011 .

Stochastic Methods for Pension Funds

Jacques Janssen, Raimondo Manca, Pierre Devolder, 2012 .

Management of a pension fund under mortality and financial risks

Pierre Devolder, Donatien Hainaut, 2007 .