Hainaut, Donatien A calendar year mortality model in continuous time. (English) Zbl 1520.91329 ASTIN Bull. 53, No. 2, 351-376 (2023). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{D. Hainaut}, ASTIN Bull. 53, No. 2, 351--376 (2023; Zbl 1520.91329) Full Text: DOI
Njike Leunga, Charles Guy; Hainaut, Donatien Valuation of annuity guarantees under a self-exciting switching jump model. (English) Zbl 1489.91270 Methodol. Comput. Appl. Probab. 24, No. 2, 963-990 (2022). MSC: 91G20 91G30 60J22 PDFBibTeX XMLCite \textit{C. G. Njike Leunga} and \textit{D. Hainaut}, Methodol. Comput. Appl. Probab. 24, No. 2, 963--990 (2022; Zbl 1489.91270) Full Text: DOI
Hainaut, Donatien; Moraux, Franck A switching self-exciting jump diffusion process for stock prices. (English) Zbl 1417.91502 Ann. Finance 15, No. 2, 267-306 (2019). MSC: 91G20 60G55 60J75 PDFBibTeX XMLCite \textit{D. Hainaut} and \textit{F. Moraux}, Ann. Finance 15, No. 2, 267--306 (2019; Zbl 1417.91502) Full Text: DOI Link
Hainaut, Donatien Impact of volatility clustering on equity indexed annuities. (English) Zbl 1371.91090 Insur. Math. Econ. 71, 367-381 (2016). MSC: 91B30 62P05 60G55 60J75 PDFBibTeX XMLCite \textit{D. Hainaut}, Insur. Math. Econ. 71, 367--381 (2016; Zbl 1371.91090) Full Text: DOI
Hainaut, Donatien Impulse control of pension fund contributions, in a regime switching economy. (English) Zbl 1339.91141 Eur. J. Oper. Res. 239, No. 3, 810-819 (2014). MSC: 91G80 91B30 93E20 49L20 91G10 91G60 PDFBibTeX XMLCite \textit{D. Hainaut}, Eur. J. Oper. Res. 239, No. 3, 810--819 (2014; Zbl 1339.91141) Full Text: DOI