Deelstra, Griselda; Devolder, Pierre; Melis, Roberta Optimal annuitisation in a deterministic financial environment. (English) Zbl 1470.91222 Decis. Econ. Finance 44, No. 1, 161-175 (2021). MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{G. Deelstra} et al., Decis. Econ. Finance 44, No. 1, 161--175 (2021; Zbl 1470.91222) Full Text: DOI OpenURL
Zeddouk, Fadoua; Devolder, Pierre Mean reversion in stochastic mortality: why and how? (English) Zbl 1455.91231 Eur. Actuar. J. 10, No. 2, 499-525 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{F. Zeddouk} and \textit{P. Devolder}, Eur. Actuar. J. 10, No. 2, 499--525 (2020; Zbl 1455.91231) Full Text: DOI Link OpenURL
Alonso-García, Jennifer; Devolder, Pierre Continuous time model for notional defined contribution pension schemes: liquidity and solvency. (English) Zbl 1425.91210 Insur. Math. Econ. 88, 57-76 (2019). MSC: 91B30 91D20 91B62 PDF BibTeX XML Cite \textit{J. Alonso-García} and \textit{P. Devolder}, Insur. Math. Econ. 88, 57--76 (2019; Zbl 1425.91210) Full Text: DOI OpenURL
Devolder, Pierre Solvency requirement for long term guarantee: risk measure versus probability of ruin. (English) Zbl 1422.91337 Eur. Actuar. J. 8, No. 1, Suppl., 9-24 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Devolder}, Eur. Actuar. J. 8, No. 1, 9--24 (2018; Zbl 1422.91337) Full Text: DOI Link OpenURL
Devolder, Pierre; Lebègue, Adrien Iterated VaR or CTE measures: a false good idea? (English) Zbl 1401.91131 Scand. Actuar. J. 2017, No. 4, 287-318 (2017). MSC: 91B30 91G70 PDF BibTeX XML Cite \textit{P. Devolder} and \textit{A. Lebègue}, Scand. Actuar. J. 2017, No. 4, 287--318 (2017; Zbl 1401.91131) Full Text: DOI OpenURL
Alonso-García, J.; Devolder, P. Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. (English) Zbl 1371.91148 Insur. Math. Econ. 70, 224-236 (2016). MSC: 91G10 91B30 91B62 PDF BibTeX XML Cite \textit{J. Alonso-García} and \textit{P. Devolder}, Insur. Math. Econ. 70, 224--236 (2016; Zbl 1371.91148) Full Text: DOI OpenURL
Devolder, Pierre; Piscopo, Gabriella Solvency analysis of defined benefit pension schemes. (English) Zbl 1418.91235 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 141-150 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Devolder} and \textit{G. Piscopo}, in: Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10--12, 2012. Cham: Springer. 141--150 (2014; Zbl 1418.91235) Full Text: DOI Link OpenURL
Devolder, Pierre Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. (English) Zbl 1256.91061 Eur. Actuar. J. 1, No. 2, 199-214 (2011). MSC: 91G50 91B30 PDF BibTeX XML Cite \textit{P. Devolder}, Eur. Actuar. J. 1, No. 2, 199--214 (2011; Zbl 1256.91061) Full Text: DOI OpenURL
Biffis, Enrico; Denuit, Michel; Devolder, Pierre Stochastic mortality under measure changes. (English) Zbl 1226.91022 Scand. Actuar. J. 2010, No. 4, 284-311 (2010). MSC: 91B30 60K10 60G40 60H30 PDF BibTeX XML Cite \textit{E. Biffis} et al., Scand. Actuar. J. 2010, No. 4, 284--311 (2010; Zbl 1226.91022) Full Text: DOI OpenURL
Barbarin, Jérome; Devolder, Pierre Risk measure and fair valuation of an investment guarantee in life insurance. (English) Zbl 1125.91061 Insur. Math. Econ. 37, No. 2, 297-323 (2005). MSC: 91B30 91B28 60H10 60H30 PDF BibTeX XML Cite \textit{J. Barbarin} and \textit{P. Devolder}, Insur. Math. Econ. 37, No. 2, 297--323 (2005; Zbl 1125.91061) Full Text: DOI OpenURL
Devolder, Pierre; Bosch Princep, Manuela; Dominguez Fabian, Inmaculada Stochastic optimal control of annuity contracts. (English) Zbl 1103.91346 Insur. Math. Econ. 33, No. 2, 227-238 (2003). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{P. Devolder} et al., Insur. Math. Econ. 33, No. 2, 227--238 (2003; Zbl 1103.91346) Full Text: DOI OpenURL