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Author ID: devolder.pierre Recent zbMATH articles by "Devolder, Pierre"
Published as: Devolder, Pierre; Devolder, P.
Documents Indexed: 31 Publications since 1994, including 1 Book
Co-Authors: 28 Co-Authors with 27 Joint Publications
332 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

21 Publications have been cited 155 times in 137 Documents Cited by Year
Stochastic optimal control of annuity contracts. Zbl 1103.91346
Devolder, Pierre; Bosch Princep, Manuela; Dominguez Fabian, Inmaculada
35
2003
Stochastic mortality under measure changes. Zbl 1226.91022
Biffis, Enrico; Denuit, Michel; Devolder, Pierre
35
2010
Mortality modelling with Lévy processes. Zbl 1141.91516
Hainaut, Donatien; Devolder, Pierre
19
2008
Risk measure and fair valuation of an investment guarantee in life insurance. Zbl 1125.91061
Barbarin, Jérome; Devolder, Pierre
18
2005
Management of a pension fund under mortality and financial risks. Zbl 1119.91053
Hainaut, Donatien; Devolder, Pierre
11
2007
Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061
Devolder, Pierre
6
2011
Life annuitization why and how much? Zbl 1162.91414
Hainaut, Donatien; Devolder, Pierre
5
2006
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework. Zbl 1390.91279
Devolder, Pierre; Melis, Roberta
4
2015
Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. Zbl 1371.91148
Alonso-García, J.; Devolder, P.
3
2016
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. Zbl 1454.91177
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter
3
2020
Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty. Zbl 1416.91147
Alonso-García, Jennifer; Boado-Penas, María del Carmen; Devolder, Pierre
3
2018
The minimal entropy martingale measure in a market of traded financial and actuarial risks. Zbl 1310.91137
Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel
3
2015
Guarantee valuation in notional defined contribution pension systems. Zbl 1390.91155
Alonso-García, Jennifer; Devolder, Pierre
2
2016
Fair valuation of various participation schemes in life insurance. Zbl 1099.62120
Devolder, Pierre; Domínguez-Fabián, Immaculada
1
2005
Between DB and DC: optimal hybrid PAYG pension schemes. Zbl 1433.91128
Devolder, Pierre; de Valeriola, Sébastien
1
2019
Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. Zbl 1414.91179
Devolder, Pierre; Lebègue, Adrien
1
2016
Mean reversion in stochastic mortality: why and how? Zbl 1455.91231
Zeddouk, Fadoua; Devolder, Pierre
1
2020
Continuous time model for notional defined contribution pension schemes: liquidity and solvency. Zbl 1425.91210
Alonso-García, Jennifer; Devolder, Pierre
1
2019
Iterated VaR or CTE measures: a false good idea? Zbl 1401.91131
Devolder, Pierre; Lebègue, Adrien
1
2017
Basic stochastic processes. Zbl 1319.91001
Devolder, Pierre; Janssen, Jacques; Manca, Raimondo
1
2015
The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058
Devolder, Pierre; Hainaut, Donatien
1
2006
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. Zbl 1454.91177
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter
3
2020
Mean reversion in stochastic mortality: why and how? Zbl 1455.91231
Zeddouk, Fadoua; Devolder, Pierre
1
2020
Between DB and DC: optimal hybrid PAYG pension schemes. Zbl 1433.91128
Devolder, Pierre; de Valeriola, Sébastien
1
2019
Continuous time model for notional defined contribution pension schemes: liquidity and solvency. Zbl 1425.91210
Alonso-García, Jennifer; Devolder, Pierre
1
2019
Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty. Zbl 1416.91147
Alonso-García, Jennifer; Boado-Penas, María del Carmen; Devolder, Pierre
3
2018
Iterated VaR or CTE measures: a false good idea? Zbl 1401.91131
Devolder, Pierre; Lebègue, Adrien
1
2017
Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. Zbl 1371.91148
Alonso-García, J.; Devolder, P.
3
2016
Guarantee valuation in notional defined contribution pension systems. Zbl 1390.91155
Alonso-García, Jennifer; Devolder, Pierre
2
2016
Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. Zbl 1414.91179
Devolder, Pierre; Lebègue, Adrien
1
2016
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework. Zbl 1390.91279
Devolder, Pierre; Melis, Roberta
4
2015
The minimal entropy martingale measure in a market of traded financial and actuarial risks. Zbl 1310.91137
Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel
3
2015
Basic stochastic processes. Zbl 1319.91001
Devolder, Pierre; Janssen, Jacques; Manca, Raimondo
1
2015
Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061
Devolder, Pierre
6
2011
Stochastic mortality under measure changes. Zbl 1226.91022
Biffis, Enrico; Denuit, Michel; Devolder, Pierre
35
2010
Mortality modelling with Lévy processes. Zbl 1141.91516
Hainaut, Donatien; Devolder, Pierre
19
2008
Management of a pension fund under mortality and financial risks. Zbl 1119.91053
Hainaut, Donatien; Devolder, Pierre
11
2007
Life annuitization why and how much? Zbl 1162.91414
Hainaut, Donatien; Devolder, Pierre
5
2006
The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058
Devolder, Pierre; Hainaut, Donatien
1
2006
Risk measure and fair valuation of an investment guarantee in life insurance. Zbl 1125.91061
Barbarin, Jérome; Devolder, Pierre
18
2005
Fair valuation of various participation schemes in life insurance. Zbl 1099.62120
Devolder, Pierre; Domínguez-Fabián, Immaculada
1
2005
Stochastic optimal control of annuity contracts. Zbl 1103.91346
Devolder, Pierre; Bosch Princep, Manuela; Dominguez Fabian, Inmaculada
35
2003
all top 5

Cited by 239 Authors

10 Devolder, Pierre
7 Blake, David
4 Gao, Jianwei
4 Hainaut, Donatien
4 Kling, Alexander
4 MacMinn, Richard D.
4 Wang, Chou-Wen
3 Alonso-García, Jennifer
3 Cairns, Andrew J. G.
3 Gatzert, Nadine
3 Graf, Stefan
3 Hieber, Peter
3 Huang, Hong-Chih
3 Li, Zhongfei
3 Liang, Zongxia
3 Mamon, Rogemar S.
3 Rong, Ximin
3 Sherris, Michael
3 Sun, Jingyun
3 Vigna, Elena
3 Yao, Haixiang
3 Zhao, Hui
2 Barigou, Karim
2 Chen, Ping
2 Deelstra, Griselda
2 Donnelly, Catherine
2 Dowd, Kevin
2 Gao, Huan
2 He, Lin
2 Kim, Jeong-Hoon
2 Korn, Ralf
2 Lebègue, Adrien
2 Lee, Min-Ku
2 Lee, Yung-Tsung
2 Li, Jing
2 Li, Johnny Siu-Hang
2 Li, Xun
2 Liu, Xiaoming
2 Menoncin, Francesco
2 Qian, Linyi
2 Qin, Chenglin
2 Rödel, Karen Tanja
2 Rogalla, Ralph
2 Ruß, Jochen
2 Shimizu, Yasutaka
2 Tsai, Jeffrey Tzuhao
2 Tzeng, Larry Yu-Ren
2 Wang, Jennifer L.
2 Wang, Rongming
2 Wong, Hoi Ying
2 Xiao, Jianwu
2 Yang, Sharon S.
2 Yang, Sung-Jin
1 Aase, Knut Kristian
1 Abdul Aziz, Mohd Ismail
1 Ahmadi, Seyed Saeed
1 Arık, Ayşe
1 Bacinello, Anna Rita
1 Bahl, Raj Kumari
1 Balbás, Alejandro
1 Balbás, Beatriz
1 Balbás, Raquel
1 Barbarin, Jérome
1 Bauer, Daniel J.
1 Bernhardt, Thomas
1 Bignozzi, Valeria
1 Blackburn, Craig
1 Boado-Penas, M. Carmen
1 Boado-Penas, María del Carmen
1 Bohnert, Alexander
1 Bravo, Jorge Miguel
1 Castaneda, Ranu
1 Chang, Chia-Chien
1 Chavez-Bedoya, Luis
1 Chen, An
1 Chen, Bingzheng
1 Chen, Chang-Chih
1 Chen, Hua
1 Chen, Ze
1 Cheng, Chunli
1 Cheng, Hung-Wen
1 Chiu, Mei Choi
1 Christiansen, Marcus Christian
1 Coughlan, Guy D.
1 Cummins, J. David
1 Dassios, Angelos
1 De Waegenaere, Anja
1 Denuit, Michel M.
1 Dhaene, Jan
1 Diffouo, Pauline Ngugnie
1 Djehiche, Boualem
1 Eckert, Johanna
1 Eisenberg, Julia
1 El Karoui, Nicole
1 Eling, Martin
1 Escobar, Marcos
1 Feng, Runhuan
1 Forsyth, Peter A.
1 Fung, Man Chung
1 Gaillardetz, Patrice
...and 139 more Authors

Citations by Year