Browsing All of EconStor by Author Devolder, Pierre
Showing results 1 to 6 of 6
| Year of Publication | Title | Author(s) |
| 2014 | The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks | Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel |
| 2017 | Minimum protection in DC funding pension plans and Margrabe options | Devolder, Pierre; de Valeriola, Sébastien |
| 2019 | Pricing of longevity derivatives and cost of capital | Zeddouk, Fadoua; Devolder, Pierre |
| 2020 | Longevity risk measurement of life annuity products | Diffouo, Pauline M. Ngugnie; Devolder, Pierre |
| 2020 | Longevity modelling and pricing under a dependent multi-cohort framework | Zeddouk, Fadoua; Devolder, Pierre |
| 2021 | Progressive pension formula and life expectancy heterogeneity | Diakite, Keivan; Devolder, Pierre |
