Skip to main content
User menu
Cart
Login
DIAL.pr - BOREAL
Search form
Search
Home
All Publications
Export
Help
Current search
van de Kerchove, Michel
Gély, Raphaël
Accès mixte
Accès libre
Document de travail (Working Paper)
Poncin, Ingrid
Devolder, Pierre
Author
4
Denuit, Michel
Apply Denuit, Michel filter
4
Lebègue, Adrien
Apply Lebègue, Adrien filter
3
Alonso Garcia, Jennifer
Apply Alonso Garcia, Jennifer filter
2
Ngugnie Diffouo, Pauline
Apply Ngugnie Diffouo, Pauline filter
1
Alonso-García, Jennifer
Apply Alonso-García, Jennifer filter
1
Barbarin, Jérome
Apply Barbarin, Jérome filter
1
Biffis, Enrico
Apply Biffis, Enrico filter
1
Boado-Penas, Maria Del Carmen
Apply Boado-Penas, Maria Del Carmen filter
1
Boado-Penas, María del Carmen
Apply Boado-Penas, María del Carmen filter
1
Delwarde, A.
Apply Delwarde, A. filter
1
Dhaene, Jan
Apply Dhaene, Jan filter
1
Goderniaux, Anne-Cécile
Apply Goderniaux, Anne-Cécile filter
1
Hunt, Julien
Apply Hunt, Julien filter
1
Kolp, Manuel
Apply Kolp, Manuel filter
1
Lanotte, Myriam
Apply Lanotte, Myriam filter
1
Maréchal, Xavier
Apply Maréchal, Xavier filter
1
Melis, Roberta
Apply Melis, Roberta filter
1
Miller, Aurélie
Apply Miller, Aurélie filter
1
Stassen, Ben
Apply Stassen, Ben filter
1
Vellekoop, Michel
Apply Vellekoop, Michel filter
Date
1
2023
Apply 2023 filter
3
2018
Apply 2018 filter
1
2016
Apply 2016 filter
3
2015
Apply 2015 filter
4
2014
Apply 2014 filter
1
2013
Apply 2013 filter
1
2012
Apply 2012 filter
1
2011
Apply 2011 filter
1
2006
Apply 2006 filter
3
2005
Apply 2005 filter
1
2004
Apply 2004 filter
Access
11
Accès restreint
Apply Accès restreint filter
3
Accès interdit
Apply Accès interdit filter
You are here
Home
»
Search
»
Search results
»
*:*
»
^van de Kerchove, Michel
»
^Gély, Raphaël
»
^Accès mixte
»
^Accès libre
»
Document de travail (Working Paper)
»
^Poncin, Ingrid
»
Devolder, Pierre
»
Search
Accès à distance ? S'identifier sur le proxy
UCLouvain
Search
Sort by
Relevancy
Publication date desc
Publication date asc
Creation date
Fulltext
Displaying
20
results.
WorkingPaper
Stochastic mortality under measure changes
Biffis, Enrico
Denuit, Michel
[UCL]
Devolder, Pierre
[UCL]
(2005)
WorkingPaper
Continuous time stochastic mortality and securitization of longevity risk
Denuit, Michel
[UCL]
Devolder, Pierre
[UCL]
(2006)
WorkingPaper
Securitization of longevity risk : pricing survival bonds with Wang transform in the Lee-Carter framework
Denuit, Michel
[UCL]
Devolder, Pierre
[UCL]
Goderniaux, Anne-Cécile
[UCL]
(2004)
WorkingPaper
Risk measure and fair valuation of an investment guarantee in life insurance
Barbarin, Jérome
Devolder, Pierre
[UCL]
(2005)
WorkingPaper
Prix de rentes: de la réglementation aux "fair value"
Delwarde, A.
Denuit, Michel
[UCL]
Devolder, Pierre
[UCL]
Maréchal, Xavier
[UCL]
(2005)
WorkingPaper
An Agent-oriented goal-driven approach for digital pension platforms requirement analysis.
Lanotte, Myriam
[UCL]
Kolp, Manuel
[UCL]
Devolder, Pierre
[UCL]
(2023)
WorkingPaper
Static risk measurement of life annuity products: the longevity model
Ngugnie Diffouo, Pauline
[UCL]
Devolder, Pierre
[UCL]
(2018)
WorkingPaper
Valuation of insurer's solvency for a life annuity within the equity-longevity model
Devolder, Pierre
[UCL]
Ngugnie Diffouo, Pauline
[UCL]
(2018)
WorkingPaper
Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution
Alonso-García, Jennifer
Boado-Penas, Maria Del Carmen
Devolder, Pierre
[UCL]
(2018)
WorkingPaper
Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances
Devolder, Pierre
[UCL]
Lebègue, Adrien
[UCL]
(2016)
WorkingPaper
Compositions of Conditional Risk Measures and Solvency Capital
Devolder, Pierre
[UCL]
Lebègue, Adrien
[UCL]
(2015)
WorkingPaper
The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks
Dhaene, Jan
Stassen, Ben
Devolder, Pierre
[UCL]
Vellekoop, Michel
(2014)
WorkingPaper
Iterated VaR or CTE Measures: a False Good Idea?
Devolder, Pierre
[UCL]
Lebègue, Adrien
[UCL]
(2014)
WorkingPaper
Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain
Devolder, Pierre
[UCL]
Lebègue, Adrien
[UCL]
(2014)
WorkingPaper
Optimal mix between pay-as-you-go and funding in a multi-generational Overlapping Generations model
Alonso Garcia, Jennifer
[UCL]
Devolder, Pierre
[UCL]
(2015)
WorkingPaper
Guarantee valuation in Notional Defined Contribution pension systems
Alonso Garcia, Jennifer
[UCL]
Devolder, Pierre
[UCL]
(2015)
WorkingPaper
Automatic balancing mechanisms for Notional Defined Contribution Accounts in the presence of uncertainty
Alonso Garcia, Jennifer
[UCL]
Boado-Penas, María del Carmen
Devolder, Pierre
[UCL]
(2014)
WorkingPaper
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
Devolder, Pierre
[UCL]
Melis, Roberta
Miller, Aurélie
[UCL]
(2012)
WorkingPaper
A semi-Markov regime switching extension of the Vasicek model
Hunt, Julien
[UCL]
Devolder, Pierre
[UCL]
(2011)
WorkingPaper
Evaluation du coût de la garantie LPC
Devolder, Pierre
[UCL]
(2013)