7

Management of a pension fund under mortality and financial risks

Year:
2007
Language:
english
File:
PDF, 808 KB
english, 2007
12

Pricing of Longevity Derivatives and Cost of Capital

Year:
2019
Language:
english
File:
PDF, 5.80 MB
english, 2019
13

Mortality modelling with Lévy processes

Year:
2008
Language:
english
File:
PDF, 928 KB
english, 2008
15

Stochastic mortality under measure changes

Year:
2010
Language:
english
File:
PDF, 336 KB
english, 2010
16

Iterated VaR or CTE measures: A false good idea?

Year:
2016
Language:
english
File:
PDF, 2.57 MB
english, 2016
17

Guarantee Valuation in Notional Defined Contribution Pension Systems

Year:
2016
Language:
english
File:
PDF, 693 KB
english, 2016
19

Fair Valuation of Various Participation Schemes in Life Insurance

Year:
2005
Language:
english
File:
PDF, 60 KB
english, 2005
21

Compositions of Conditional Risk Measures and Solvency Capital

Year:
2016
Language:
english
File:
PDF, 408 KB
english, 2016
22

Guarantee Valuation in Notional Defined Contribution Pension Systems

Year:
2015
Language:
english
File:
PDF, 1.28 MB
english, 2015
30

Solvency requirement for long term guarantee: risk measure versus probability of ruin

Year:
2011
Language:
english
File:
PDF, 325 KB
english, 2011
35

Le taux d'actualisation en assurance

Year:
1988
Language:
french
File:
PDF, 503 KB
french, 1988
36

Le taux d'actualisation en assurance

Year:
1988
Language:
french
File:
PDF, 1.50 MB
french, 1988
38

Life Annuitization: Why and how Much?

Year:
2006
Language:
english
File:
PDF, 1.10 MB
english, 2006
42

Stochastic Mortality Under Measure Changes

Year:
2009
Language:
english
File:
PDF, 434 KB
english, 2009
43

Operations Stochastiques de Capitalisation

Year:
1986
File:
PDF, 860 KB
1986
45

Minimum Protection in DC Funding Pension Plans and Margrabe Options

Year:
2017
Language:
english
File:
PDF, 481 KB
english, 2017
46

Between DB and DC: optimal hybrid PAYG pension schemes

Year:
2019
Language:
english
File:
PDF, 1.48 MB
english, 2019