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Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
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Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua; Devolder, Pierre - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
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Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
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Joint modeling of claim frequencies and behavioral signals in motor insurance
Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; … - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10012805735
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Wavelet-based feature extraction for mortality projection
Hainaut, Donatien; Denuit, Michel - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 675-707
Persistent link: https://www.econbiz.de/10012307393
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Large-loss behavior of conditional mean risk sharing
Denuit, Michel; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1093-1122
Persistent link: https://www.econbiz.de/10012307400
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Mortality credits within large survivor funds
Denuit, Michel; Hieber, Peter; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 813-834
Persistent link: https://www.econbiz.de/10013426662