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Valuation of life insurance products under stochastic interest rates

Gaillardetz, Patrice - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 212-226

Persistent link: https://www.econbiz.de/10003682195

Modeling mortality and pricing life annuities with Lévy processes

Ahmadi, Seyed Saeed; Gaillardetz, Patrice - In: Insurance / Mathematics & economics 64 (2015), pp. 337-350

Persistent link: https://www.econbiz.de/10011398092

Dynamic hedging in incomplete markets using risk measures

Gaillardetz, Patrice; Hachem, Saeb - In: IMA journal of management mathematics 33 (2022) 2, pp. 345-367

Persistent link: https://www.econbiz.de/10012798787

Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies

Gaillardetz, Patrice; Hachem, Saeb; Moghtadai, Mehran - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 25-41

Persistent link: https://www.econbiz.de/10013187283

A new premium principle for equity-indexed annuities

Gaillardetz, Patrice; Lakhmiri, Joe Youssef - In: The journal of risk and insurance : the journal of the … 78 (2011) 1, pp. 245-265

Persistent link: https://www.econbiz.de/10009130074

Partial hedging for equity-linked products using risk-minimizing strategies

Gaillardetz, Patrice; Moghtadai, Mehran - In: North American actuarial journal 21 (2017) 4, pp. 580-593

Persistent link: https://www.econbiz.de/10011858646

Dynamic hedging strategies based on changing pricing parameters for compound ratchets

Gaillardetz, Patrice; El Khoury, Samia - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012196944

On life insurance reserves in a stochastic mortality and interest rates environment

Marceau, Etienne; Gaillardetz, Patrice - In: Insurance: Mathematics and Economics 25 (1999) 3, pp. 261-280

Persistent link: https://www.econbiz.de/10005374667

Valuation of life insurance products under stochastic interest rates

Gaillardetz, Patrice - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 212-226

In this paper, we introduce a consistent pricing method for life insurance products whose benefits are contingent on the level of interest rates. Since these products involve mortality as well as financial risks, we present an approach that introduces stochastic models for insurance products...

Persistent link: https://www.econbiz.de/10005375107

On two dependent individual risk models

Cossette, Helene; Gaillardetz, Patrice; Marceau, Etienne; … - In: Insurance: Mathematics and Economics 30 (2002) 2, pp. 153-166

Persistent link: https://www.econbiz.de/10005375278