Edit Profile (opens in new tab) Devolder, Pierre Compute Distance To: Compute Author ID: devolder.pierre Published as: Devolder, Pierre; Devolder, P. Documents Indexed: 32 Publications since 1994, including 1 Book Co-Authors: 29 Co-Authors with 28 Joint Publications 344 Co-Co-Authors all top 5 Co-Authors 4 single-authored 5 Hainaut, Donatien 4 Alonso-García, Jennifer 2 Barbarin, Jérome 2 Deelstra, Griselda 2 Hieber, Peter 2 Lebègue, Adrien 2 Melis, Roberta 1 Biffis, Enrico 1 Boado-Penas, María del Carmen 1 Bosch Princep, Manuela 1 Coffin, Valérie 1 de Launois, Tanguy 1 De Valeriola, Sébastien 1 Denuit, Michel M. 1 Dhaene, Jan 1 Diffouo, Pauline Ngugnie 1 Domínguez-Fabián, Immaculada 1 Dominguez Fabian, Inmaculada 1 Gnameho, Kossi 1 Hanna, Vanessa 1 Janssen, Jacques 1 Levantesi, Susanna 1 Manca, Raimondo 1 Menzietti, Massimiliano 1 Pelsser, Antoon A. J. 1 Piscopo, Gabriella 1 Stassen, Ben 1 Vellekoop, Michel H. 1 Zeddouk, Fadoua all top 5 Serials 7 Insurance Mathematics & Economics 5 Scandinavian Actuarial Journal 5 ASTIN Bulletin 4 European Actuarial Journal 2 Belgian Actuarial Bulletin 1 Cahiers du Centre d’Études de Recherche Opérationnelle 1 Journal of Computational and Applied Mathematics 1 Annals of Operations Research 1 International Journal of Theoretical and Applied Finance 1 Decisions in Economics and Finance 1 Journal of Actuarial Practice 1 Dependence Modeling Fields 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 3 Statistics (62-XX) 2 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 172 times in 152 Documents Cited by ▼ Year ▼ Stochastic optimal control of annuity contracts. Zbl 1103.91346Devolder, Pierre; Bosch Princep, Manuela; Dominguez Fabian, Inmaculada 38 2003 Stochastic mortality under measure changes. Zbl 1226.91022Biffis, Enrico; Denuit, Michel; Devolder, Pierre 36 2010 Mortality modelling with Lévy processes. Zbl 1141.91516Hainaut, Donatien; Devolder, Pierre 22 2008 Risk measure and fair valuation of an investment guarantee in life insurance. Zbl 1125.91061Barbarin, Jérome; Devolder, Pierre 19 2005 Management of a pension fund under mortality and financial risks. Zbl 1119.91053Hainaut, Donatien; Devolder, Pierre 11 2007 Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061Devolder, Pierre 7 2011 Life annuitization why and how much? Zbl 1162.91414Hainaut, Donatien; Devolder, Pierre 5 2006 Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework. Zbl 1390.91279Devolder, Pierre; Melis, Roberta 4 2015 Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. Zbl 1454.91177Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter 4 2020 Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. Zbl 1371.91148Alonso-García, J.; Devolder, P. 4 2016 Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty. Zbl 1416.91147Alonso-García, Jennifer; Boado-Penas, María del Carmen; Devolder, Pierre 3 2018 The minimal entropy martingale measure in a market of traded financial and actuarial risks. Zbl 1310.91137Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel 3 2015 Basic stochastic processes. Zbl 1319.91001Devolder, Pierre; Janssen, Jacques; Manca, Raimondo 3 2015 Guarantee valuation in notional defined contribution pension systems. Zbl 1390.91155Alonso-García, Jennifer; Devolder, Pierre 2 2016 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231Zeddouk, Fadoua; Devolder, Pierre 2 2020 Continuous time model for notional defined contribution pension schemes: liquidity and solvency. Zbl 1425.91210Alonso-García, Jennifer; Devolder, Pierre 2 2019 Between DB and DC: optimal hybrid PAYG pension schemes. Zbl 1433.91128Devolder, Pierre; de Valeriola, Sébastien 2 2019 Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. Zbl 1414.91179Devolder, Pierre; Lebègue, Adrien 1 2016 The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058Devolder, Pierre; Hainaut, Donatien 1 2006 Risk minimization with inflation and interest rate risk: applications to non-life insurance. Zbl 1224.91177Barbarin, Jérôme; de Launois, Tanguy; Devolder, Pierre 1 2009 Fair valuation of various participation schemes in life insurance. Zbl 1099.62120Devolder, Pierre; Domínguez-Fabián, Immaculada 1 2005 Iterated VaR or CTE measures: a false good idea? Zbl 1401.91131Devolder, Pierre; Lebègue, Adrien 1 2017 Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. Zbl 1454.91177Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter 4 2020 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231Zeddouk, Fadoua; Devolder, Pierre 2 2020 Continuous time model for notional defined contribution pension schemes: liquidity and solvency. Zbl 1425.91210Alonso-García, Jennifer; Devolder, Pierre 2 2019 Between DB and DC: optimal hybrid PAYG pension schemes. Zbl 1433.91128Devolder, Pierre; de Valeriola, Sébastien 2 2019 Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty. Zbl 1416.91147Alonso-García, Jennifer; Boado-Penas, María del Carmen; Devolder, Pierre 3 2018 Iterated VaR or CTE measures: a false good idea? Zbl 1401.91131Devolder, Pierre; Lebègue, Adrien 1 2017 Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. Zbl 1371.91148Alonso-García, J.; Devolder, P. 4 2016 Guarantee valuation in notional defined contribution pension systems. Zbl 1390.91155Alonso-García, Jennifer; Devolder, Pierre 2 2016 Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. Zbl 1414.91179Devolder, Pierre; Lebègue, Adrien 1 2016 Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework. Zbl 1390.91279Devolder, Pierre; Melis, Roberta 4 2015 The minimal entropy martingale measure in a market of traded financial and actuarial risks. Zbl 1310.91137Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel 3 2015 Basic stochastic processes. Zbl 1319.91001Devolder, Pierre; Janssen, Jacques; Manca, Raimondo 3 2015 Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061Devolder, Pierre 7 2011 Stochastic mortality under measure changes. Zbl 1226.91022Biffis, Enrico; Denuit, Michel; Devolder, Pierre 36 2010 Risk minimization with inflation and interest rate risk: applications to non-life insurance. Zbl 1224.91177Barbarin, Jérôme; de Launois, Tanguy; Devolder, Pierre 1 2009 Mortality modelling with Lévy processes. Zbl 1141.91516Hainaut, Donatien; Devolder, Pierre 22 2008 Management of a pension fund under mortality and financial risks. Zbl 1119.91053Hainaut, Donatien; Devolder, Pierre 11 2007 Life annuitization why and how much? Zbl 1162.91414Hainaut, Donatien; Devolder, Pierre 5 2006 The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058Devolder, Pierre; Hainaut, Donatien 1 2006 Risk measure and fair valuation of an investment guarantee in life insurance. Zbl 1125.91061Barbarin, Jérome; Devolder, Pierre 19 2005 Fair valuation of various participation schemes in life insurance. Zbl 1099.62120Devolder, Pierre; Domínguez-Fabián, Immaculada 1 2005 Stochastic optimal control of annuity contracts. Zbl 1103.91346Devolder, Pierre; Bosch Princep, Manuela; Dominguez Fabian, Inmaculada 38 2003 all cited Publications top 5 cited Publications all top 5 Cited by 268 Authors 10 Devolder, Pierre 7 Blake, David 5 Hainaut, Donatien 4 Alonso-García, Jennifer 4 Gao, Jianwei 4 Kling, Alexander 4 Li, Zhongfei 4 MacMinn, Richard D. 4 Wang, Chou-Wen 3 Barigou, Karim 3 Cairns, Andrew J. G. 3 Gatzert, Nadine 3 Graf, Stefan 3 Hieber, Peter 3 Huang, Hong-Chih 3 Liang, Zongxia 3 Mamon, Rogemar S. 3 Rong, Ximin 3 Sherris, Michael 3 Sun, Jingyun 3 Vigna, Elena 3 Yao, Haixiang 3 Zhao, Hui 2 Bravo, Jorge Miguel 2 Chen, Ping 2 Deelstra, Griselda 2 Donnelly, Catherine 2 Dowd, Kevin 2 Forsyth, Peter A. 2 Gao, Huan 2 He, Lin 2 Kim, Jeong-Hoon 2 Korn, Ralf 2 Lebègue, Adrien 2 Lee, Min-Ku 2 Lee, Yung-Tsung 2 Li, Danping 2 Li, Jing 2 Li, Johnny Siu-Hang 2 Li, Xun 2 Linders, Daniël 2 Liu, Xiaoming 2 Menoncin, Francesco 2 Qian, Linyi 2 Qin, Chenglin 2 Regis, Luca 2 Rödel, Karen Tanja 2 Rogalla, Ralph 2 Ruß, Jochen 2 Shimizu, Yasutaka 2 Śliwka, Piotr 2 Tsai, Jeffrey Tzuhao 2 Tzeng, Larry Yu-Ren 2 Wang, Jennifer L. 2 Wang, Rongming 2 Wong, Hoi Ying 2 Xiao, Jianwu 2 Yang, Sharon S. 2 Yang, Sung-Jin 1 Aase, Knut Kristian 1 Abdul Aziz, Mohd Ismail 1 Ahmadi, Seyed Saeed 1 Albrecher, Hansjörg 1 Arık, Ayşe 1 Arnold, Séverine 1 Bacinello, Anna Rita 1 Bahl, Raj Kumari 1 Balbás, Alejandro 1 Balbás, Beatriz 1 Balbás, Raquel 1 Barbarin, Jérome 1 Bauer, Daniel J. 1 Bernhardt, Thomas 1 Biagini, Francesca 1 Bian, Lihua 1 Bignozzi, Valeria 1 Blackburn, Craig 1 Bladt, Martin 1 Bladt, Mogens 1 Boado-Penas, M. Carmen 1 Boado-Penas, María del Carmen 1 Bohnert, Alexander 1 Cao, Zheng 1 Castaneda, Ranu 1 Chang, Chia-Chien 1 Chavez-Bedoya, Luis 1 Chen, An 1 Chen, Bingzheng 1 Chen, Chang-Chih 1 Chen, Hua 1 Chen, Ze 1 Cheng, Chunli 1 Cheng, Hung-Wen 1 Chiu, Mei Choi 1 Christiansen, Marcus Christian 1 Coughlan, Guy D. 1 Cummins, J. David 1 Dassios, Angelos 1 De Waegenaere, Anja 1 Denuit, Michel M. ...and 168 more Authors all top 5 Cited in 37 Serials 61 Insurance Mathematics & Economics 14 Scandinavian Actuarial Journal 10 ASTIN Bulletin 10 European Actuarial Journal 5 Journal of Computational and Applied Mathematics 5 North American Actuarial Journal 4 Communications in Statistics. Theory and Methods 4 Methodology and Computing in Applied Probability 4 Quantitative Finance 2 Advances in Applied Probability 2 Annals of Operations Research 2 Mathematical Problems in Engineering 2 International Journal of Theoretical and Applied Finance 2 Decisions in Economics and Finance 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Applied Mathematics and Mechanics. (English Edition) 1 Journal of Economic Dynamics & Control 1 Japan Journal of Industrial and Applied Mathematics 1 Applications of Mathematics 1 European Journal of Operational Research 1 Applied Mathematics. Series B (English Edition) 1 Finance and Stochastics 1 Abstract and Applied Analysis 1 Journal of Applied Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 Kragujevac Journal of Mathematics 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Stochastics and Dynamics 1 Journal of Industrial and Management Optimization 1 Stochastics 1 Computational & Mathematical Methods in Medicine 1 Science China. Mathematics 1 Journal of the Operations Research Society of China 1 Dependence Modeling 1 Cogent Mathematics all top 5 Cited in 13 Fields 141 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Probability theory and stochastic processes (60-XX) 24 Systems theory; control (93-XX) 23 Statistics (62-XX) 10 Operations research, mathematical programming (90-XX) 5 General and overarching topics; collections (00-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) Citations by Year