Concepedia

Pierre Devolder

PD

22

Publications

786

Citations

17

H-Index

1986

Active since

Affiliations

UCLouvain(Current)

University of Amsterdam

UNSW Sydney

Pierre Devolder is an author at UCLouvain specializing in finance, business, and economics.

Top concepts

BusinessFinanceEconomicsInsuranceManagementFinancial RiskAsset PricingFinancial Risk ManagementRisk ManagementPublic Finance

Publications per year

1986–2021

22

Publications

22

<scp>Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework</scp>

Michel Denuit, Pierre Devolder, Anne‐Cécile Goderniaux · Journal of Risk & Insurance · 2007 · 147 citations

Economics, Mortality Forecasting, Financial Risk Management +14

Stochastic optimal control of annuity contracts

Pierre Devolder, Manuela Bosch Príncep, Inmaculada Domínguez Fabián · Insurance Mathematics and Economics · 2003 · 112 citations

Economics, Business, Stochastic Optimal Control +2

Stochastic mortality under measure changes

Enrico Biffis, Michel Denuit, Pierre Devolder · Scandinavian Actuarial Journal · 2009 · 95 citations

Risk measure and fair valuation of an investment guarantee in life insurance

Jérôme Barbarin, Pierre Devolder · Insurance Mathematics and Economics · 2005 · 48 citations

Economics, Asset Pricing, Investment Guarantee +12

Mortality modelling with Lévy processes

Donatien Hainaut, Pierre Devolder · Insurance Mathematics and Economics · 2007 · 48 citations · Full text

Engineering, Lévy Processes, Levy Process +4

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