10 results
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
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- Journal:
- ASTIN Bulletin: The Journal of the IAA , First View
- Published online by Cambridge University Press:
- 09 September 2024, pp. 1-31
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Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 2 / May 2024
- Published online by Cambridge University Press:
- 12 February 2024, pp. 385-409
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- May 2024
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Pricing and hedging of longevity basis risk through securitisation
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 27 December 2023, pp. 159-184
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- January 2024
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VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 14 August 2020, pp. 709-742
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- September 2020
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Towards an equitable and sustainable points system. A proposal for pension reform in Belgium
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- Journal:
- Journal of Pension Economics & Finance / Volume 19 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 27 April 2018, pp. 49-79
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GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 05 August 2016, pp. 677-707
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- September 2016
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OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 14 August 2015, pp. 551-575
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- September 2015
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Life Annuitization: Why and how Much?
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 2 / November 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 629-654
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- November 2006
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Fair Valuation of Various Participation Schemes in Life Insurance
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 275-297
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- May 2005
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Operations Stochastiques de Capitalisation
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 16 / Issue S1 / April 1986
- Published online by Cambridge University Press:
- 29 August 2014, pp. S5-S30
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- April 1986
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