Pierre Devolder

Demography · 2003–2013

A researcher in the Science corpus: 6 papers; trusts 11 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Pierre Devolder trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. René L. Schilling
  2. Yuhong Yang
  3. M. Dahl
  4. Elisa Nicolato
  5. Anna Rita Bacinello
  6. Andrew J. G. Cairns
  7. E. Venardos

Who trusts Pierre Devolder overall

  1. Jian-wei Gao
  2. B. Gomero
  3. Robert J. R. Elliott
  4. J. L. Pedersen
  5. Daniel Fernholz
  6. Luciano Campi
  7. Elena Vigna
  8. Katharina Zaglauer
  9. Tak Kuen Siu
  10. Goran Peskir

Papers from Pierre Devolder's perspective

Ordered by how strongly the researchers Pierre Devolder trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Valuation and hedging of life insurance liabilities with systematic mortality risk
  2. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  3. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
  4. Information Theory, Inference, and Learning Algorithms
  5. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
  6. Financial Modelling with Jump Processes
  7. Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
  8. Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
  9. Mortality derivatives and the option to annuitise
  10. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts

Their papers