Pierre Devolder

Catholic University of Louvain

Place Montesquieu, 3

B-1348 Louvain-la-Neuve, 1348

Belgium

  • Catholic University of Louvain

SCHOLARLY PAPERS

12

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25

Scholarly Papers (12)

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1.

Stochastic Mortality Under Measure Changes

Number of pages: 42 Posted: 22 Jun 2009 Last Revised: 13 Feb 2010
Enrico Biffis, Michel Denuit and Pierre Devolder
Imperial College Business School, Catholic University of Louvain and Catholic University of Louvain
Downloads 855 (60,173)
Citation 11

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Stochastic mortality, Lee-Carter model, mortality risk premium, fair valuation, mortality-linked securities

2.

Adequacy, Fairness and Sustainability of Pay-As-You-Go-Pension-Systems: Defined Benefit Versus Defined Contribution

The European Journal of Finance. Available online: Doi: 10.1080/1351847X.2017.1399429
Number of pages: 29 Posted: 21 Sep 2016 Last Revised: 15 Nov 2017
Jennifer Alonso-García, María el Carmen Boado-Penas and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics, University of Liverpool and Catholic University of Louvain
Downloads 316 (201,520)
Citation 1

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Pay-as-you-go, Public pensions, Risks, Sustainability

3.

Towards an Equitable and Sustainable Points System: A Proposal for Pension Reform in Belgium

Downloads 178 (353,824)
Citation 1

Towards an Equitable and Sustainable Points System: A Proposal for Pension Reform in Belgium

KU Leuven, Department of Economics, Discussion Paper Series No. 17.03
Number of pages: 47 Posted: 02 May 2017
Erik Schokkaert, Pierre Devolder, Jean Hindriks and Frank Vandenbroucke
Catholic University of Leuven (KUL), Catholic University of Louvain, University of London - School of Economics and Finance and University of Amsterdam
Downloads 117 (500,990)
Citation 1

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Towards an Equitable and Sustainable Points System: A Proposal for Pension Reform in Belgium

KU Leuven Department of Economics, Discussion Paper Series, NO DPS17.03
Number of pages: 47 Posted: 20 Mar 2017
Erik Schokkaert, Pierre Devolder, Jean Hindriks and Frank Vandenbroucke
Catholic University of Leuven (KUL), Catholic University of Louvain, University of London - School of Economics and Finance and University of Amsterdam
Downloads 61 (753,858)

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Towards an Equitable and Sustainable Points System. A Proposal for Pension Reform in Belgium

Journal of Pension Economics and Finance, doi/10.1017/S1474747218000112
Posted: 30 May 2018
Erik Schokkaert, Pierre Devolder, Jean Hindriks and Frank Vandenbroucke
Catholic University of Leuven (KUL), Catholic University of Louvain, University of London - School of Economics and Finance and University of Amsterdam

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Pension reform, points system, automatic adjustment, Musgrave rule

4.

Valuation of Hybrid Financial and Actuarial Products in Life Insurance by a novel 3-Step Method

ASTIN Bulletin, 50(3), pp. 709-742, 2020
Number of pages: 42 Posted: 09 Jan 2019 Last Revised: 22 Mar 2022
Griselda Deelstra, Pierre Devolder, Kossi Gnameho and Peter Hieber
Université Libre de Bruxelles (ULB), Catholic University of Louvain, Maastricht University - Department of Quantitative Economics and Université de Lausanne
Downloads 171 (366,509)
Citation 1

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financial risk, actuarial valuation, (un)systematic mortality risk, contract valuation, risk decomposition, hedging

5.

Continuous Time Model for Notional Defined Contribution Pension Schemes: Liquidity and Solvency

Insurance: Mathematics and Economics, Vol. 88, No. September, 2019
Number of pages: 37 Posted: 17 Jul 2017 Last Revised: 14 Oct 2019
Jennifer Alonso-García and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 169 (372,165)
Citation 3

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Automatic balancing mechanisms, liquidity, solvency, sustainability, fairness, pension, design

6.

A Two-Step Mixed Pension System: How to Reinvent Social Security with the Help of Notional Accounts and Term Annuities

Retirement Management Journal, Vol. 7, No. 1, 2018, pp. 31-40
Number of pages: 12 Posted: 06 Nov 2019
Inmaculada Domínguez-Fabián, Pierre Devolder, Francisco del Olmo García and Jose A Herce
University of Extremadura - Department of Economics, Catholic University of Louvain, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 109 (525,121)

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Retirement Planning, Social Security, Retirement Pension Systems

7.

Optimal Mix Between Pay-As-You-Go and Funding for DC Pension Schemes in an Overlapping Generations Model

Insurance: Mathematics and Economics, Vol. 70, 2016
Number of pages: 22 Posted: 02 Jun 2020
Jennifer Alonso-García and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 106 (535,999)
Citation 1

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PAYG, Diversification, Portfolio theory, Funding, Utility

8.

The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks

Number of pages: 34 Posted: 31 Aug 2014
Jan Dhaene, Ben Stassen, Pierre Devolder and Michel Vellekoop
Katholieke Universiteit Leuven, KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Louvain and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 89 (601,641)
Citation 2

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Minimal entropy martingale measure, relative entropy, financial risks, actuarial risks, independence, incomplete markets.

9.

Intergenerational risk sharing in pay-as-you-go pension schemes

Number of pages: 33 Posted: 28 May 2024 Last Revised: 05 Nov 2024
Hélène Morsomme, Jennifer Alonso-García and Pierre Devolder
Independent, Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 84 (623,102)

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risk-sharing, automatic balancing mechanisms, pension design, ageing

10.

Life Annuitization: Why and How Much?

ASTIN Bulletin, Vol 36(2), 2006, p. 629-654
Number of pages: 23 Posted: 22 Oct 2013
Donatien Hainaut and Pierre Devolder
Université Catholique de Louvain and Catholic University of Louvain
Downloads 60 (745,637)
Citation 1

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optimal consumption and portfolio policies, annuity puzzle, Markov chain approximation, stochastic control, annuity puzzle

11.

Automatic Balancing Mechanisms for Notional Defined Contribution Accounts in the Presence of Uncertainty

Scandinavian Actuarial Journal, 2018:2, 85-108, DOI: 10.1080/03461238.2017.1304984
Number of pages: 30 Posted: 02 Jun 2020
Jennifer Alonso-García, María el Carmen Boado-Penas and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics, University of Liverpool and Catholic University of Louvain
Downloads 55 (777,425)
Citation 1

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Actuarial analysis, public pensions, retirement, solvency, stochastic processes, risk

12.

Guarantee Valuation in Notional Defined Contribution Pension Systems

ASTIN Bulletin, vol. 46, pp. 677-707, DOI: org/10.1017/asb.2016.21
Number of pages: 30 Posted: 10 Dec 2015 Last Revised: 13 Sep 2021
Jennifer Alonso-García and Pierre Devolder
Université Libre de Bruxelles (ULB) - Department of Mathematics and Catholic University of Louvain
Downloads 54 (784,145)
Citation 3

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Public pension, pay-as-you-go, option pricing, incomplete markets, exponential utility