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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SSRN CITATIONS
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23

CROSSREF CITATIONS

31

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 765 (42,772)
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 213 (185,759)
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 99 (341,314)
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 62 (452,863)
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 37 (565,995)

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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.

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 89 (365,158)
Citation 1

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

5.

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: 23 Oct 2020
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 72 (413,045)
Citation 1

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

6.

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 61 (450,034)

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

7.

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 55 (472,510)

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Retirement Planning, Social Security, Retirement Pension Systems

8.

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 30 (591,813)
Citation 1

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

9.

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 28 (604,110)
Citation 1

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

10.

Securitization of Longevity Risk: Pricing Survivor Bonds with Wang Transform in the Lee-Carter Framework

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 87-113, March 2007
Number of pages: 27 Posted: 04 Mar 2007
Michel Denuit, Pierre Devolder and Anne-Cécile Goderniaux
Catholic University of Louvain, Catholic University of Louvain and Independent
Downloads 24 (630,563)
Citation 9
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11.

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 18 (673,176)
Citation 1

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PAYG, Diversification, Portfolio theory, Funding, Utility

12.

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 16 (687,949)
Citation 1

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