Rivo A Randrianarivony

University of Rennes 1

11 Rue Jean Macé

Rennes, Rennes 35708

France

CREM (UMR CNRS 6211)

7, Place Hoche

Rennes, Bretagne 35065

France

SCHOLARLY PAPERS

5

DOWNLOADS

432

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

How to Price Efficiently European Options in Some Geometric Lévy Processes Models?

Number of pages: 19 Posted: 06 Jul 2007
Francois Quittard-Pinon and Rivo A Randrianarivony
EMLYON Business School and University of Rennes 1
Downloads 174 (176,150)
Citation 3

Abstract:

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jump diffusion, option pricing, Fourier transform, Lévy models

2.

Valuation of Equity-Linked Life Insurance Contracts with Flexible Guarantees in a Non Gaussian Economy

Paris December 2009 Finance International Meeting
Number of pages: 31 Posted: 26 Oct 2009
Francois Quittard-Pinon and Rivo A Randrianarivony
EMLYON Business School and University of Rennes 1
Downloads 112 (250,447)

Abstract:

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Life insurance contracts, Mortality models, Stochastic volatility, Jumps

3.

Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts

The Geneva Risk and Insurance Review, Vol. 36, No. 1, 2010
Number of pages: 40 Posted: 14 Oct 2008 Last Revised: 13 Nov 2013
Francois Quittard-Pinon and Rivo A Randrianarivony
EMLYON Business School and University of Rennes 1
Downloads 86 (298,474)

Abstract:

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Life Insurance Contracts, Variable Annuities, Guaranteed Minimum Death Benefit, Stochastic Interest Rates, Jump Diffusion Models, Mortality Models

4.

Signalling with Costly Cash: Is it an Efficient Mechanism?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 17 Posted: 17 Sep 2012
Patrick Navatte, Rivo A Randrianarivony and Jean‐Laurent Viviani
Université de Rennes I, University of Rennes 1 and Université de Rennes 1
Downloads 39 (437,920)

Abstract:

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Asymmetric information, Financing decisions, Cash holdings, Corporate investment, Real options

5.

On the Bankruptcy Risk of Insurance Companies

Revue Finance, Vol. 34, N°1, p. 43-72, 2013
Number of pages: 24 Posted: 07 Feb 2017
Olivier Le Courtois and Rivo A Randrianarivony
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and University of Rennes 1
Downloads 21 (527,377)

Abstract:

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Insurance business, finite and infinite-time bankruptcy