Pension


Journal Articles


1. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Towards an equitable and sustainable points system. A proposal for pension reform in Belgium. In: Journal of Pension Economics and Finance, Vol. 19, no.1, p. 49-79 (2020). doi:10.1017/s1474747218000112 (Accepté/Sous presse). http://hdl.handle.net/2078.1/230816

2. Vandenberghe, Vincent. Health, Cognition and Work Capacity Beyond the Age of 50: International Evidence on the Extensive and Intensive Margin of Work. In: International Labour Review, (2020). doi:10.1111/ilr.12174 (Accepté/Sous presse). http://hdl.handle.net/2078.1/230720

3. Zeddouk, Fadoua; Devolder, Pierre. Pricing of Longevity Derivatives and Cost of Capital. In: Risks, Vol. 7(2), no.41, p. 1-29 (2019). doi:10.3390/risks7020041. http://hdl.handle.net/2078.1/216695

4. Alonso-García, Jennifer; Devolder, Pierre. Continuous time model for notional defined contribution pension schemes: Liquidity and solvency. In: Insurance: Mathematics and Economics, Vol. 88, p. 57-76 (2019). doi:10.1016/j.insmatheco.2019.06.001. http://hdl.handle.net/2078.1/216684

5. Devolder, Pierre; Hindriks, Jean. Réforme des pensions, une urgence absolue. In: Pyramides : revue du Centre d'Etudes et de Recherches en Administration Publique, Vol. 31/32, p. 233-260 (2019). http://hdl.handle.net/2078.1/221567

6. Baurin, Arno; Hindriks, Jean. Quels sont les métiers pénibles ?. In: Regards économiques, Vol. 151 (2019). http://hdl.handle.net/2078.1/222080

7. Hindriks, Jean; Baurin, Arno. Financement des pensions : rétrospectives et perspectives. In: Reflets et perspectives de la vie économique, Vol. LVIII, no.1, p. 97-119 (2019). doi:10.3917/rpve.581.0097. http://hdl.handle.net/2078.1/218311

8. Baurin, Arno; Hindriks, Jean. Financement des pensions et le compte individuel pension. In: Revue Belge de Sécurité Sociale, Vol. 2019(2), p. 333-359 (2019). http://hdl.handle.net/2078.1/227780

9. Leroux, Marie-Louise; Maldonado, Dario; Pestieau, Pierre. The political economy of contributive pensions in developing countries. In: European Journal of Political Economy, Vol. 58, p. 262-275 (2019). doi:10.1016/j.ejpoleco.2019.01.002. http://hdl.handle.net/2078.1/219768

10. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Towards an equitable and sustainable points system. A proposal for pension reform in Belgium. In: Journal of Pension Economics and Finance, Vol. 19, no. 1, p. 49-79 (2020). doi:10.1017/s1474747218000112. http://hdl.handle.net/2078.1/200754

11. Alonso-García, Jennifer; Boado-Penas, María del Carmen; Devolder, Pierre. Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution. In: The European Journal of Finance, Vol. 24, no. 13, p. 1100-1122 (2018). doi:10.1080/1351847x.2017.1399429. http://hdl.handle.net/2078.1/196856

12. Devolder, Pierre; Hindriks, Jean. La pension à points : 5 principes pour plus d'équité dans les régimes de pension en Belgique. In: Regards Economiques, Vol. 139, p. 1-7. http://hdl.handle.net/2078.1/199436

13. Dominguez Fabian, Immaculada; Devolder, Pierre; del Olmo García, Fransisco; Herce, José A. A Two-Step Mixed Pension System or How to Reinvent Social Security with the Help of Notional Accounts and Term Annuities. In: Retirement Management Journal, Vol. 7, no.1, p. 42-51 (2018). http://hdl.handle.net/2078.1/203971

14. Hainaut, Donatien; Devolder, Pierre; Pelsser, Antoon. Robust evaluation of SCR for participating life insurances under Solvency II. In: Insurance: Mathematics and Economics, Vol. 79, p. 107-123 (2018). doi:10.1016/j.insmatheco.2017.11.009. http://hdl.handle.net/2078.1/196615

15. Devolder, Pierre; de Valeriola, Sébastien. Minimum Protection in DC Funding Pension Plans and Margrabe Options. In: Risks, Vol. 5, no. 5, p. 1-14 (2017). doi:10.3390/risks5010005. http://hdl.handle.net/2078.1/181085

16. Devolder, Pierre; Lebègue, Adrien. Iterated VaR or CTE measures: A false good idea?. In: Scandinavian Actuarial Journal, Vol. 2017, no. 4, p. 287-318 (2017). doi:10.1080/03461238.2015.1126343. http://hdl.handle.net/2078.1/170565

17. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Naar een nieuw sociaal contract - Het pensioen of punten. In: Leuvense Economische Standpunten, Vol. 162 (2017). http://hdl.handle.net/2078.1/184359

18. Hindriks, Jean; Devolder, Pierre; Schokkaert, Erik; Vandenbroucke, F.I.G. Réforme des pensions légales: le système de pensions à points. In: Regards économiques, , no.130 (2017). http://hdl.handle.net/2078.1/183443

19. Alonso-García, Jennifer; Devolder, Pierre. Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. In: Insurance: Mathematics and Economics, Vol. 70, p. 224-236 (2016). doi:10.1016/j.insmatheco.2016.06.011. http://hdl.handle.net/2078.1/198962

20. Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel. The minimal entropy martingale measure in a market of traded financial and actuarial risks. In: Journal of Computational and Applied Mathematics, Vol. 282, p. 111-133 (2015). doi:10.1016/j.cam.2014.12.004. http://hdl.handle.net/2078.1/162052

21. Devolder, Pierre; Melis, Roberta. Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 45, no.3, p. 551-575 (2015). doi:10.1017/asb.2015.14. http://hdl.handle.net/2078.1/168104


Working Papers


1. Vandenberghe, Vincent. Differentiating Retirement Age to Compensate for Health Differences (xxx), 2020. 25 p. http://hdl.handle.net/2078.1/229501

2. Baurin, Arno; Hindriks, Jean. Pension financing and individual retirement account (xxx), 2020. 25 p. http://hdl.handle.net/2078.1/225221

3. Baurin, Arno. The Limited Power of Socioeconomic Status to Predict Longevity: Implications for Pension Policy (xxx), 2020. 36 p. http://hdl.handle.net/2078.1/230367

4. Vandenberghe, Vincent. The Rather Limited Role Of Mental Ill Health In Driving Work Beyond 50 (xxx), 2020. 41 p. http://hdl.handle.net/2078.1/231504

5. Devolder, Pierre. Une alternative à la pension à points : le compte individuel pension en euros (xxx), 2019. 12 p. http://hdl.handle.net/2078.1/215862

6. Zeddouk, Fadoua; Devolder, Pierre. Mean reversion in stochastic mortality : why and how? (xxx), 2019. 35 p. http://hdl.handle.net/2078.1/219343

7. Vandenberghe, Vincent. Health, Cognition and Work Capacity Beyond the Age of 50: International Evidence on the Extensive and Intensive Margin of Work (xxx), 2019. 44 p. http://hdl.handle.net/2078.1/212341

8. Ngugnie Diffouo, Pauline; Devolder, Pierre. Static risk measurement of life annuity products: the longevity model (xxx), 2018. 26 p. http://hdl.handle.net/2078.1/203428

9. Alonso-García, Jennifer; Boado-Penas, Maria Del Carmen; Devolder, Pierre. Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution (xxx), 2018. 33 p. http://hdl.handle.net/2078.1/202019

10. Devolder, Pierre; Ngugnie Diffouo, Pauline. Valuation of insurer's solvency for a life annuity within the equity-longevity model (xxx), 2018. 44 p. http://hdl.handle.net/2078.1/203427

11. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Towards an equitable and sustainable points system. A proposal for pension reform in Belgium (xxx), 2017. 45 p. http://hdl.handle.net/2078.1/183074

12. Devolder, Pierre; Lebègue, Adrien. Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (xxx), 2016. 33 p. http://hdl.handle.net/2078.1/173927

13. Devolder, Pierre; Tassa, Habiba. Solvency measurement for defined benefits pension schemes (xxx), 2016. 15 p. http://hdl.handle.net/2078.1/174241

14. Devolder, Pierre; Lebègue, Adrien. Compositions of Conditional Risk Measures and Solvency Capital (xxx), 2015. 21 p. http://hdl.handle.net/2078.1/165922

15. Alonso Garcia, Jennifer; Devolder, Pierre. Guarantee valuation in Notional Defined Contribution pension systems (xxx), 2015. 27 p. http://hdl.handle.net/2078.1/160930

16. Alonso Garcia, Jennifer; Devolder, Pierre. Optimal mix between pay-as-you-go and funding in a multi-generational Overlapping Generations model (xxx), 2015. 22 p. http://hdl.handle.net/2078.1/160931


Books


1. Hindriks, Jean. Un projet pour la Belgique. LannooCampus: Louvain, 2019. 9789401459464. 200 pages. http://hdl.handle.net/2078.1/216406

2. Hindriks, Jean; Devolder, Pierre. Quel avenir pour nos pensions ? Les grands défis de la réforme des pensions. De Boeck: Bruxelles, 2015. 9782804190415. 198 pages. http://hdl.handle.net/2078.1/165597

3. Boulet, Jacques; Cantillon, Béa; Devolder, Pierre; Hindriks, Jean; Janvier, Ria; Masai, Françoise; Perl, Gabriel; Schokkaert, Erik; Stevens, Yves; Vandenbroucke, Frank. Métiers pénibles, pensions à temps partiel et flexibilité équitable dans le système de pension. Avis complémentaire de la Commission de réforme des pensions 2020-2040. SPF Sécurité Sociale: Bruxelles, 2015. 44 pages. http://hdl.handle.net/2078.1/165556