Pension


Journal Articles


1. 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

2. 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

3. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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

10. 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

11. 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

12. 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


Working Papers


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

2. 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

3. 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

4. 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

5. 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

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

7. 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

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

9. 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

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