"This book examines the major economic challenges associated with the sustainability of public pensions, specifically demographic change, labor-market relations, and risk sharing."
"This book examines the major economic challenges associated with the sustainability of public pensions, specifically demographic change, labor-market relations, and risk sharing. The issue of public pensions occupies the political and economic agendas of many major governments in the world. International organizations such as the World Bank and the OECD warn that the economic changes driven by an aging society negatively affects the sus ..."
"The first three volumes of this series present new stochastic models both for non-life and life insurance and their practical applications. This series presents the basic concepts in a self-contained format, ideal for actuaries holding an ERM (enterprise risk management) certificate, insurance risk managers, and postgraduate students within the field of mathematics or economics and practitioners using either Solvency II for insurance co ..."
"[JAN 86] JANSSEN J. (ed.), Semi-Markov Models. Theory and Applications,
Plenum Press, New York, 1986. [JAN 99a] JANSSEN J., LIMNIOS N. (eds), Semi-
Markov Models and Applications, Kluwer Academic, New York, 1999. [JAN 99b]
JANSSENJ., MANCA R., VOLPE DIPRIGNANO E., “Option pricing with semi-
markov volatility”, in JANSSEN J., LIMNIOS N. (eds), Semi-Markov Models and
Applications, Kluwer Academic, New York, 1999. [JAN 01] JANSSEN J., M ..."
"Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications.At the same time, pension issue is clearly a major economical and financial topic for the next decades in the context of the well-known longevity risk. Surprisingly few books are devoted to application of modern stochastic calculus to pension analysis.The aim of this book is ..."
Finance stochastique von PierreDevolder 269 Seiten, Veröffentlicht 1993 von Université De Bruxelles ISBN-13: 978-2-8004-1062-3, ISBN: 2-8004-1062-0
"1 José Álvarez-García, Amador Durán-Sánchez, Marta Peris-Ortiz, and María de
la Cruz del Río-Rama 2 Demographic and Social Challenges in the Design of
Public Pension Schemes ....................................... 33 Estefanía Alaminos,
Mercedes ..."
Pension Funding Methods von PierreDevolder Hardcover, 320 Seiten, Veröffentlicht 2015 von John Wiley & Sons ISBN-13: 978-1-119-97055-2, ISBN: 1-119-97055-5
"[CHU 00] CHUNG K.L., A Course in Probability Theory, 3rd ed., Academic Press,
Inc., San Diego, 2000. [ÇIN 69] ÇINLAR E., “Markov renewal theory”, Advances in
Applied Probability, vol. 1, pp. 123–187, 1969. [ÇIN 75] ÇINLAR E., “Markov ..."
"The aim of this book is to fill this gap and to show how recent methods of stochastic finance can be useful for to the risk management of pension funds."
"Pierre Devolder, Jacques Janssen, Raimondo Manca. [THU 74] THULLEN P.,
Techniques ... [TSA 93a] TSANTAS N., “Recent developments in stochastic
modeling of nonhomogeneous Markov system”, in Janssen J. and Skiadas C. (
eds),App/ied Stochastic Models and Data Analysis, World Scientific Pybl. Cy., p.
990-996, ... 126-139, Helsinki, 1988. [VOL 97] VOLPE DI PRIGNANO E., “Modelli
probabilistici per il controllo della progressione delle carri ..."
"Pierre Devolder, Mathilde Fox, Francis Vaguener. Si 3,5 % est un intérêt
composé : 3000 (1+0,00287)119 + 1000 (1+0,00287)120 +...+ 1000 (1+0,
00287)131 =10507,24 Remarquons que nous simplifierons ce type de calcul au
chapitre 3 consacré aux annuités."
"Introduit les principales notions techniques spécifiques à l'élaboration d'un régime de retraite, établit les caractéristiques financières des deux grandes catégories de régimes par répartition et par capitalisation et développe ..."