A New Premium Principle for Equity-Indexed Annuities
Gaillardetz, Patrice, Lakhmiri, Joe Youssef
Published in The Journal of risk and insurance (01.03.2011)
Published in The Journal of risk and insurance (01.03.2011)
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Journal Article
American option evaluations using higher moments
Gaillardetz, Patrice, Hachem, Saeb
Published in Studies in economics and finance (Charlotte, N.C.) (21.11.2023)
Published in Studies in economics and finance (Charlotte, N.C.) (21.11.2023)
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Journal Article
Evaluation of participating endowment life insurance policies in a stochastic environment
Eghbalzadeh, Ramin, Gaillardetz, Patrice, Godin, Frédéric
Published in European actuarial journal (01.08.2024)
Published in European actuarial journal (01.08.2024)
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Journal Article
Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed, Gaillardetz, Patrice
Published in Insurance, mathematics & economics (01.09.2015)
Published in Insurance, mathematics & economics (01.09.2015)
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Journal Article
Worst-Case Valuation of Equity-Linked Products Using Risk-Minimizing Strategies
Gaillardetz, Patrice, Osei Mireku, Emmanuel
Published in North American actuarial journal (02.01.2022)
Published in North American actuarial journal (02.01.2022)
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Journal Article
Simulating from the Heston model: A gamma approximation scheme
Bégin, Jean-François, Bédard, Mylène, Gaillardetz, Patrice
Published in Monte Carlo methods and applications (01.09.2015)
Published in Monte Carlo methods and applications (01.09.2015)
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Journal Article
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality
Gaillardetz, Patrice, Li, Huan Yi, MacKay, Anne
Published in European actuarial journal (01.12.2012)
Published in European actuarial journal (01.12.2012)
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Journal Article