| Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework M Denuit, P Devolder, AC Goderniaux Journal of Risk and Insurance 74 (1), 87-113, 2007 | 234 | 2007 |
| Stochastic optimal control of annuity contracts P Devolder, MB Princep, ID Fabian Insurance: Mathematics and Economics 33 (2), 227-238, 2003 | 167 | 2003 |
| Stochastic mortality under measure changes E Biffis, M Denuit, P Devolder Scandinavian Actuarial Journal 2010 (4), 284-311, 2010 | 117 | 2010 |
| Mortality modelling with Lévy processes D Hainaut, P Devolder Insurance: Mathematics and Economics 42 (1), 409-418, 2008 | 81 | 2008 |
| Risk measure and fair valuation of an investment guarantee in life insurance J Barbarin, P Devolder Insurance: Mathematics and Economics 37 (2), 297-323, 2005 | 77 | 2005 |
| Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution J Alonso-García, MC Boado-Penas, P Devolder The European Journal of Finance 24 (13), 1100-1122, 2018 | 51 | 2018 |
| Finance stochastique P Devolder Editions de l'Université de Bruxelles, 2016 | 48 | 2016 |
| Management of a pension fund under mortality and financial risks D Hainaut, P Devolder Insurance: Mathematics and economics 41 (1), 134-155, 2007 | 43 | 2007 |
| Towards an equitable and sustainable points system. A proposal for pension reform in Belgium E Schokkaert, P Devolder, J Hindriks, F Vandenbroucke Journal of Pension Economics & Finance 19 (1), 49-79, 2020 | 38 | 2020 |
| Basic stochastic processes P Devolder, J Janssen, R Manca John Wiley & Sons, 2015 | 37 | 2015 |
| Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework P Devolder, R Melis ASTIN Bulletin: The Journal of the IAA 45 (3), 551-575, 2015 | 35 | 2015 |
| Le financement des régimes de retraite P Devolder | 34 | 2005 |
| Stochastic methods for pension funds P Devolder, J Janssen, R Manca John Wiley & Sons, 2013 | 33 | 2013 |
| Stochastic mortality under measure changes E Biffis, M Denuit, P Devolder | 32 | 2005 |
| Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model J Alonso-García, P Devolder Insurance: Mathematics and Economics 70, 224-236, 2016 | 29 | 2016 |
| Opérations stochastiques de capitalisation P Devolder ASTIN Bulletin: The Journal of the IAA 16 (S1), S5-S30, 1986 | 27 | 1986 |
| Mean reversion in stochastic mortality: why and how? F Zeddouk, P Devolder European Actuarial Journal 10 (2), 499-525, 2020 | 25 | 2020 |
| Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method G Deelstra, P Devolder, K Gnameho, P Hieber ASTIN Bulletin: The Journal of the IAA 50 (3), 709-742, 2020 | 22 | 2020 |
| Pricing of longevity derivatives and cost of capital F Zeddouk, P Devolder Risks 7 (2), 41, 2019 | 22 | 2019 |
| Continuous time model for notional defined contribution pension schemes: Liquidity and solvency J Alonso-García, P Devolder Insurance: Mathematics and Economics 88, 57-76, 2019 | 21* | 2019 |
