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Patrice Gaillardetz

Observed names: Dr. P. Gaillardetz, Gaillardetz, P., Gaillardetz, Patrice
ORCID: 0000-0002-0987-0120
Observed ORCID: 0000-0002-0987-0120
OpenAlex ID: A5012875657
On two dependent individual risk models
2002 · Hélène Cossette, Patrice Gaillardetz, et al. · Insurance Mathematics and Economics · 67
On life insurance reserves in a stochastic mortality and interest rates environment
1999 · Etienne Marceau, Patrice Gaillardetz · Insurance Mathematics and Economics · 33
A New Premium Principle for Equity-Indexed Annuities
2010 · Patrice Gaillardetz, Joe Youssef Lakhmiri · Journal of Risk & Insurance · 25
Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models
2006 · Patrice Gaillardetz, X. Sheldon Lin · North American Actuarial Journal · 18
Valuation of life insurance products under stochastic interest rates
2007 · Patrice Gaillardetz · Insurance Mathematics and Economics · 14
Risk allocation through shapley decompositions, with applications to variable annuities
2023 · Frédéric Godin, Emmanuel Hamel, et al. · Astin Bulletin · 11
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Simulating from the Heston model: A gamma approximation scheme
2015 · Jean-François Bégin, Mylène Bédard, et al. · Monte Carlo Methods and Applications · 11
Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies
2017 · Patrice Gaillardetz, Mehran Moghtadai · North American Actuarial Journal · 7
Modeling mortality and pricing life annuities with Lévy processes
2015 · Seyed Saeed Ahmadi, Patrice Gaillardetz · Insurance Mathematics and Economics · 7
Two Factor Stochastic Mortality Modeling with Generalized Hyperbolic Distribution
2021 · Seyed Saeed Ahmadi, Patrice Gaillardetz · Journal of Data Science · 4
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality
2012 · Patrice Gaillardetz, Huan Yi Li, et al. · European Actuarial Journal · 4
The discrete-time arbitrage-free Nelson-Siegel model: a closed-form solution and applications to mixed funds representation
2022 · Ramin Eghbalzadeh, Frédéric Godin, et al. · Annals of Actuarial Science · 3
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Dynamic hedging in incomplete markets using risk measures
2021 · Patrice Gaillardetz, Saeb Hachem · IMA Journal of Management Mathematics · 2
Worst-Case Valuation of Equity-Linked Products Using Risk-Minimizing Strategies
2021 · Patrice Gaillardetz, Emmanuel Osei Mireku · North American Actuarial Journal · 2
Risk-Control Strategies
2019 · Gaillardetz, Patrice, Hachem, Saeb · RePEc: Research Papers in Economics · 2
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Accounting for Model Risk in Property and Casualty Insurance
2025 · Hanieh Amjadian, Patrice Gaillardetz, et al. · Variance · 1
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Evaluation of participating endowment life insurance policies in a stochastic environment
2024 · Ramin Eghbalzadeh, Patrice Gaillardetz, et al. · European Actuarial Journal · 1
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model
2023 · Frédéric Godin, Ramin Eghbalzadeh, et al. · Review of Derivatives Research · 1
Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
2021 · Patrice Gaillardetz, Saeb Hachem, et al. · Annals of Actuarial Science · 1
Robust Local Risk-Minimizing Hedging Strategies
2026 · Emmanuel Osei Mireku, Patrice Gaillardetz, et al. · The Journal of Derivatives
Hedging universal life insurance policies
2026 · Emmanuel Hamel, Frédéric Godin, et al. · Insurance Mathematics and Economics
American option evaluations using higher moments
2023 · Patrice Gaillardetz, Saeb Hachem · Studies in Economics and Finance
Swaption Pricing under the Discrete-Time Arbitrage-Free Nelson-Siegel Model
2023 · Ramin Eghbalzadeh, Frédéric Godin, et al. · SSRN Electronic Journal
Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale
2020 · Essis-Breton, Nicolas, Gaillardetz, Patrice · RePEc: Research Papers in Economics
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Dynamic Hedging Strategies Based on Changing Pricing Parameters for Compound Ratchets
2019 · Patrice Gaillardetz, Samia El Khoury · Asia-Pacific Journal of Risk and Insurance
Works count: 33
Citation count: 215
H-index: 7
I10-index: 7
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