The following pages link to Peter Hieber (Q479188):
Displaying 22 items.
- A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
- Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees (Q2356233) (← links)
- Optimal retirement products under subjective mortality beliefs (Q2665840) (← links)
- Double-barrier first-passage times of jump-diffusion processes (Q2844294) (← links)
- OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION (Q4563780) (← links)
- TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (Q4629469) (← links)
- MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS (Q5045339) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- Regulatory measures for distressed insurance undertakings: a comparative study (Q5210998) (← links)
- Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios (Q5228140) (← links)
- Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy (Q5865322) (← links)
- MODERN LIFE-CARE TONTINES (Q5866178) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Modeling credit portfolio derivatives, including both a default and a prepayment feature (Q6570852) (← links)
- Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model (Q6649325) (← links)
