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~person:"Hieber, Peter"
~person:"Løchte Jørgensen, Peter"
~person:"Sandmann, Klaus"
~subject:"Life insurance"
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Life insurance
Option pricing theory
38
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Hieber, Peter
Løchte Jørgensen, Peter
Sandmann, Klaus
Ziveyi, Jonathan
8
Melʹnikov, Aleksandr V.
7
Deelstra, Griselda
5
Dhaene, Jan
5
Sherris, Michael
5
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4
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4
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4
Aase Nielsen, Jørgen
3
Blake, David
3
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3
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3
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3
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ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Discussion paper / B
1
Insurance / Mathematics & economics
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ECONIS (ZBW)
10
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1
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda
;
Devolder, Pierre
;
Gnameho, Kossi
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
Saved in:
2
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
Hieber, Peter
;
Natolski, Jan
;
Werner, Ralf
- In:
Scandinavian actuarial journal
2019
(
2019
)
6
,
pp. 478-507
Persistent link: https://www.econbiz.de/10012194965
Saved in:
3
Cliquet-style return guarantees in a regime switching Lévy model
Hieber, Peter
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 138-147
Persistent link: https://www.econbiz.de/10011694412
Saved in:
4
The fair premium of an equity-linked life and pension insurance
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 219-255)
.
2002
Persistent link: https://www.econbiz.de/10001672238
Saved in:
5
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001375327
Saved in:
6
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001455773
Saved in:
7
Valuation of early exercisable interest rate guarantees
Grosen, Anders
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
3
,
pp. 481-503
Persistent link: https://www.econbiz.de/10001229768
Saved in:
8
Uniqueness of the fair premium for equity-linked life insurance contracts
Nielsen, J. Aase
;
Sandmann, Klaus
-
1996
Persistent link: https://www.econbiz.de/10000624011
Saved in:
9
Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
Saved in:
10
Security linked life policies under stochastic interest rates
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1995
Persistent link: https://www.econbiz.de/10000926601
Saved in:
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