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~person:"Sandmann, Klaus"
~person:"Hieber, Peter"
~subject:"Life insurance"
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Life insurance
Option pricing theory
30
Optionspreistheorie
30
Stochastic process
13
Stochastischer Prozess
13
Theorie
12
Theory
12
Lebensversicherung
7
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English
7
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Sandmann, Klaus
Hieber, Peter
Ziveyi, Jonathan
8
Melʹnikov, Aleksandr V.
7
Deelstra, Griselda
5
Dhaene, Jan
5
Sherris, Michael
5
Barigou, Karim
4
Feng, Runhuan
4
Glazyrina, Anna
4
Grosen, Anders
4
Luo, Xiaolin
4
Mahayni, Antje
4
Shevchenko, Pavel V.
4
Aase Nielsen, Jørgen
3
Blake, David
3
Cairns, Andrew
3
Dawson, Paul
3
Dowd, Kevin
3
Jørgensen, Peter Løchte
3
Loubergé, Henri
3
Løchte Jørgensen, Peter
3
Plat, Richard
3
Schmeiser, Hato
3
Shen, Yang
3
Subrahmanyam, Marti G.
3
Tong, Shuo
3
van Haastrecht, Alexander
3
Benhamou, Eric
2
Blackburn, Craig
2
Chevalier, Etienne
2
Chong, Wing Fung
2
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2
Delong, Łukasz
2
Dillmann, Tobias
2
Ekern, Steinar
2
Fergusson, Kevin
2
Gauthier, Pierre
2
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2
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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
1
Scandinavian actuarial journal
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
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ECONIS (ZBW)
7
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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
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:
6
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:
7
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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