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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10006796320
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Costless Revelation of Private Information in a Duopoly
Demougin, Dominique; Tschernig, Rolf - In: Journal of institutional and theoretical economics : JITE 149 (1993) 2, pp. 443-463
Persistent link: https://www.econbiz.de/10007578586
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NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10006972300
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On nonparametric estimation of a hedonic price function
Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - In: Journal of applied econometrics 25 (2010) 5, pp. 894-902
Persistent link: https://www.econbiz.de/10008433214
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Valuation and hedging of participating life-insurance policies under management discretion
Kleinow, Torsten - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 78-87
Persistent link: https://www.econbiz.de/10008212895
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Pension Fund Management and Conditional Indexation
KLEINOW, Torsten - In: Astin bulletin : the journal of the International … 41 (2011) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10009343604
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The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
Kleinow, Torsten; Willder, Mark - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 445-458
Persistent link: https://www.econbiz.de/10007604755
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Yet more on a stochastic economic model : updating and refitting, 1995 to 2009, part 1
Wilkie, A. Davod; Şahin, Şule; Cairns, A. J. G.; … - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 1, pp. 53-99
Persistent link: https://www.econbiz.de/10009884613
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Valuation and hedging of participating life-insurance policies under management discretion
Kleinow, Torsten - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 78-88
Persistent link: https://www.econbiz.de/10008890302
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Theory and Methods - Semiparametric Regression Analysis With Missing Response at Random
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 334-345
Persistent link: https://www.econbiz.de/10006609898