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Gräler, Benedikt; Hüttner, Amelie; Scherer, Matthias
Geostatistical modeling of financial data: Estimation of large covariance matrices and imputation of missing data
Working paper
2019
Chen, A.; Hieber, P.; Rach, M.
Optimal retirement products under money and mortality illusion.
2018
Chen, A.; Hieber, P.; Lämmlein, L.
Regulatory measures for distressed insurance undertakings: A comparative study.
2018
Deelstra, G.; Devolder, P.; Gnameho, K.; Hieber, P.
Valuation of hybrid financial and actuarial products: a universal 3-step method
2018
Chen, A.; Hieber, P.
Optimal Asset Allocation in Life Insurance: The Impact of Regulation.
ASTIN Bulletin
2016
No. 3
Vol. 46
605-626
Hieber, P.
Cliquet-style return guarantees in a regime switching Lévy model
Insurance Mathematics and Economics
2017
Vol. 72
138-147
Mai, J.-F.; Scherer, M.
Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws
2018
Chen, A.; Hieber, P.; Nguyen, T.
Constrained non-concave utility maximization: An application to life insurance contracts with guarantees
European Journal of Operational Research
2019
Vol. 273
No. 3
1119-1135
Chen, A.; Hieber, P.; Klein, J.
Tonuity: A novel individual-oriented retirement plan (forthcoming)
ASTIN Bulletin
2018
Hieber, P.
Pricing exotic options in a regime switching economy: A Fourier transform method
Review of Derivatives Research
2018
Vol. 21
231-252
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