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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
Chen, A.; Hieber, P.; Nguyen, T.
Constrained non-concave utility maximization: An application to life insurance contracts with guarantees (forthcoming)
European Journal of Operational Research
2018
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
Hieber, P.; Natolski, J.; Werner, R.
Fair valuation of cliquet-stlye return guarantees in (homogeneous and) heterogeneous life insurance portfolios.
2018
Hieber, P.; Korn, R.; Scherer, M.
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
European Actuarial Journal
2015
5
1
11-28
Hieber, P.
First-passage times of regime switching models
Statistics and Probability Letters
2014
92
148–157
Hieber, P.
A correction note on: When the “Bull” meets the “Bear”: A First Passage Time Problem for a Hidden Markov Process
Methodology and Computing in Applied Probability
2014
16
3
771-776
Escobar, M.; Hieber, P.; Scherer, M.
Efficiently pricing double barrier derivatives in stochastic volatility models
Review of Derivatives Research
2014
17
2
191–216
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