Peter Hieber

Available identifiers

zbMath Open hieber.peterMaRDI QIDQ479188

List of research outcomes

Publication	Date of Publication	Type
Analyzing the interest rate risk of equity-indexed annuities via scenario matrices	2024-02-13	Paper
Randomization and the valuation of guaranteed minimum death benefits	2023-07-10	Paper
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS	2022-11-04	Paper
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy	2022-06-13	Paper
MODERN LIFE-CARE TONTINES	2022-06-13	Paper
Optimal retirement products under subjective mortality beliefs	2021-11-19	Paper
VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD	2020-12-13	Paper
Regulatory measures for distressed insurance undertakings: a comparative study	2020-01-17	Paper
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios	2019-08-09	Paper
TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN	2019-03-27	Paper
Pricing exotic options in a regime switching economy: a Fourier transform method	2018-11-09	Paper
OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION	2018-06-04	Paper
Cliquet-style return guarantees in a regime switching Lévy model	2017-01-31	Paper
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees	2015-07-29	Paper
Efficiently pricing double barrier derivatives in stochastic volatility models	2015-01-23	Paper
A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process	2014-12-05	Paper
First-passage times of regime switching models	2014-07-15	Paper
Double-barrier first-passage times of jump-diffusion processes	2013-08-28	Paper
A note on first-passage times of continuously time-changed Brownian motion	2011-12-28	Paper
Efficiently pricing barrier options in a Markov-switching framework	2010-10-11	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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