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Special issue on Nonlinear non-Gaussian models and related filtering methods - Web quantlets for time series analysis
Härdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 179
Persistent link: https://www.econbiz.de/10006564321
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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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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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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