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Analyzing The Interest Rate Risk of Equity-Indexed Annuities Via Scenario Matrices

Günther, Sascha; Hieber, Peter - 2023

Equity-indexed annuities are popular insurance products whose performance depends on an underlying fund or investment portfolio that is complemented by an investment guarantee of an insurance provider. A technically complex version is a so-called cliquet-variant where a minimal annual return is...

Persistent link: https://www.econbiz.de/10014254849

Cliquet-style return guarantees in a regime switching Lévy model

Hieber, Peter - In: Insurance / Mathematics & economics 72 (2017), pp. 138-147

Persistent link: https://www.econbiz.de/10011694412

Pricing exotic options in a regime switching economy : a Fourier transform method

Hieber, Peter - In: Review of derivatives research 21 (2018) 2, pp. 231-252

Persistent link: https://www.econbiz.de/10012055739

The risk appetite of private equity sponsors

Braun, Reiner; Engel, Nico; Hieber, Peter; Zagst, Rudi - In: Journal of empirical finance 18 (2011) 5, pp. 815-832

Persistent link: https://www.econbiz.de/10009492043

Efficiently pricing double barrier derivatives in stochastic volatility models

Escobar, Marcos; Hieber, Peter; Scherer, Matthias - In: Review of derivatives research 17 (2014) 2, pp. 191-216

Persistent link: https://www.econbiz.de/10010529630

Portfolio optimization in a multidimensional structural-default model with a focus on private equity

Escobar, Marcos; Hieber, Peter; Scherer, Matthias; … - In: The journal of private equity 15 (2011/12) 1, pp. 26-35

Persistent link: https://www.econbiz.de/10009410763

Modern life-care tontines

Hieber, Peter; Lucas, Nathalie - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 563-589

Persistent link: https://www.econbiz.de/10013270077

Optimal retirement products under subjective mortality beliefs

Chen, An; Hieber, Peter; Rach, Manuel Matthias - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10012793909

Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method

Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742

Persistent link: https://www.econbiz.de/10012307394

Optimal asset allocation in life insurance : the impact of regulation

Chen, An; Hieber, Peter - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 605-626

Persistent link: https://www.econbiz.de/10011669744