Katharina Zaglauer

Demography · 2008

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Demography — 8 citations into it; #1,589 of 4,236 by trust here, #3,993 by citations
• Economics and Econometrics — 8 citations into it; #11,380 of 23,481 by trust here, #22,774 by citations
• Finance — 7 citations into it; #5,276 of 10,518 by trust here, #10,047 by citations

Whom Katharina Zaglauer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Anders Grosen
2. Antti J. Tanskanen
3. J. Barbarin
4. P. L. Jørgensen
5. Carole Bernard
6. Daniel Bauer
7. Jani Lukkarinen
8. Pierre Devolder
9. John C. Hull
10. Olivier Le Courtois

Who trusts Katharina Zaglauer overall

1. Daniel Bauer
2. Andreas Reuß
3. Daniel Reed Bergmann
4. D. Singer
5. Rüdiger Kiesel

Papers from Katharina Zaglauer's perspective

Ordered by how strongly the researchers Katharina Zaglauer trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
2. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
3. Options, Futures, and Other Derivatives
4. Fair valuation of path-dependent participating life insurance contracts
5. Risk measure and fair valuation of an investment guarantee in life insurance
6. Risk-neutral valuation of participating life insurance contracts
7. Valuing American Options by Simulation: A Simple Least-Squares Approach
8. A Theory for the Term Structure of Interest Rates
9. Market value of life insurance contracts under stochastic interest rates and default risk
10. The Pricing of Options and Corporate Liabilities

Their papers

• Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (2008) — 66 citations