Frederik Ruez

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it
• Demography — 10 citations into it
• Economics and Econometrics — 8 citations into it

Whom Frederik Ruez trusts overall

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

1. Bjørn Eraker
2. Anna Rita Bacinello
3. N. H. Bingham
4. Daniel Bauer

Papers from Frederik Ruez's perspective

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

1. Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option
2. Financial valuation of guaranteed minimum withdrawal benefits
3. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
4. The effect of modelling parameters on the value of GMWB guarantees
5. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
6. Regression-based algorithms for life insurance contracts with surrender guarantees
7. On changes of measure in stochastic volatility models
8. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
9. The Pricing of Options and Corporate Liabilities
10. Valuing American Options by Simulation: A Simple Least-Squares Approach

Their papers

• The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities (2011) — 55 citations