Hans Volkmer

Finance · 2001–2012

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Hans Volkmer trusts overall

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

  1. Mary R. Hardy
  2. Paul Embrechts

Who trusts Hans Volkmer overall

  1. Rostyslav Hryniv

Papers from Hans Volkmer's perspective

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

  1. Financial valuation of guaranteed minimum withdrawal benefits
  2. Exponential functionals of Brownian motion, II: Some related diffusion processes
  3. Investment guarantees : modeling and risk management for equity-linked life insurance
  4. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
  5. A Regime-Switching Model of Long-Term Stock Returns
  6. The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
  7. Stochastic processes in insurance and finance
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  10. A Poisson log-bilinear regression approach to the construction of projected lifetables

Their papers