Daniel Bauer

Demography · 2006–2012

A researcher in the Science corpus: 6 papers; trusts 32 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom Daniel Bauer trusts overall

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

  1. Paul Glasserman
  2. Antti J. Tanskanen
  3. Yijia Lin
  4. Katharina Zaglauer
  5. Andrew J. G. Cairns
  6. Anders Grosen
  7. Anna Rita Bacinello
  8. Wim Schoutens
  9. David P. Blake
  10. Jem N. Corcoran

Who trusts Daniel Bauer overall

  1. Guojun Gan
  2. Peter A. Forsyth
  3. X. Lin
  4. Andreas Reuß
  5. Y. Huang
  6. Alexander Kling
  7. Andreas Richter
  8. Katharina Zaglauer
  9. Kenneth R. Vetzal
  10. D. Singer

Papers from Daniel Bauer's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
  3. Valuing American Options by Simulation: A Simple Least-Squares Approach
  4. Modelling Extremal Events for Insurance and Finance
  5. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  6. A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
  7. Valuation and hedging of life insurance liabilities with systematic mortality risk
  8. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
  9. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  10. Mortality derivatives and the option to annuitise

Their papers