Daniel Reed Bergmann

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #8,208 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 13 citations into it; #17,893 of 23,481 by trust here, #23,209 by citations
• Demography — 12 citations into it; #2,866 of 4,236 by trust here, #4,149 by citations

Whom Daniel Reed Bergmann trusts overall

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

1. Wim Schoutens
2. Paul Glasserman
3. Antti J. Tanskanen
4. Katharina Zaglauer
5. Ana-Maria Matache
6. Daniel Bauer

Who trusts Daniel Reed Bergmann overall

1. Daniel Bauer

Papers from Daniel Reed Bergmann's perspective

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

1. Monte Carlo Methods in Financial Engineering
2. Fair valuation of path-dependent participating life insurance contracts
3. Fast deterministic pricing of options on Lévy driven assets
4. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
5. Minimum Rate of Return Guarantees: The Danish Case
6. Lévy Processes in Finance: Pricing Financial Derivatives
7. Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
8. A Levy Process-based Framework for the Fair Valuation of Participating Life Insurance Contracts
9. The Pricing of Options and Corporate Liabilities
10. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

Their papers

• On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (2010) — 47 citations