Alexander Kling

Finance · 2006–2011

A researcher in the Science corpus: 5 papers; trusts 16 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 26 citations into it; #6,650 of 10,518 by trust here, #8,309 by citations
• Demography — 22 citations into it; #819 of 4,236 by trust here, #1,712 by citations
• Economics and Econometrics — 20 citations into it; #7,099 of 23,481 by trust here, #13,168 by citations

Whom Alexander Kling trusts overall

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

1. Anna Rita Bacinello
2. Bjørn Eraker
3. N. H. Bingham
4. Paul Glasserman
5. Daniel Bauer
6. M. Milevsky
7. Rüdiger Kiesel
8. Anders Grosen
9. Antti J. Tanskanen
10. J. Barbarin

Who trusts Alexander Kling overall

1. Peter A. Forsyth
2. Kenneth R. Vetzal
3. Y. Huang
4. Guojun Gan
5. Daniel Bauer
6. Katharina Zaglauer
7. Andreas Richter

Papers from Alexander Kling's perspective

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

1. The Pricing of Options and Corporate Liabilities
2. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
3. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
4. Fair valuation of path-dependent participating life insurance contracts
5. Monte Carlo Methods in Financial Engineering
6. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
7. Minimum Rate of Return Guarantees: The Danish Case
8. Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option
9. Valuation and hedging of life insurance liabilities with systematic mortality risk
10. Financial valuation of guaranteed minimum withdrawal benefits

Their papers

• A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities (2008) — 331 citations
• Risk-neutral valuation of participating life insurance contracts (2006) — 100 citations
• The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities (2011) — 55 citations
• Risk analysis and valuation of life insurance contracts: Combining actuarial and financial approaches (2011) — 50 citations
• Buckling and postbuckling of stringer stiffened fibre composite curved panels – Tests and computations (2006) — 158 citations