Andreas Reuß

Demography · 2012

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Demography — 5 citations into it; #2,990 of 4,236 by trust here, #3,993 by citations
• Economics and Econometrics — 5 citations into it; #18,446 of 23,481 by trust here, #22,774 by citations

Whom Andreas Reuß trusts overall

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

1. Daniel Bauer
2. Paul Glasserman
3. Jem N. Corcoran
4. Katharina Zaglauer
5. Rüdiger Kiesel

Who trusts Andreas Reuß overall

1. Guojun Gan

Papers from Andreas Reuß's perspective

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

1. Monte Carlo Methods in Financial Engineering
2. Risk-neutral valuation of participating life insurance contracts
3. Modelling Extremal Events for Insurance and Finance
4. Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
5. On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. Solvency II: stability problems with the SCR aggregation formula
7. Fair valuation of path-dependent participating life insurance contracts
8. A Theory for the Term Structure of Interest Rates
9. Valuing American Options by Simulation: A Simple Least-Squares Approach
10. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

Their papers

• On the Calculation of the Solvency Capital Requirement Based on Nested Simulations (2012) — 94 citations