R. Goschnick
Economics and Econometrics · 2008
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 9 citations into it
- Finance — 9 citations into it
- Demography — 8 citations into it
Whom R. Goschnick trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from R. Goschnick's perspective
Ordered by how strongly the researchers R. Goschnick trusts endorse each paper. Same corpus, a different order for every researcher.
- Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Numerical integration using sparse grids (Numerical Algorithms)
- The Pricing of Options and Corporate Liabilities
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Valuing Equity-Indexed Annuities
- Fair valuation of path-dependent participating life insurance contracts
- Catastrophe Risk Bonds
- Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates
- Credit Risk: Modeling, Valuation And Hedging
- Random number generation and Quasi-Monte Carlo methods