B. Detzel
2005
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Whom B. Detzel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts B. Detzel overall
Papers from B. Detzel's perspective
Ordered by how strongly the researchers B. Detzel trusts endorse each paper. Same corpus, a different order for every researcher.
- SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK
- Arbitrage Theory in Continuous Time
- Individual Risk in an Investment-Based Social Security System
- Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
- Premium Calculation by Transforming the Layer Premium Density
- Non Mean Reverting Affine Processes for Stochastic Mortality
- Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
- A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING
- On systematic mortality risk and risk-minimization with survivor swaps
- On law invariant coherent risk measures
Their papers
- The Simple Analytics of a Pooled Annuity Fund (2005) — 167 citations