Peter Hieber

TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN

An Chen, Peter Hieber, Jakob K. Klein · Astin Bulletin · 2018 · 85 citations · Full text

Aging, Income Security, Retirement Decumulation +20

Constrained non-concave utility maximization: An application to life insurance contracts with guarantees

An Chen, Peter Hieber, Thai Nguyen · European Journal of Operational Research · 2018 · 46 citations

Mathematical Programming, Insurance, Economics +13

Optimal retirement products under subjective mortality beliefs

An Chen, Peter Hieber, Manuel Rach · Insurance Mathematics and Economics · 2020 · 38 citations · Full text

Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees

Peter Hieber, Ralf Korn, Matthias Scherer · European Actuarial Journal · 2015 · 27 citations

Public Policy, Economics, Low Interest Rates +10

VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD

Griselda Deelstra, Pierre Devolder, Kossi Gnameho et al. · Astin Bulletin · 2020 · 27 citations · Full text

Corresponding Hedging, Portfolio Optimization, Asset Pricing +12