| Tonuity: A novel individual-oriented retirement plan A Chen, P Hieber, J Klein ASTIN Bulletin 49 (1), 5-30, 2019 | 36 | 2019 |
| A note on first-passage times of continuously time-changed Brownian motion P Hieber, M Scherer Statistics & Probability Letters 82 (1), 165-172, 2012 | 28 | 2012 |
| Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees P Hieber, R Korn, M Scherer European Actuarial Journal 5 (1), 11-28, 2015 | 22 | 2015 |
| Constrained non-concave utility maximization: An application to life insurance contracts with guarantees A Chen, P Hieber, T Nguyen European Journal of Operational Research 273 (3), 1119-1135, 2019 | 19 | 2019 |
| Efficiently pricing barrier options in a Markov-switching framework P Hieber, M Scherer Journal of Computational and Applied Mathematics 235 (3), 679-685, 2010 | 15 | 2010 |
| Fair Valuation of Cliquet-Style Return Guarantees in (Homogeneous and) Heterogeneous Life Insurance Portfolios P Hieber, J Natolski, R Werner Scandinavian Actuarial Journal, forthcoming, 2019 | 12 | 2019 |
| Optimal Asset Allocation in Life Insurance: The Impact of Regulation A Chen, P Hieber ASTIN Bulletin 46 (3), 605-626, 2016 | 12 | 2016 |
| Pricing exotic options in a regime switching economy: a Fourier transform method P Hieber Review of Derivatives Research 21 (2), 231-252, 2018 | 10 | 2018 |
| Cliquet-style return guarantees in a regime switching Lévy model P Hieber Insurance: Mathematics and Economics 72, 138-147, 2017 | 10 | 2017 |
| First-passage times of regime switching models P Hieber Statistics & Probability Letters 92, 148-157, 2014 | 10 | 2014 |
| The risk appetite of private equity sponsors R Braun, N Engel, P Hieber, R Zagst Journal of Empirical Finance 18 (5), 815-832, 2011 | 8 | 2011 |
| Double-barrier first-passage times of jump-diffusion processes L Fernández, P Hieber, M Scherer Monte Carlo Methods and Applications 19 (2), 107-141, 2013 | 7 | 2013 |
| A correction note on: When the “Bull” meets the “Bear”—A first passage time problem for a hidden Markov process P Hieber Methodology and Computing in Applied Probability 16 (3), 771-776, 2014 | 6 | 2014 |
| Efficiently pricing double barrier derivatives in stochastic volatility models M Escobar, P Hieber, M Scherer Review of Derivatives Research 17 (2), 191-216, 2014 | 6 | 2014 |
| Optimal retirement products under subjective mortality beliefs A Chen, P Hieber, M Rach Insurance: Mathematics and Economics, 2020 | 4 | 2020 |
| Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method G Deelstra, P Devolder, K Gnameho, P Hieber ASTIN Bulletin: The Journal of the IAA 50 (3), 709-742, 2020 | 3* | 2020 |
| Modeling credit portfolio derivatives, including both a default and a prepayment feature P Hieber, M Scherer Applied Stochastic Models in Business and Industry 29 (5), 479-495, 2013 | 2 | 2013 |
| Portfolio optimization in a multidimensional structural-default model with a focus on private equity M Escobar, P Hieber, M Scherer, L Seco The Journal of Private Equity 15 (1), 26-35, 2011 | 1 | 2011 |
| Life-Care Tontines P Hieber, N Lucas Available at SSRN 3688386, 2020 | | 2020 |
| Regulatory measures for distressed insurance undertakings: a comparative study A Chen, P Hieber, L Lämmlein Scandinavian Actuarial Journal 2020 (1), 30-43, 2020 | | 2020 |
Matthias SchererTechnische Universität MünchenVerified email at tum.de
