Browsing All of EconStor by Author Szimayer, Alexander
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2001 | Alternative Model Specifications for Implied Volatility Measured by the German VDAX | Wagner, Niklas; Szimayer, Alexander |
2005 | A limit theorem for copulas | Lindner, Alexander M.; Szimayer, Alexander |
2010 | The effect of policyholders' rationality on unit-linked life insurance contracts with surrender guarantees | Li, Jing; Szimayer, Alexander |
2010 | The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts | Li, Jing; Szimayer, Alexander |
2011 | The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees | Hilpert, Christian; Li, Jing; Szimayer, Alexander |
2017 | The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation | Fan, Yuguang; Griffin, Philip S.; Maller, Ross; Szimayer, Alexander; Wang, Tiandong |
2021 | Self-respecting worker in the gig economy: A dynamic principal-agent model | Bihary, Zsolt; Csóka, Péter; Kerényi, Péter; Szimayer, Alexander |