Items where Author is "Eberlein, E."
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Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R. (2021). Fourier based methods for the management of complex life insurance products. Insurance: Mathematics and Economics, 101(B), pp. 320-341. doi: 10.1016/j.insmatheco.2021.08.009
Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R. (2019). Variable annuities in a Lévy-based hybrid model with surrender risk. Quantitative Finance, 20(5), pp. 867-886. doi: 10.1080/14697688.2019.1687929