Peter Hieber

478 total citations
29 papers, 284 citations indexed

About

Peter Hieber is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, Peter Hieber has authored 29 papers receiving a total of 284 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 20 papers in Demography and 13 papers in Economics and Econometrics. Recurrent topics in Peter Hieber's work include Insurance, Mortality, Demography, Risk Management (20 papers), Stochastic processes and financial applications (17 papers) and Insurance and Financial Risk Management (11 papers). Peter Hieber is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (20 papers), Stochastic processes and financial applications (17 papers) and Insurance and Financial Risk Management (11 papers). Peter Hieber collaborates with scholars based in Germany, Switzerland and Belgium. Peter Hieber's co-authors include An Chen, Matthias Scherer, Thai Nguyen, Nathalie Lucas, Griselda Deelstra, Ralf Korn, Ralf Werner, Michel Denuit, Christian Y. Robert and Pierre Devolder and has published in prestigious journals such as European Journal of Operational Research, Journal of Computational and Applied Mathematics and Journal of Empirical Finance.

In The Last Decade

Peter Hieber

26 papers receiving 261 citations

Peers

Peter Hieber

DEMOG

FINAN

ACCOU

GHP

Zongxia Liang China

Pierre‐François Koehl France

Marilena Sibillo Italy

Bong‐Gyu Jang South Korea

Zongxia Liang China

Fulvio Ortu Italy

David Schrager Netherlands

Hal W. Pedersen United States

Ricardo Josa‐Fombellida Spain

Marcel Rindisbacher United States

Zongxia Liang China

Peter Hieber

337 ×1.8

DEMOG

321 ×2.4

FINAN

160 ×1.3

163 ×1.9

ACCOU

47 ×0.7

GHP

Citations per year, relative to Peter Hieber Peter Hieber (= 1×) peers Zongxia Liang

Countries citing papers authored by Peter Hieber

Since Specialization

Citations

This map shows the geographic impact of Peter Hieber's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter Hieber with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Hieber more than expected).

Fields of papers citing papers by Peter Hieber

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Hieber. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter Hieber. The network helps show where Peter Hieber may publish in the future.

Co-authorship network of co-authors of Peter Hieber

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Hieber. A scholar is included among the top collaborators of Peter Hieber based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Peter Hieber. Peter Hieber is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Hieber, Peter, et al.. (2024). Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model. European Actuarial Journal. 14(3). 905–928.

Denuit, Michel, Jan Dhaene, Runhuan Feng, Peter Hieber, & Christian Y. Robert. (2024). Decentralized insurance: On the popularity of tontines and peer-to-peer (P2P) insurance schemes. Annals of Actuarial Science. 18(2). 237–241.

Deelstra, Griselda & Peter Hieber. (2023). Randomization and the valuation of guaranteed minimum death benefits. European Journal of Operational Research. 309(3). 1218–1236. 6 indexed citations

Hieber, Peter, et al.. (2023). Analyzing the interest rate risk of equity-indexed annuities via scenario matrices. Insurance Mathematics and Economics. 114. 15–28. 2 indexed citations

Deelstra, Griselda & Peter Hieber. (2022). Randomization and the Valuation of Guaranteed Minimum Death Benefits. SSRN Electronic Journal. 2 indexed citations

Deelstra, Griselda, et al.. (2020). VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD. Astin Bulletin. 50(3). 709–742. 11 indexed citations

Hieber, Peter, et al.. (2019). Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios. Scandinavian Actuarial Journal. 2019(6). 478–507. 15 indexed citations

Chen, An, et al.. (2018). TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN. Astin Bulletin. 49(1). 5–30. 49 indexed citations

Chen, An, Peter Hieber, & Thai Nguyen. (2018). Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. European Journal of Operational Research. 273(3). 1119–1135. 27 indexed citations

10.

Hieber, Peter. (2017). Pricing exotic options in a regime switching economy: a Fourier transform method. Review of Derivatives Research. 21(2). 231–252. 13 indexed citations

11.

Hieber, Peter. (2016). Cliquet-Style Return Guarantees in a Regime Switching LLvy Model. SSRN Electronic Journal. 1 indexed citations

12.

Chen, An & Peter Hieber. (2016). OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION. Astin Bulletin. 46(3). 605–626. 15 indexed citations

13.

Hieber, Peter, Ralf Korn, & Matthias Scherer. (2015). Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees. European Actuarial Journal. 5(1). 11–28. 17 indexed citations

14.

Hieber, Peter. (2014). First-passage times of regime switching models. Statistics & Probability Letters. 92. 148–157. 1 indexed citations

15.

Escobar, Marcos, Peter Hieber, & Matthias Scherer. (2013). Efficiently pricing double barrier derivatives in stochastic volatility models. Review of Derivatives Research. 17(2). 191–216. 5 indexed citations

16.

Hieber, Peter. (2013). First-exit times and their applications in default risk management. mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich). 1 indexed citations

17.

Hieber, Peter, et al.. (2013). Double-barrier first-passage times ofjump-diffusion processes. Monte Carlo Methods and Applications. 19(2). 107–141. 9 indexed citations

18.

Braun, Reiner, et al.. (2011). The Risk Appetite of Private Equity Sponsors. SSRN Electronic Journal. 2 indexed citations

19.

Braun, Reiner, et al.. (2011). The risk appetite of private equity sponsors. Journal of Empirical Finance. 18(5). 815–832. 5 indexed citations

20.

Hieber, Peter & Matthias Scherer. (2010). Efficiently pricing barrier options in a Markov-switching framework. Journal of Computational and Applied Mathematics. 235(3). 679–685. 20 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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