Ernst Eberlein
Albert-Ludwigs-Universität Freiburg
H-index: 33
Europe-Germany
Top articles of Ernst Eberlein
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Ruin probabilities for a Sparre Andersen model with investments | Stochastic Processes and their Applications | Ernst Eberlein Yuri Kabanov Thorsten Schmidt | 2022/2/1 |
Fourier based methods for the management of complex life insurance products | Insurance: Mathematics and Economics | Laura Ballotta Ernst Eberlein Thorsten Schmidt Raghid Zeineddine | 2021/11/1 |
Multiple curve Lévy forward price model allowing for negative interest rates | Mathematical Finance | Ernst Eberlein Christoph Gerhart Zorana Grbac | 2020/1 |
A multiple curve Lévy swap market model | Applied Mathematical Finance | Ernst Eberlein Christoph Gerhart Eva Lütkebohmert | 2020/9/2 |
Variable annuities in a Lévy-based hybrid model with surrender risk | Quantitative Finance | Laura Ballotta Ernst Eberlein Thorsten Schmidt Raghid Zeineddine | 2020/5/3 |
