Eric Beutner

Maastricht School of Business and Economics

P.O. Box 616

Maastricht, 6200MD

Netherlands

  • Maastricht School of Business and Economics

SCHOLARLY PAPERS

2

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669

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1

CROSSREF CITATIONS

14

Scholarly Papers (2)

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1.

Theory and Validation of Replicating Portfolios in Insurance Risk Management

Number of pages: 31 Posted: 30 Jan 2015 Last Revised: 17 Apr 2016
Eric Beutner, Antoon Pelsser and Janina Schweizer
Maastricht School of Business and Economics, Maastricht University and Maastricht School of Business and Economics
Downloads 472 (112,441)
Citation 6

Abstract:

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Portfolio replication, Series estimation, Least Squares Monte Carlo, Least squares regression, participating life insurance policy

2.

Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo

Number of pages: 26 Posted: 21 Sep 2013 Last Revised: 02 Apr 2014
Eric Beutner, Antoon Pelsser and Janina Schweizer
Maastricht School of Business and Economics, Maastricht University and Maastricht School of Business and Economics
Downloads 197 (280,922)
Citation 13

Abstract:

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Least Squares Monte Carlo, Sieve estimator