Maria Aragona, Sascha Günther, Peter Hieber (2025): Efficiently computing annuity conversion factors via feed-forward neural networks. Annals of Actuarial Science, Vol. 19:2, pp. 304-316. 🔗
Sascha Günther, Peter Hieber (2024): Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model. European Actuarial Journal. Vol. 14, pp. 905–928. 🔗
Sascha Günther, Peter Hieber (2024): Analyzing the interest rate risk of equity-indexed annuities via scenario matrices, Insurance: Mathematics and Economics, Vol. 114, pp. 15-28. 🔗