User profiles for P. Hieber

Peter Hieber

Université de Lausanne, HEC Lausanne
Verified email at unil.ch
Cited by 463

[HTML][HTML] Forgetting is regulated via Musashi-mediated translational control of the Arp2/3 complex

…, M Fastenrath, BG Fenyves, P Hieber, P Demougin… - Cell, 2014 - cell.com
… as the P nmr-1 - and P rig-3 -driven msi-1 cDNA rescued the memory phenotype of msi-1(lf)
mutants (Figures 2H, 2J, and 2K), whereas no rescue was observed when using P lim-4 or P

Tonuity: A novel individual-oriented retirement plan

A Chen, P Hieber, JK Klein - ASTIN Bulletin: The Journal of the IAA, 2019 - cambridge.org
… The relative certainty equivalent is the number of tontines with net premium P[∞] … order to
receive the same expected discounted lifetime utility as from an annuity with net premium P[0] …

PKCα is genetically linked to memory capacity in healthy subjects and to risk for posttraumatic stress disorder in genocide survivors

…, E Hanser, A Heck, P Hieber… - Proceedings of the …, 2012 - National Acad Sciences
… of rs4790904 with memory for negative information (P = 0.028; Table 2). SNP … (P = 0.005;
Table 2), whereas the association with memory for neutral pictures was not significant (P = …

Constrained non-concave utility maximization: An application to life insurance contracts with guarantees

A Chen, P Hieber, T Nguyen - European Journal of Operational Research, 2019 - Elsevier
We study a problem of non-concave utility maximization under a fair pricing constraint. The
framework finds many applications in, for example, the optimal design of managerial …

Modern life-care tontines

P Hieber, N Lucas - ASTIN Bulletin: The Journal of the IAA, 2022 - cambridge.org
The tendency of insurance providers to refrain from offering long-term guarantees on
investment or mortality risk has shifted attention to mutual risk pooling schemes like (modern) …

[HTML][HTML] Randomization and the valuation of guaranteed minimum death benefits

G Deelstra, P Hieber - European Journal of Operational Research, 2023 - Elsevier
In this article, we focus on death-linked contingent claims (GMDBs) paying a random
financial return at a random time of death in the general case where financial returns follow a …

[HTML][HTML] Optimal retirement products under subjective mortality beliefs

A Chen, P Hieber, M Rach - Insurance: Mathematics and Economics, 2021 - Elsevier
… First, a tontine’s perceived attractiveness decreases in the conditional survival curve t P ̂ x
… of t P ̂ x relative to the insurer’s conditional survival curve (that is if t P ̂ x < t P x = e − ∫ 0 t …

Mortality credits within large survivor funds

M Denuit, P Hieber, CY Robert - ASTIN Bulletin: The Journal of the …, 2022 - cambridge.org
… The number of possible contributions p in this predefined menu {b1, ... , bp} does not vary …
any p but diversification is better and the proposed approximations are more accurate when p

A note on first-passage times of continuously time-changed Brownian motion

P Hieber, M Scherer - Statistics & Probability Letters, 2012 - Elsevier
The probability of a Brownian motion with drift to remain between two constant barriers (for
some period of time) is known explicitly. In mathematical finance, this and related results are …

Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method

…, P Devolder, K Gnameho, P Hieber - ASTIN Bulletin: The …, 2020 - cambridge.org
… Under the real-world measure P, we assume that financial and actuarial risks are … 1) of the
difference between the fund value and the premium P accrued at the technical interest rate i (if …