| Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method G Deelstra, P Devolder, K Gnameho, P Hieber ASTIN Bulletin: The Journal of the IAA 50 (3), 709-742, 2020 | 20 | 2020 |
| Valuation of hybrid financial and actuarial products in life insurance: a universal 3-step method G Deelstra, P Devolder, K Gnameho, P Hieber Available at SSRN 3307061, 2019 | 4 | 2019 |
| A regress-later algorithm for backward stochastic differential equations K Gnameho, M Stadje, A Pelsser arXiv preprint arXiv:1706.07986, 2017 | 4 | 2017 |
| A Monte Carlo method for backward stochastic differential equations with Hermite martingales A Pelsser, K Gnameho Monte Carlo Methods and Applications 25 (1), 37-60, 2019 | 2 | 2019 |
| Numerical solution of backward stochastic differential equations and volatility risk premium KK Gnameho | 2 | 2016 |
| Modeling variance risk premium K Gnameho, J Kanniainen, Y Yue Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2017 | 1 | 2017 |
| A gradient method for high-dimensional BSDEs K Gnameho, M Stadje, A Pelsser Monte Carlo Methods and Applications, 2024 | | 2024 |
| A Sequential Monte Carlo Algorithm for Partially Observed Diffusions | | 2022 |
| A Gradient Method for high-dimensional Backward Stochastic Differential Equations K Gnameho, M Stadje, A Pelsser Preprint, 2022 | | 2022 |
| Modeling volatility risk premium KK Gnameho, J Kanniainen, Y Yue We are proud to present the Book of Abstracts of the contributions accepted …, 2017 | | 2017 |
| Numerical Solution for Backward SDEs: A Regression Later Algorithm K Gnameho, M Stadje, A Pelsser Available at SSRN 2701798, 2015 | | 2015 |
| Fourier-Hermite Expansion Algorithm for Backward SDEs K Gnameho, A Pelsser Available at SSRN 2701768, 2015 | | 2015 |
| Deelstra, G., Devolder, P., Gnameho, K. and P. Hieber VOFH FINANCIAL Astin Bulletin 1, 34, 0 | | |
Antoon PelsserProfessor of Finance and Actuarial Science, Maastricht UniversityVerified email at maastrichtuniversity.nl
