Risk-neutral valuation of real estate derivatives

D Van Bragt, MK Francke, SN Singor… - Journal of …, 2015 - cris.maastrichtuniversity.nl
Despite the importance of residential real estate as both an asset class for investors and as
a source of" housing services" for individual home owners, as well as the relatively high …

Pricing inflation products with stochastic volatility and stochastic interest rates

SN Singor, LA Grzelak, DDB van Bragt… - Insurance: Mathematics …, 2013 - Elsevier
We consider a Heston type inflation model in combination with a Hull–White model for nominal
and real interest rates, in which all the correlations can be non-zero. Due to the presence …

On the modelling of nested risk-neutral stochastic processes with applications in insurance

SN Singor, A Boer, JSC Alberts… - Applied Mathematical …, 2017 - Taylor & Francis
We propose a modelling framework for risk-neutral stochastic processes nested in a real-world
stochastic process. The framework is important for insurers that deal with the valuation of …

Approximation of insurance liability contracts using radial basis functions

SN Singor, E Schols, CW Oosterlee - International Journal of …, 2019 - Taylor & Francis
We introduce the Option Interpolation Model (OIM) for accurate approximation of embedded
option values in insurance liabilities. Accurate approximation is required for ex-ante risk …

[PDF][PDF] Efficient Simulation and Valuation of Embedded Options using Monte Carlo Simulations

S Singor, O Finance, ICW Oosterlee… - 2009 - Citeseer
Market valuation of insurance liabilities is becoming more and more important in the insurance
and pension industry. This development is mainly due to new accounting standards (…

[BOOK][B] Snatching and keeping: the motif of taking in Spartan culture

S Link - 2004 - torrossa.com
In Sparta, snatching was highly esteemed–so much so that our ancient informants were
themselves impressed by it. There is no need to enlarge upon the custom of taking and using …

Reappraising the Narrative of Dato Mogul and Singora's Early History

BJQ Khoo, GH Dalrymple - … : Trans-Regional and-National Studies of …, 2023 - cambridge.org
This article surveys and analyses the available materials on Dato Mogul, the putative first
ruler of Singora (present-day Songkhla) in the early seventeenth century. It argues that the …

[HTML][HTML] Between ℙ and ℚ: The ℙ Measure for Pricing in Asset Liability Management

MTP Van Dijk, CSL De Graaf… - Journal of Risk and …, 2018 - mdpi.com
Insurance companies issue guarantees that need to be valued according to the market
expectations. By calibrating option pricing models to the available implied volatility surfaces, one …

[BOOK][B] Euro-Par 2015: Parallel Processing Workshops: Euro-Par 2015 International Workshops, Vienna, Austria, August 24-25, 2015, Revised Selected Papers

S Hunold, A Costan, D Giménez, A Iosup, L Ricci… - 2015 - books.google.com
This book constitutes the thoroughly refereed post-conference proceedings of 12 workshops
held at the 21st International Conference on Parallel and Distributed Computing, Euro-Par …

The Sarcophagus of Louis the Pious at Metz: A Roman Memory Reused

G Noga-Banai - Frühmittelalterliche Studien, 2011 - degruyter.com
The Emperor Louis the Pious (born 778) drew his last breath on 20 June 840 on the island
of Petersau in the Rhine, in the presence of his half-brother, Bishop Drogo (823–855), who …