Frank Bosserhoff

d-fine (Germany) — Germany

Economics, Econometrics and Finance · Social Sciences

2h-index12citations11works0.02yr avg
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Research Topics

Stochastic processes and financial applications(10), Insurance, Mortality, Demography, Risk Management(7), Financial Risk and Volatility Modeling(5), Financial Literacy, Pension, Retirement Analysis(4), Financial Markets and Investment Strategies(2)

Publications11 total

Robustness of Delta Hedging in a Jump-Diffusion Model
SIAM Journal on Financial Mathematics·2023· 2 cited
Time Consistency in Optimal Retirement Planning
SSRN Electronic Journal·2023Open Access
On the investment strategies in occupational pension plans
Quantitative Finance·2021· 7 cited
On the Investment Strategies in Occupational Pension Plans
arXiv (Cornell University)·2021Open Access
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Insurance Mathematics and Economics·2021· 3 cited
On The Investment Strategies in Occupational Pension Plans
SSRN Electronic Journal·2021Open Access
Robustness of Delta Hedging in a Jump-Diffusion Model
arXiv (Cornell University)·2019Open Access
Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model
arXiv (Cornell University)·2019Open Access
Mean-variance hedging of unit linked life insurance contracts in a\n jump-diffusion model
arXiv (Cornell University)·2019Open Access
Portfolio selection, delta hedging and robustness in Brownian and jump-diffusion models
2019Open Access
Derivative Pricing in Complete and Incomplete Markets
MaRBLe·2013Open Access

Frequent Co-authors

Mitja Stadje(8), Nils Sørensen(3), An Chen(3), A. Chen(1), Manuel Rach(1)