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Christian Hilpert

Personal Details

First Name:Christian
Middle Name:
Last Name:Hilpert
Suffix:
RePEc Short-ID:phi166
[This author has chosen not to make the email address public]
http://www.christianhilpert.de
Lingnan College, Sun Yat-sen University Xingang Xi Road 135 510275 Guangzhou China
Terminal Degree:2014 Wirtschaftswissenschaftlicher Fachbereich; Rheinische Friedrich-Wilhelms-Universität Bonn (from RePEc Genealogy)

Affiliation

Department of Finance
Lingnan (University) College
Sun Yat-Sen University

Guangzhou, China
http://lingnan.sysu.edu.cn/jiaoxue/csx.asp
RePEc:edi:dfsuncn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hilpert, Christian & Li, Jing & Szimayer, Alexander, 2011. "The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees," Bonn Econ Discussion Papers 11/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).

Articles

  1. Christian Hilpert & Stefan Hirth & Alexander Szimayer, 2024. "The Information Value of Distress," Management Science, INFORMS, vol. 70(1), pages 78-97, January.
  2. Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.
  3. Christian Hilpert, 2020. "The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(3), pages 665-687, September.
  4. Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).
  5. Christian Hilpert & Jing Li & Alexander Szimayer, 2014. "The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(4), pages 943-968, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hilpert, Christian & Li, Jing & Szimayer, Alexander, 2011. "The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees," Bonn Econ Discussion Papers 11/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).

    Cited by:

    1. Anne MacKay & Maciej Augustyniak & Carole Bernard & Mary R. Hardy, 2017. "Risk Management of Policyholder Behavior in Equity-Linked Life Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 661-690, June.
    2. Pavel V. Shevchenko & Xiaolin Luo, 2016. "A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework," Risks, MDPI, vol. 4(3), pages 1-31, July.
    3. Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.
    4. Pavel V. Shevchenko & Xiaolin Luo, 2016. "A unified pricing of variable annuity guarantees under the optimal stochastic control framework," Papers 1605.00339, arXiv.org.
    5. Lu Yu & Jiang Cheng & Tzuting Lin, 2019. "Life insurance lapse behaviour: evidence from China," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(4), pages 653-678, October.

Articles

  1. Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.

    Cited by:

    1. Fu-Wei Huang & Panpan Lin & Jyh-Horng Lin & Ching-Hui Chang, 2023. "The impact of war on insurer safety: a contingent claim model analysis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-6, December.

  2. Christian Hilpert, 2020. "The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(3), pages 665-687, September.

    Cited by:

    1. Tiziano De Angelis & Alessandro Milazzo & Gabriele Stabile, 2024. "On variable annuities with surrender charges," Papers 2405.02115, arXiv.org.
    2. Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.

  3. Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).

    Cited by:

    1. Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021. "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, vol. 103(C).
    2. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
    3. Jin, Xiaoye, 2021. "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    4. Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2022. "Skewness Expectations and Portfolio Choice," CRC TR 224 Discussion Paper Series crctr224_2022_333, University of Bonn and University of Mannheim, Germany.
    5. Xiaoye Jin, 2022. "Evaluating the predictive power of intraday technical trading in China's crude oil market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1416-1432, November.
    6. Jin, Xiaoye, 2022. "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    7. Vicky Henderson & Saul Jacka & Ruiqi Liu, 2021. "The Support and Resistance Line Method: An Analysis via Optimal Stopping," Papers 2103.02331, arXiv.org.

  4. Christian Hilpert & Jing Li & Alexander Szimayer, 2014. "The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(4), pages 943-968, December.
    See citations under working paper version above.

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