Daniel J. Bauer

Available identifiers

zbMath Open bauer.daniel-jMaRDI QIDQ823854

List of research outcomes

Publication	Date of Publication	Type
The Risk of a Mortality Catastrophe	2025-01-20	Paper
Enhancing measurement validity in diverse populations: Modern approaches to evaluating differential item functioning	2024-01-30	Paper
Modeling the Risk in Mortality Projections	2022-09-19	Paper
A least-squares Monte Carlo approach to the estimation of enterprise risk	2022-07-05	Paper
A deep learning algorithm for high-dimensional exploratory item factor analysis	2021-12-16	Paper
Asymmetric information in secondary insurance markets: Evidence from the life settlements market	2021-06-03	Paper
Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices	2021-04-28	Paper
Policyholder Exercise Behavior in Life Insurance: The State of Affairs	2019-05-28	Paper
A Cautionary Note on Natural Hedging of Longevity Risk	2019-05-15	Paper
Dynamic capital allocation with irreversible investments	2019-03-28	Paper
Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities *	2018-11-09	Paper
Evaluating Life Expectancy Evaluations	2018-06-20	Paper
On the Calculation of the Solvency Capital Requirement Based on Nested Simulations	2013-12-12	Paper
Modeling the Forward Surface of Mortality	2013-01-25	Paper
On the pricing of longevity-linked securities	2012-02-10	Paper
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View	2010-06-21	Paper
A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities	2009-06-25	Paper
A note on comparing the estimates of models for cluster-correlated or longitudinal data with binary or ordinal outcomes	2009-04-16	Paper
Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment	2008-08-18	Paper
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies	2008-01-11	Paper
Risk-neutral valuation of participating life insurance contracts	2006-10-31	Paper
Topology aggregation for combined additive and restrictive metrics	2006-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3045164	2004-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q4428440	2003-09-15	Paper

Research outcomes over time

This page was built for person: Daniel J. Bauer