Eric R. Ulm

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet Insurance Mathematics & Economics	2024-09-18	Paper
An overview of exact solution methods for guaranteed minimum death benefit options in variable annuities Proceedings of the Forum "Math-for-Industry" 2018	2024-04-03	Paper
Analytic valuation of GMDB options with utility based asset allocation Scandinavian Actuarial Journal	2022-10-26	Paper
Policyholder exercise behavior in life insurance: the state of affairs North American Actuarial Journal	2019-05-28	Paper
On the interaction between transfer restrictions and crediting strategies in guaranteed funds North American Actuarial Journal	2019-05-28	Paper
Eliciting subjective probability distributions with binary lotteries Economics Letters	2015-09-29	Paper
Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance Insurance Mathematics & Economics	2015-05-26	Paper
Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws Insurance Mathematics & Economics	2015-01-28	Paper
Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits Insurance Mathematics & Economics	2014-04-25	Paper
The effect of policyholder transfer behavior on the value of guaranteed minimum death benefits North American Actuarial Journal	2011-08-23	Paper
Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws ASTIN Bulletin	2009-06-25	Paper
scientific article; zbMATH DE number 2148143 (Why is no real title available?)	2005-03-21	Paper

Research outcomes over time

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