Jochen Ruß

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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!

PublicationDate of PublicationType
What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products
European Actuarial Journal
2024-02-21Paper
Cross-subsidizing effects between existing and new policyholders in traditional life insurance
European Actuarial Journal
2023-07-13Paper
Return smoothing in life insurance from a client perspective
Insurance Mathematics & Economics
2021-11-19Paper
It takes two: why mortality trend modeling is more than modeling one mortality trend
Insurance Mathematics & Economics
2021-07-06Paper
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Insurance Mathematics & Economics
2021-07-06Paper
Asymmetric information in secondary insurance markets: evidence from the life settlements market
Quantitative Economics
2021-06-03Paper
Annuitization behavior: tax incentives vs. product design
ASTIN Bulletin
2020-02-05Paper
Annuitization behavior: tax incentives vs. product design
ASTIN Bulletin
2020-02-05Paper
Evaluating life expectancy evaluations
North American Actuarial Journal
2018-06-20Paper
Equity-linked life insurance based on traditional products: the case of select products
European Actuarial Journal
2018-01-12Paper
Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees
European Actuarial Journal
2018-01-12Paper
Risk analysis of annuity conversion options in a stochastic mortality environment
ASTIN Bulletin
2014-06-11Paper
On the pricing of longevity-linked securities
Insurance Mathematics & Economics
2012-02-10Paper
Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches
Insurance Mathematics & Economics
2011-08-01Paper
A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
ASTIN Bulletin
2009-06-25Paper
Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
Insurance Mathematics & Economics
2008-08-18Paper
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2008-01-11Paper
Implicit options in life insurance contracts
Blätter der DGVFM
2007-10-30Paper
Implicit options in life insurance contracts
Blätter der DGVFM
2007-10-30Paper
The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
Insurance Mathematics & Economics
2007-02-19Paper
Risk-neutral valuation of participating life insurance contracts
Insurance Mathematics & Economics
2006-10-31Paper
Arithmetic averaging equity-linked life insurance policies in Germany
Insurance Mathematics & Economics
2000-03-30Paper
Unterscheidungskriterium Partizipationssatz bei der Aktienindexgebundenen Lebensversicherung
Blätter der DGVFM
1999-04-08Paper


Research outcomes over time


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