Hato Schmeiser

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
Life insurance surrender and liquidity risks Quantitative Finance	2022-05-27	Paper
“Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value,” By Michael Sherris And John van der Hoek, April 2006 North American Actuarial Journal	2022-01-10	Paper
The merits of pooling claims: mutual vs. stock insurers Insurance Mathematics & Economics	2021-07-06	Paper
Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage European Journal of Operational Research	2021-06-07	Paper
Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions North American Actuarial Journal	2019-06-18	Paper
The Liability Regime of Insurance Pools and Its Impact on Pricing North American Actuarial Journal	2019-05-07	Paper
On consumer preferences and the willingness to pay for term life insurance European Journal of Operational Research	2016-10-07	Paper
Stock vs. mutual insurers: who should and who does charge more? European Journal of Operational Research	2016-07-26	Paper
How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? Insurance Mathematics & Economics	2015-12-14	Paper
Optimal risk classification with an application to substandard annuities North American Actuarial Journal	2014-07-19	Paper
A performance analysis of participating life insurance contracts Insurance Mathematics & Economics	2014-04-10	Paper
Minimum standards for investment performance: a new perspective on non-life insurer solvency Insurance Mathematics & Economics	2012-02-10	Paper
A joint valuation of premium payment and surrender options in participating life insurance contracts Insurance Mathematics & Economics	2011-12-21	Paper
A management rule of thumb in property-liability insurance Operations Research Proceedings	2011-04-07	Paper
The influence of corporate taxes on pricing and capital structure in property-liability insurance Insurance Mathematics & Economics	2008-08-22	Paper

Research outcomes over time

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