| Publication | Date of Publication | Type |
|---|
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 | 2024-02-21 | Paper |
Cross-subsidizing effects between existing and new policyholders in traditional life insurance European Actuarial Journal | 2023-07-13 | Paper |
Return smoothing in life insurance from a client perspective Insurance Mathematics & Economics | 2021-11-19 | Paper |
It takes two: why mortality trend modeling is more than modeling one mortality trend Insurance Mathematics & Economics | 2021-07-06 | Paper |
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging Insurance Mathematics & Economics | 2021-07-06 | Paper |
Asymmetric information in secondary insurance markets: evidence from the life settlements market Quantitative Economics | 2021-06-03 | Paper |
Annuitization behavior: tax incentives vs. product design ASTIN Bulletin | 2020-02-05 | Paper |
Annuitization behavior: tax incentives vs. product design ASTIN Bulletin | 2020-02-05 | Paper |
Evaluating life expectancy evaluations North American Actuarial Journal | 2018-06-20 | Paper |
Equity-linked life insurance based on traditional products: the case of select products European Actuarial Journal | 2018-01-12 | Paper |
Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees European Actuarial Journal | 2018-01-12 | Paper |
Risk analysis of annuity conversion options in a stochastic mortality environment ASTIN Bulletin | 2014-06-11 | Paper |
On the pricing of longevity-linked securities Insurance Mathematics & Economics | 2012-02-10 | Paper |
Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches Insurance Mathematics & Economics | 2011-08-01 | Paper |
A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities ASTIN Bulletin | 2009-06-25 | Paper |
Enhanced annuities and the impact of individual underwriting on an insurer's profit situation Insurance Mathematics & Economics | 2008-08-18 | Paper |
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) | 2008-01-11 | Paper |
Implicit options in life insurance contracts Blätter der DGVFM | 2007-10-30 | Paper |
Implicit options in life insurance contracts Blätter der DGVFM | 2007-10-30 | Paper |
The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies Insurance Mathematics & Economics | 2007-02-19 | Paper |
Risk-neutral valuation of participating life insurance contracts Insurance Mathematics & Economics | 2006-10-31 | Paper |
Arithmetic averaging equity-linked life insurance policies in Germany Insurance Mathematics & Economics | 2000-03-30 | Paper |
Unterscheidungskriterium Partizipationssatz bei der Aktienindexgebundenen Lebensversicherung Blätter der DGVFM | 1999-04-08 | Paper |