Stefan Graf

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
Cross-subsidizing effects between existing and new policyholders in traditional life insurance European Actuarial Journal	2023-07-13	Paper
Measuring profitability of life insurance products under Solvency II European Actuarial Journal	2022-01-14	Paper
Multi-year analysis of solvency capital in life insurance European Actuarial Journal	2022-01-14	Paper
A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio European Actuarial Journal	2021-12-17	Paper
A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes European Actuarial Journal	2021-01-20	Paper
PRIIP-KID: appearances are deceiving or why to expect the unexpected in a generic KID for multiple option products European Actuarial Journal	2021-01-20	Paper
Discussion on: ``Yield curve shapes of Vasiçek interest rate models, measure transformations and an application for the simulation of pension products European Actuarial Journal	2020-11-04	Paper
PRIIP-KID: \(\mathrm{\underline {p}}\)roviding \(\mathrm{\underline{r}}\)etail \(\mathrm{\underline{i}}\)nvestors with \(\mathrm{\underline{i}}\)nappropriate \(\mathrm{\underline{p}}\)roduct information? European Actuarial Journal	2020-03-06	Paper
Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches Insurance Mathematics & Economics	2011-08-01	Paper
Hedging of guaranteed maturity benefits in unit-linked life insurance Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)	2010-06-21	Paper

Research outcomes over time

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