Frank Schiller

MunichRe

Head Actuarial & Pricing

Königinstr. 107

Munich, 80802

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

713

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Temperature Models for Pricing Weather Derivatives

Quantitative Finance, Vol.12, No. 3, March 2012, 489-500
Number of pages: 24 Posted: 11 Oct 2008 Last Revised: 18 May 2012
Frank Schiller, Gerold Seidler and Maximilian Wimmer
MunichRe, affiliation not provided to SSRN and University of Regensburg
Downloads 491 (59,238)
Citation 3

Abstract:

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Weather derivatives, temperature, heating degree days, cooling degree days, daily simulation

2.

Asset-Liability Management for Long-Term Insurance Business

Swiss Finance Institute Research Paper No. 17-69
Number of pages: 18 Posted: 21 Dec 2017 Last Revised: 09 Jan 2018
University of Lausanne, University of Alabama, Swiss Federal Institute of Technology Zurich, Ecole Polytechnique Fédérale de Lausanne, University of Zurich - Department of Banking and Finance, University of Kaiserslautern - Department of Mathematics, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA), Maastricht University, MunichRe, University of Muenster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Downloads 221 (143,831)
Citation 4

Abstract:

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asset-liability management, long-term insurance, valuation, insurance products, investments, models

3.

Exploring Space, Exploiting Opportunities

Journal of Industrial Ecology, Vol. 18, Issue 6, pp. 792-798, 2014
Number of pages: 7 Posted: 14 Dec 2014
MunichRe, University of Surrey, University of Surrey, The Green House and SevernNet
Downloads 1 (675,705)
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Abstract:

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eco‐industrial park (EIP), geographic proximity, geography, networks, industrial ecology, industrial symbiosis