Frank Schiller

MunichRe

Head Actuarial & Pricing

Königinstr. 107

Munich, 80802

Germany

SCHOLARLY PAPERS

2

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1,128

TOTAL CITATIONS

11

Scholarly Papers (2)

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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 574 (101,043)
Citation 4

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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
Hansjoerg Albrecher, Daniel Bauer, Paul Embrechts, Damir Filipović, Pablo Koch-Medina, Ralf Korn, Stéphane Loisel, Antoon Pelsser, Frank Schiller, Hato Schmeiser and Joël Wagner
University of Lausanne, University of Wisconsin-Madison, Swiss Federal Institute of Technology Zurich, École Polytechnique Fédérale de Lausanne (EPFL), University of Zurich - Department 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 Münster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Downloads 554 (105,559)
Citation 7

Abstract:

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