Daniel Bauer

University of Alabama

Dai-ichi Life Chair in Actuarial Science and Risk Management

361 Stadium Drive

Tuscaloosa, AL 35487

United States

SCHOLARLY PAPERS

5

DOWNLOADS

625

SSRN CITATIONS
Rank 30,541

SSRN RANKINGS

Top 30,541

in Total Papers Citations

7

CROSSREF CITATIONS

15

Scholarly Papers (5)

1.

The Marginal Cost of Risk, Risk Measures, and Capital Allocation

Number of pages: 41 Posted: 15 Mar 2011 Last Revised: 28 May 2013
Daniel Bauer and George H. Zanjani
University of Alabama and Georgia State University - Risk Management & Insurance Department
Downloads 267 (118,574)
Citation 11

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Capital Allocation, Risk Measure, Profit Maximization, Counterparty Risk Aversion

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 218 (145,331)
Citation 4

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

3.

Optimal Collateralization with Bilateral Default Risk

Number of pages: 54 Posted: 04 Sep 2013
Daniel Bauer, Enrico Biffis and Luz R. Sotomayor
University of Alabama, Imperial College Business School and Georgia State University - Department of Risk Management and Insurance
Downloads 136 (219,551)
Citation 2

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4.

Mortality Risk, Insurance, and the Value of Life

NBER Working Paper No. w25055
Number of pages: 61 Posted: 17 Sep 2018
Daniel Bauer, Darius Lakdawalla and Julian Reif
University of Alabama, University of Southern California and University of Illinois at Urbana-Champaign
Downloads 4 (644,790)
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5.

Coherent Pricing of Life Settlements Under Asymmetric Information

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 827-851, 2013
Number of pages: 26 Posted: 30 Aug 2013
Nan Zhu and Daniel Bauer
Pennsylvania State University - Smeal College of Business and University of Alabama
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