Judith C. Schneider

University of Muenster - Finance Center Muenster

Universitatsstr. 14-16

Muenster, 48143

Germany

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 27,891

in Total Papers Downloads

1,241

CITATIONS
Rank 33,134

SSRN RANKINGS

Top 33,134

in Total Papers Citations

6

Scholarly Papers (10)

1.

Structured Life Insurance Products: A Survey

Number of pages: 19 Posted: 12 Sep 2012
Judith C. Schneider
University of Muenster - Finance Center Muenster
Downloads 238 (84,616)
Citation 1

Abstract:

variable annuities, ratchet, reset, surrender, risk management

2.

Robust Measurement of (Heavy-Tailed) Risks: Theory and Implementation

Number of pages: 37 Posted: 14 Oct 2013 Last Revised: 23 Mar 2015
Judith C. Schneider and Nikolaus Schweizer
University of Muenster - Finance Center Muenster and Tilburg School of Economics and Managemet
Downloads 201 (98,444)

Abstract:

Robustness, Model Risk, Worst-Case Risk, Risk Management, Kullback-Leibler Divergence, Divergence Estimation, Sequential Monte Carlo

3.

Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk

Number of pages: 36 Posted: 21 Dec 2012 Last Revised: 30 Dec 2013
Stefan Ankirchner, Judith C. Schneider and Nikolaus Schweizer
University of Bonn, University of Muenster - Finance Center Muenster and Tilburg School of Economics and Managemet
Downloads 176 (112,368)

Abstract:

Basis risk, least-squares Monte Carlo, liquidity risk, margin calls, model risk, periodic premia, variable annuities

4.

Variable Annuities and the Option to Seek Risk - Why Should You Diversify?

Number of pages: 45 Posted: 05 Jul 2010 Last Revised: 24 Apr 2012
Antje Brigitte Mahayni and Judith C. Schneider
Mercator School of Management and University of Muenster - Finance Center Muenster
Downloads 147 (154,449)
Citation 1

Abstract:

Guaranteed accumulation benefits, fair contracts, feasible contracts, background risk diversification, utility losses

5.

Minimum Return Guarantees, Investment Caps, and Investment Flexibility

Number of pages: 31 Posted: 18 Dec 2012 Last Revised: 21 Aug 2015
Antje Brigitte Mahayni and Judith C. Schneider
Mercator School of Management and University of Muenster - Finance Center Muenster
Downloads 92 (196,676)

Abstract:

Minimum Return Guarantees, Investment Caps, Investment Flexibility, Pareto efficient Contract Design

6.

On the Optimal Design of Insurance Contracts with Guarantees

Insurance: Mathematics and Economics, Vol. 4, 2010
Number of pages: 25 Posted: 01 Jul 2010 Last Revised: 04 Jul 2010
Nicole Branger, Antje Brigitte Mahayni and Judith C. Schneider
University of Muenster - Finance Center Muenster, Mercator School of Management and University of Muenster - Finance Center Muenster
Downloads 76 (228,739)
Citation 4

Abstract:

Interest Rate Guarantee, Optimal Portfolio Choice, Utility Loss, Guarantee Scheme, CPPI

7.

Don't Lapse into Temptation: A Behavioral Explanation for Policy Surrender

Number of pages: 36 Posted: 26 Jan 2015
Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 55 (230,376)

Abstract:

Life Insurance; Behavioral Insurance; Emergency Fund Hypothesis; Financial Literacy; Financial Advice; Heuristic Decision Making

8.

Pricing and Upper Price Bounds of Relax Certificates

Review of Managerial Science, Forthcoming
Number of pages: 30 Posted: 05 Jul 2010
Nicole Branger, Antje Brigitte Mahayni and Judith C. Schneider
University of Muenster - Finance Center Muenster, Mercator School of Management and University of Muenster - Finance Center Muenster
Downloads 38 (348,735)

Abstract:

Certificates, Barrier Option, Price Bounds

9.

On the Dynamics of Countercyclical Risk Aversion and Experienced Emotion

Number of pages: 23 Posted: 16 Feb 2017
Henning Cordes, Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 0 (499,531)

Abstract:

Countercyclical risk aversion, Stability of preferences, Fear-and-relief, Experimental research

10.

How Price Path Characteristics Shape Investment Behavior

Number of pages: 37 Posted: 13 Dec 2016
Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 0 (425,078)

Abstract:

experiment, price paths, behavioral investment choice, reference point, attribute framing, loss aversion