Krzysztof Ostaszewski

Illinois State University

Professor

Department of Mathematics

Normal, IL 61790-4520

United States

http://math.illinoisstate.edu/krzysio

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 47,378

SSRN RANKINGS

Top 47,378

in Total Papers Downloads

847

CITATIONS

5

Scholarly Papers (13)

1.

Determining the Insurer’s Optimal Investment and Reinsurance Strategy Based on Stochastic Differential Game

Number of pages: 21 Posted: 19 Jul 2011 Last Revised: 30 Apr 2015
Hong Mao, James M. Carson, Krzysztof Ostaszewski, luo yan loyal and Yuling Wang
Shanghai Second Polytechnic University, University of Georgia, Illinois State University, Nanjing University and Shanghai University of Finance and Economics
Downloads 169 (175,842)

Abstract:

Loading...

2.

Considering Part-Time Work after Retirement: Should I Stay or Should I Go?

Number of pages: 44 Posted: 13 Jan 2017
Hong Mao, James M. Carson, Krzysztof Ostaszewski and Zhongkai Wen
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and University of Illinois at Chicago
Downloads 100 (263,762)
Citation 1

Abstract:

Loading...

Retirement Age; Life Cycle Model; Part-Time Work after Retirement

3.

The Determination of Optimal Retirement Age Using Optimal Control Theory

Number of pages: 20 Posted: 19 Jul 2011
Krzysztof Ostaszewski, Hong Mao and Yuling Wang
Illinois State University, Shanghai Second Polytechnic University and Shanghai University of Finance and Economics
Downloads 96 (270,823)

Abstract:

Loading...

retirement age, optimal control theory, social security

4.

Risk Management for Insurers: Integration of Capital Management and Product Design

Number of pages: 26 Posted: 25 Aug 2016
Hong Mao, James M. Carson, Krzysztof Ostaszewski and Nan Zhu
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and Pennsylvania State University - Smeal College of Business
Downloads 95 (272,729)
Citation 2

Abstract:

Loading...

risk management, insurance pricing, cost of capital

5.

The Determination of the Necessary Economic Capital, Investment and Reinsurance Strategies for Insurance Companies

Number of pages: 26 Posted: 24 Oct 2011 Last Revised: 29 Jan 2012
Krzysztof Ostaszewski and Hong Mao
Illinois State University and Shanghai Second Polytechnic University
Downloads 80 (303,617)

Abstract:

Loading...

6.

Pricing of Deposit Insurance Considering Investment, Deductibles and Policy Limit

Number of pages: 23 Posted: 23 Jul 2011
Krzysztof Ostaszewski
Illinois State University
Downloads 79 (305,880)

Abstract:

Loading...

deposit insurance, pricing, investment, moral hazard

7.

Optimal Decision on Dynamic Insurance Price and Investment Portfolio of an Insurer in a Competitive Market

Number of pages: 28 Posted: 19 Jul 2011
Krzysztof Ostaszewski and Hong Mao
Illinois State University and Shanghai Second Polytechnic University
Downloads 64 (343,598)

Abstract:

Loading...

8.

Sunk Costs and Screening: Two-Part Tariffs in Life Insurance

Number of pages: 26 Posted: 03 Nov 2016 Last Revised: 26 Apr 2017
James M. Carson, Cameron Ellis, Robert E. Hoyt and Krzysztof Ostaszewski
University of Georgia, Temple University, University of Georgia - C. Herman and Mary Virginia Terry College of Business and Illinois State University
Downloads 63 (346,377)

Abstract:

Loading...

Asymmetric Information, Adverse Selection, Signaling, Sunk Cost Bias, Insurance Markets, Life Insurance, Lapsing

9.
Downloads 50 (386,373)

Abstract:

Loading...

10.

Optimal Economic Capital Under the Consideration of Systemic Risk

Number of pages: 36 Posted: 02 Feb 2014 Last Revised: 09 Oct 2016
Hong Mao, James M. Carson, Krzysztof Ostaszewski and Nan Zhu
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and Pennsylvania State University - Smeal College of Business
Downloads 35 (442,705)
Citation 2

Abstract:

Loading...

Systemic Risk Capital

11.

Is Risk Taking or Moral Hazard Beneficial to the Insured and the Society?

Number of pages: 25 Posted: 01 Sep 2013 Last Revised: 12 Jan 2017
Hong Mao, James M. Carson and Krzysztof Ostaszewski
Shanghai Second Polytechnic University, University of Georgia and Illinois State University
Downloads 9 (585,642)

Abstract:

Loading...

Moral hazard, Stochastic optimal control, Social Welfare

12.

Sunk Costs and Screening: Two-Part Tariffs in Life Insurance

Number of pages: 26 Posted: 03 Nov 2016
James M. Carson, Cameron Ellis, Robert E. Hoyt and Krzysztof Ostaszewski
University of Georgia, Temple University, University of Georgia - C. Herman and Mary Virginia Terry College of Business and Illinois State University
Downloads 7 (598,403)

Abstract:

Loading...

Asymmetric Information, Adverse Selection, Signaling, Sunk Cost Bias, Insurance Markets, Life Insurance, Lapsing

13.

Abstract:

Loading...

upper limit, social benefit, optimization