Filip Uzelac

University of Bonn - The Bonn Graduate School of Economics

Adenauerallee 24-26

Bonn, D-53113

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

287

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Valuation of Equity-Linked Life Insurance Contracts with Surrender Guarantees in a Regime-Switching Rational Expectation Model

Number of pages: 29 Posted: 14 Mar 2012 Last Revised: 30 Apr 2012
Filip Uzelac and Alexander Szimayer
University of Bonn - The Bonn Graduate School of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 117 (280,767)

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equity-linked life insurance, surrender guarantee, regime-switching, rational expectation

2.

A Risk-Based Premium: What Does It Mean for DB Plan Sponsors?

Number of pages: 40 Posted: 14 Mar 2012 Last Revised: 19 May 2013
An Chen and Filip Uzelac
University of Ulm and University of Bonn - The Bonn Graduate School of Economics
Downloads 86 (344,244)

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PBGC, Defined Benefit Plan, Distress Termination, Correlation, Sponsor Support

3.

Portability vs Asset Price and Contribution Risk: A Continuous-Time Expected Utility Comparisons of DB and DC Pension Plans

Number of pages: 25 Posted: 19 Oct 2012 Last Revised: 27 Feb 2013
An Chen and Filip Uzelac
University of Ulm and University of Bonn - The Bonn Graduate School of Economics
Downloads 83 (354,073)

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defined benefit plan, defined contribution plan, portability risk, asset price & contribution risk

4.

A Termination Rule for Pension Guarantee Funds

Journal of Risk and Insurance, Vol. 85, Issue 1, pp. 275-300, 2018
Number of pages: 26 Posted: 20 Feb 2018
Chunli Cheng and Filip Uzelac
Sun Yat-Sen University (SYSU) - Lingnan (University) College and University of Bonn - The Bonn Graduate School of Economics
Downloads 1 (757,379)
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