Nils Sørensen

Ulm University

Albert-Einstein-Alee 11

Ulm, D-89081

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

88

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

On The Investment Strategies in Occupational Pension Plans

Number of pages: 23 Posted: 19 Apr 2021
Frank Bosserhoff, An Chen, Nils Sørensen and Mitja Stadje
affiliation not provided to SSRN, Ulm University - Institute of Insurance Science, Ulm University and Ulm University - Department of Mathematics and Economics
Downloads 44 (552,420)

Abstract:

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Optimal Asset Allocation, Defined Contribution Plans, Target Date Funds

2.

Indifference Pricing Under Sahara Utility

Journal of Computational and Applied Mathematics
Number of pages: 26 Posted: 25 Jan 2021
An Chen, Thai Nguyen and Nils Sørensen
Ulm University - Institute of Insurance Science, Ulm University - Institute of Insurance Science and Ulm University
Downloads 29 (636,215)

Abstract:

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SAHARA Utility, Indifference Pricing, Utility Maximization, Finite Difference Scheme, Incomplete Markets

3.

On the Impact of Low Interest Rates on Common Withdrawal Rules in Old Age

Number of pages: 45 Posted: 28 Jul 2022
An Chen, Stefan Schelling and Nils Sørensen
Ulm University - Institute of Insurance Science, Ulm University and Ulm University
Downloads 15 (743,430)

Abstract:

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Retirement Savings, Withdrawal Rules, Optimal Consumption Strategy, Optimal Investment Strategy