Manuel Rach

Ulm University - Institute of Insurance Science

Ulm, 89081

Germany

SCHOLARLY PAPERS

12

DOWNLOADS

810

SSRN CITATIONS
Rank 43,548

SSRN RANKINGS

Top 43,548

in Total Papers Citations

16

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.

Optimal Retirement Products under Subjective Mortality Beliefs

Insurance: Mathematics and Economics, Vol. 101 (2021), pp. 55-69
Number of pages: 42 Posted: 03 Dec 2018 Last Revised: 22 Mar 2022
An Chen, Peter Hieber and Manuel Rach
Ulm University - Institute of Insurance Science, Université de Lausanne and Ulm University - Institute of Insurance Science
Downloads 182 (227,460)
Citation 2

Abstract:

Loading...

Behavioral insurance, subjective mortality beliefs, optimal retirement product design, tontine, annuity

2.

On the Optimal Combination of Annuities and Tontines

Number of pages: 41 Posted: 05 Aug 2019 Last Revised: 02 Dec 2019
An Chen, Manuel Rach and Thorsten Sehner
Ulm University - Institute of Insurance Science, Ulm University - Institute of Insurance Science and affiliation not provided to SSRN
Downloads 135 (290,426)
Citation 9

Abstract:

Loading...

Optimal retirement products, annuity, tontine, tonuity, antine

3.

Optimal Collective Investment: The Impact of Sharing Rules, Management Fees and Guarantees

Number of pages: 52 Posted: 20 Sep 2018 Last Revised: 09 Nov 2020
An Chen, Thai Nguyen and Manuel Rach
Ulm University - Institute of Insurance Science, Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 127 (304,123)

Abstract:

Loading...

Collective investment problems, guarantee design, risk sharing

4.

Options on Tontines: An Innovative Way of Combining Tontines and Annuities

Number of pages: 29 Posted: 14 Jun 2019 Last Revised: 20 Oct 2019
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 97 (366,011)
Citation 1

Abstract:

Loading...

annuity, tontine, option pricing, optimal retirement products, net loss analysis

5.

Bequest-embedded annuities and tontines

Number of pages: 49 Posted: 22 Jun 2020 Last Revised: 21 Dec 2020
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 51 (515,042)
Citation 1

Abstract:

Loading...

annuity, tontine, bequest motive, optimal retirement product design

6.

Fees in Tontines

Number of pages: 33 Posted: 23 Nov 2020 Last Revised: 20 Apr 2021
Ulm University - Institute of Insurance Science, University of Barcelona and Ulm University - Institute of Insurance Science
Downloads 43 (551,880)

Abstract:

Loading...

annuity, tontine, optimal retirement products, fees

Individuals' Demand for Retirement Plans

Number of pages: 42 Posted: 13 Sep 2021 Last Revised: 18 May 2022
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 31 (632,986)

Abstract:

Loading...

Uncertain lifetime, temporal risk aversion, retirement planning, innovative retirement products, annuities and tontines

Demand for Retirement Products: An Analysis of Individual Welfare

Number of pages: 40 Posted: 27 Oct 2021 Last Revised: 20 Dec 2021
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 9 (818,821)

Abstract:

Loading...

Temporal risk aversion, retirement planning, innovative retirement products, annuities and tontines, wealth transfer

8.

Who Chooses Which Retirement Income? A CPT-Based Analysis

Number of pages: 23 Posted: 08 Jul 2021 Last Revised: 12 May 2022
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 37 (582,609)

Abstract:

Loading...

Behavioral economics, retirement planning, (variable) annuities, innovative retirement products

9.

Current Developments in German Pension Schemes: What Are the Benefits of the New Target Pension?

Number of pages: 31 Posted: 28 Apr 2020 Last Revised: 09 Jul 2020
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 37 (582,609)

Abstract:

Loading...

Target pension, occupational pension schemes, collective risk sharing

10.

A Collective Investment Problem in a Stochastic Volatility Environment: The Impact of Sharing Rules

Number of pages: 34 Posted: 24 Jul 2019 Last Revised: 11 May 2020
An Chen, Thai Nguyen and Manuel Rach
Ulm University - Institute of Insurance Science, Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 29 (629,624)

Abstract:

Loading...

collective investment problems, stochastic volatility, portfolio insurance, sharing rules

11.

The tontine puzzle

Number of pages: 11 Posted: 13 May 2022
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 19 (701,607)

Abstract:

Loading...

Behavioral economics, retirement planning, innovative retirement products, annuities and tontines

12.

A Note on Financial Fairness in Tontines With Mixed Cohorts

Number of pages: 24 Posted: 11 Mar 2022
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and Ulm University - Institute of Insurance Science
Downloads 13 (751,832)

Abstract:

Loading...

Tontine, optimal retirement product design, individual fairness, collective fairness