Manuel Rach

University of Ulm - Institute of Insurance Science

Ulm, 89081

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

158

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Optimal Retirement Products under Subjective Mortality Beliefs

Number of pages: 36 Posted: 03 Dec 2018 Last Revised: 20 Oct 2019
An Chen, Peter Hieber and Manuel Rach
University of Ulm, University of Ulm - Department of Mathematics and Economics and University of Ulm - Institute of Insurance Science
Downloads 52 (396,531)

Abstract:

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

2.

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
University of Ulm and University of Ulm - Institute of Insurance Science
Downloads 38 (445,587)
Citation 1

Abstract:

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

3.

Optimal Collective Investment: How Costly are Guarantees?

Number of pages: 33 Posted: 20 Sep 2018
An Chen, Thai Nguyen and Manuel Rach
University of Ulm, University of Ulm - Institute of Insurance Science and University of Ulm - Institute of Insurance Science
Downloads 30 (481,659)

Abstract:

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Collective investment problems, guarantee design, risk sharing

4.

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
University of Ulm, University of Ulm - Institute of Insurance Science and University of Ulm - Department of Mathematics and Economics
Downloads 26 (502,682)

Abstract:

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Optimal retirement products, annuity, tontine, tonuity, antine

5.

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

Number of pages: 34 Posted: 24 Jul 2019
An Chen, Thai Nguyen and Manuel Rach
University of Ulm, University of Ulm - Institute of Insurance Science and University of Ulm - Institute of Insurance Science
Downloads 12 (587,335)

Abstract:

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