Manuel Rach

University of Ulm - Institute of Insurance Science

Ulm, 89081

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

460

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Optimal Retirement Products under Subjective Mortality Beliefs

Insurance: Mathematics and Economics, forthcoming, 2020
Number of pages: 42 Posted: 03 Dec 2018 Last Revised: 17 Oct 2020
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 124 (264,330)
Citation 2

Abstract:

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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
University of Ulm, University of Ulm - Institute of Insurance Science and University of Ulm - Department of Mathematics and Economics
Downloads 113 (282,625)
Citation 6

Abstract:

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Optimal retirement products, annuity, tontine, tonuity, antine

3.

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 76 (363,771)

Abstract:

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

4.

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
University of Ulm, University of Ulm - Institute of Insurance Science and University of Ulm - Institute of Insurance Science
Downloads 63 (402,485)

Abstract:

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Collective investment problems, guarantee design, risk sharing

5.

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
University of Ulm and University of Ulm - Institute of Insurance Science
Downloads 26 (562,708)

Abstract:

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Target pension, occupational pension schemes, collective risk sharing

6.

Bequest-embedded annuities and tontines

Number of pages: 49 Posted: 22 Jun 2020 Last Revised: 21 Dec 2020
An Chen and Manuel Rach
University of Ulm and University of Ulm - Institute of Insurance Science
Downloads 24 (575,415)

Abstract:

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annuity, tontine, bequest motive, optimal retirement product design

7.

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
University of Ulm, University of Ulm - Institute of Insurance Science and University of Ulm - Institute of Insurance Science
Downloads 23 (581,794)

Abstract:

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

8.

Fees in Tontines

Number of pages: 28 Posted: 23 Nov 2020
University of Ulm, University of Barcelona and University of Ulm - Institute of Insurance Science
Downloads 11 (664,725)

Abstract:

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annuity, tontine, optimal retirement products, fees