Manuel Rach

University of St. Gallen

Tannenstrasse 19

St.Gallen, 9000

Switzerland

SCHOLARLY PAPERS

14

DOWNLOADS

1,602

SSRN CITATIONS
Rank 24,269

SSRN RANKINGS

Top 24,269

in Total Papers Citations

48

CROSSREF CITATIONS

1

Scholarly Papers (14)

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 University of St. Gallen
Downloads 300 (186,041)
Citation 2

Abstract:

Loading...

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

2.

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 University of St. Gallen
Downloads 189 (291,146)

Abstract:

Loading...

Collective investment problems, guarantee design, risk sharing

3.

The Tontine Puzzle

Number of pages: 27 Posted: 13 May 2022 Last Revised: 16 May 2023
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and University of St. Gallen
Downloads 184 (297,970)
Citation 1

Abstract:

Loading...

Financial decision-making, retirement planning, behavioral economics, 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
Ulm University - Institute of Insurance Science, University of St. Gallen and affiliation not provided to SSRN
Downloads 173 (314,766)
Citation 18

Abstract:

Loading...

Optimal retirement products, annuity, tontine, tonuity, antine

5.

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 University of St. Gallen
Downloads 169 (321,173)
Citation 1

Abstract:

Loading...

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

6.

Who Chooses Which Retirement Income? A CPT-Based Analysis

Number of pages: 27 Posted: 08 Jul 2021 Last Revised: 13 Jun 2023
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and University of St. Gallen
Downloads 88 (523,434)
Citation 2

Abstract:

Loading...

Behavioral economics, retirement planning, unit-linked retirement benefits, innovative retirement products

7.

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 University of St. Gallen
Downloads 86 (530,921)

Abstract:

Loading...

annuity, tontine, optimal retirement products, fees

8.

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 University of St. Gallen
Downloads 83 (542,442)
Citation 1

Abstract:

Loading...

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

9.

Individuals' Demand for Retirement Plans

Number of pages: 52 Posted: 13 Sep 2021 Last Revised: 10 Nov 2023
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and University of St. Gallen
Downloads 77 (566,741)

Abstract:

Loading...

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

10.

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 University of St. Gallen
Downloads 72 (588,561)
Citation 6

Abstract:

Loading...

annuity, tontine, bequest motive, optimal retirement product design

11.

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 University of St. Gallen
Downloads 57 (663,276)

Abstract:

Loading...

Target pension, occupational pension schemes, collective risk sharing

12.

Tontines with mixed cohorts: actuarial fairness and social welfare

Number of pages: 31 Posted: 11 Mar 2022 Last Revised: 28 Nov 2022
An Chen and Manuel Rach
Ulm University - Institute of Insurance Science and University of St. Gallen
Downloads 54 (680,087)

Abstract:

Loading...

Tontine, optimal retirement product design, actuarial fairness

13.

Time Consistency in Optimal Retirement Planning

Number of pages: 26 Posted: 25 Oct 2023
Frank Bosserhoff, An Chen and Manuel Rach
d-fine GmbH, Ulm University - Institute of Insurance Science and University of St. Gallen
Downloads 36 (799,987)

Abstract:

Loading...

annuity, tontine, time consistency, optimal consumption

14.

Comparing Retirement Plans with Almost Stochastic Dominance

Number of pages: 25 Posted: 20 Dec 2023
An Chen, Alfred Müller and Manuel Rach
Ulm University - Institute of Insurance Science, University of Siegen and University of St. Gallen
Downloads 34 (823,471)

Abstract:

Loading...

Stochastic dominance, almost stochastic dominance, retirement planning, tontines, annuities