Thorsten Sehner

University of Ulm - Department of Mathematics and Economics

20, Helmholzstrasse

Ulm, DE 89069

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

112

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 111 (282,159)
Citation 6

Abstract:

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Optimal retirement products, annuity, tontine, tonuity, antine

2.

On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk

Risks 9, no. 1: 20. https://doi.org/10.3390/risks9010020
Number of pages: 18
University of Trieste - Dipartimento di Matematica Applicata, University of Ulm, University of Ulm - Department of Mathematics and Economics and The Business School (formerly Cass)
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Abstract:

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participating life insurance, heterogeneous policyholders, market-consistent valuation, longevity risk, fair contract analysis