Mark Schultze

Ulm University - Institute of Insurance Science

Ulm, 89081

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

121

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Tail Index-Linked Annuity: A Longevity Risk Sharing Retirement Plan

Number of pages: 27 Posted: 11 Sep 2020
An Chen, Hong Li and Mark Schultze
Ulm University - Institute of Insurance Science, Warren Centre for Actuarial Studies and Research, University of Manitoba and Ulm University - Institute of Insurance Science
Downloads 67 (452,482)

Abstract:

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indexed annuity, longevity risk, multi-population mortality, retirement product design

2.

Collective Longevity Swap: a Novel Longevity Risk Transfer Solution and Its Economic Pricing

Number of pages: 32 Posted: 24 Mar 2022
An Chen, Hong Li and Mark Schultze
Ulm University - Institute of Insurance Science, Warren Centre for Actuarial Studies and Research, University of Manitoba and Ulm University - Institute of Insurance Science
Downloads 27 (641,827)

Abstract:

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Collective Longevity Swap, Economic Pricing; Principal-Agent-Model, Longevity Risk Transfer

3.

Asymmetric Information and Longevity Risk Transfer

Number of pages: 44 Posted: 16 Feb 2022
An Chen, Hong Li and Mark Schultze
Ulm University - Institute of Insurance Science, Warren Centre for Actuarial Studies and Research, University of Manitoba and Ulm University - Institute of Insurance Science
Downloads 27 (641,827)

Abstract:

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Longevity Risk, Adverse selection, Longevity Swap, Economic Pricing, Principal-Agent-Model