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Thorsten Moenig

Temple University, Department of Risk, Insurance & Healthcare Management

Fox School of Business and Management

1301 Cecil B. Moore Ave.

Philadelphia, PA 19122

United States

  • Temple University, Department of Risk, Insurance & Healthcare Management

SCHOLARLY PAPERS

11

DOWNLOADS

2,132

TOTAL CITATIONS

20

Scholarly Papers (11)

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1.

It's RILA Time: An Introduction to Registered Index-Linked Annuities

Number of pages: 35 Posted: 05 Mar 2021
Thorsten Moenig
Temple University, Department of Risk, Insurance & Healthcare Management
Downloads 748 (85,626)

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Registered Index-Linked Annuities, Variable Annuities, Fixed-Index Annuities, Structured Annuities, Hedging

2.

Improving Fund Mapping: an Application to Variable Annuities

Number of pages: 73 Posted: 02 Mar 2020 Last Revised: 02 Aug 2025
Wenchu Li, Thorsten Moenig and Maciej Augustyniak
St. John's University - Peter J. Tobin College of Business, Temple University, Department of Risk, Insurance & Healthcare Management and University of Montreal - Department of Mathematics and Statistics
Downloads 392 (191,334)
Citation 1

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Variable Annuities, Basis Risk, Fund Mapping Techniques, LASSO Regression, Hedging

3.

Registered Index-Linked Annuities in Qualified Retirement Plans

Downloads 106 (291,839)
Citation 1

Registered Index-Linked Annuities in Qualified Retirement Plans

Wharton Pension Research Council Working Paper No. 2023-09
Number of pages: 169 Posted: 31 May 2023
Cameron Ellis, Thorsten Moenig and Jacqueline Volkman Wise
University of Iowa - Department of Finance, Temple University, Department of Risk, Insurance & Healthcare Management and Saint Joseph's University - Haub School of Business
Downloads 106 (663,926)
Citation 1

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annuities, target-date funds, financial literacy, qualified retirement plans

4.

Policyholder Exercise Behavior in Life Insurance: The State of Affairs

Number of pages: 42 Posted: 05 Mar 2021
Daniel Bauer, Thorsten Moenig, Eric R. Ulm and Nan Zhu
University of Wisconsin-Madison, Temple University, Department of Risk, Insurance & Healthcare Management, University of Central Florida - Department of Statistics and Actuarial Sciences and Pennsylvania State University - Smeal College of Business
Downloads 211 (362,957)
Citation 4

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Optimal Exercise Behavior, Market Imperfections, Guaranteed Minimum Benefits, Life Settlements.

5.

Efficient Valuation of Variable Annuity Portfolios with Dynamic Programming

Number of pages: 42 Posted: 05 Mar 2021
Thorsten Moenig
Temple University, Department of Risk, Insurance & Healthcare Management
Downloads 193 (395,523)

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Variable Annuities, Guaranteed Minimum Benefits, Portfolio Valuation, Recursive Dynamic Programming

6.

Variable Annuities: Market Incompleteness and Policyholder Behavior

Number of pages: 34 Posted: 05 Mar 2021
Thorsten Moenig
Temple University, Department of Risk, Insurance & Healthcare Management
Downloads 127 (569,079)
Citation 2

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Variable Annuities, Optimal Policyholder Behavior, Market Incompleteness, Lifecycle Utility Model, Guaranteed Minimum Withdrawal Benefits

7.

Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities

Number of pages: 55 Posted: 05 Mar 2021
Thorsten Moenig and Daniel Bauer
Temple University, Department of Risk, Insurance & Healthcare Management and University of Wisconsin-Madison
Downloads 89 (765,566)
Citation 6

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8.

Cheaper by the Bundle: The Interaction of Frictions and Option Exercise in Variable Annuities

Number of pages: 34 Posted: 12 Apr 2021
Daniel Bauer and Thorsten Moenig
University of Wisconsin-Madison and Temple University, Department of Risk, Insurance & Healthcare Management
Downloads 88 (759,537)
Citation 1

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Variable Annuities, market frictions, bundling, deferred taxation, policyholder behavior

9.

Preference Discovery

Number of pages: 38 Posted: 30 Mar 2021
Jason Delaney, Sarah A Jacobson and Thorsten Moenig
Georgia State University, Williams College and Temple University, Department of Risk, Insurance & Healthcare Management
Downloads 68 (891,180)

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Discovered preferences, Preference stability, Learning

10.

Lapse-and-Reentry in Variable Annuities

Number of pages: 32 Posted: 05 Mar 2021
Thorsten Moenig and Nan Zhu
Temple University, Department of Risk, Insurance & Healthcare Management and Pennsylvania State University - Smeal College of Business
Downloads 56 (1,000,027)
Citation 5

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Variable Annuities, Guaranteed Minimum Death Benefit, Lapse-and-Reentry, Policyholder Behavior, State-dependent Fee

11.

The Economics of a Secondary Market for Variable Annuities

Number of pages: 43 Posted: 05 Mar 2021
Thorsten Moenig and Nan Zhu
Temple University, Department of Risk, Insurance & Healthcare Management and Pennsylvania State University - Smeal College of Business
Downloads 54 (1,020,567)

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Variable Annuities, Secondary Insurance Market, Market Frictions, Welfare Analysis