Roman Schulze

Humboldt University of Berlin

Unter den Linden 6

Berlin, AK Berlin 10099

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

382

CITATIONS

7

Scholarly Papers (2)

To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies

Humboldt University Berlin: Department of Business and Economics: Discussion Papers in Business
Number of pages: 31 Posted: 26 May 2009
Thomas Post, Helmut Gründl and Roman Schulze
Maastricht University - School of Business and Economics - Department of Finance, Goethe University Frankfurt - Department of Finance and Humboldt University of Berlin
Downloads 181 (165,401)
Citation 1

Abstract:

Loading...

demographic risk, hedging, life insurance, risk management, shareholder value

To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies

Journal of Risk and Insurance, Vol. 73, No. 1, pp. 19-41, March 2006
Number of pages: 23 Posted: 08 May 2006
Thomas Post, Helmut Gründl and Roman Schulze
Maastricht University - School of Business and Economics - Department of Finance, Goethe University Frankfurt - Department of Finance and Humboldt University of Berlin
Downloads 18 (550,016)
  • Add to Cart

Abstract:

Loading...

Individual Annuity Demand under Aggregate Mortality Risk

Number of pages: 38 Posted: 03 Aug 2006 Last Revised: 26 Aug 2008
Thomas Post and Roman Schulze
Maastricht University - School of Business and Economics - Department of Finance and Humboldt University of Berlin
Downloads 183 (163,797)

Abstract:

Loading...

aggregate mortality risk, annuitization, retirement decisions, annuity puzzle, intertemporal utility maximization