Ulm, 89081
Germany
http://www.uni-ulm.de/mawi/ivw/team
Ulm University - Institute of Insurance Science
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
regulation, life insurance, credit risk, barrier options, utility maximization, contract design
mergers & acquisitions, collar offer, walk-away option, pricing, welfare analysis
Behavioral insurance, subjective mortality beliefs, optimal retirement product design, tontine, annuity
optimal asset alllocation, insurance contract design, investment guarantee, utility maximization
longevity risk, tontines, pooled annuities, capital requirements, lifetime utility
Pension plans, barrier options, contingent claim approach, mean- variance-skewness analysis
SAHARA utility, optimal investment problem, dual approach, utility indifference pricing
SAHARA utility, optimal investment problem, dual approach, utility indifference
relative compensation, management compensation, herding, risk-aversion
Financial decision-making, retirement planning, risk sharing, almost stochastic dominance
Executive Stock Options, Asian Options, Parisian Options
Utility theory, Optimal asset allocation, Defined contribution, Target date fund
Market consistent valuation, overlapping generations, forward risk adjusted measure
Market consistent valuation, overlapping generations, forward risk adjusted measure, Vasicek
Pension plans, pension regulation, guarantee systems, power utility, certainty equivalents
Cumulative prospect theory, Mortality, Life and pension insurance, Portfolio choice
Pension Plans, Regulation, Barrier Options, Rainbow Barrier Options, Guarantee Systems
Pension plans, regulation, barrier options, rainbow barrier options, guarantee systems
Collective investment problems, guarantee design, risk sharing
sustainability, bonds, security design, coupon step-up, default
optimal casualty insurance, optimal regulation
annuity, tontine, option pricing, optimal retirement products, net loss analysis
Optimal retirement products, annuity, tontine, tonuity, antine
Utility maximization, Hamilton-Jacobi-Bellman equation, stochastic endowment, viscosity solution
DC plans, regime switching
CSR; Real options; Reputational loss; Time to invest; Bermudan options
SAHARA utility, optimal consumption and investment, dual approach
Mobile Application, Insurance Distribution, Sales Performance, Heterogeneity Analysis
optimal retirement time, decision making, mortality, optimal consumption, investment
Value-at-Risk, Expected Shortfall, Optimal investment strategy, Non-concave utility maximization
In-arrears Swaps, In-arrears Caps and Floors, Convexity Adjustments, Pricing Bounds, Risk-neutral Pricing, Change of Measure.
Portfolio Optimization, Consumption Planning, Life Insurance, Optimal Stopping, Stochastic Control
Portfolio Optimization, Consumption Planning, Life Insurance, Optimal Stopping, Stochastic control
Collective Longevity Swap, Economic Pricing; Principal-Agent-Model, Longevity Risk Transfer
regulation, IORP, sponsor support, pension guarantee fund, risk measure
advanced tax ruling, cash flow uncertainty, loss offset provisions, optimal fee, optimal investment, tax uncertainty
Partial Information, Optimal Consumption, Optimal Asset Allocation, CRRA
fairness, actuarial pricing, financial pricing, equal utility, (innovative) retirement products
PBGC Insurance, Defined Benefit Plan, Correlation, Sponsor Support
Intergerational risk sharing, Defined contribution, Automatic Adjustment Rule, Bayesian optimization,
collective investment problems, stochastic volatility, portfolio insurance, sharing rules
risk management, (weighted) expected shortfall, asset allocation, multiple-reference-based preferences
PBGC, Defined Benefit Plan, Distress Termination, Correlation, Sponsor Support
Uncertain lifetime, temporal risk aversion, retirement planning, innovative retirement products, annuities and tontines
Behavioral economics, retirement planning, unit-linked retirement benefits, innovative retirement products
Tontine; Care-dependent; Lifetime utility
Different Executive Stock Options, Asian, American and Parisian Options, Welfare Analysis
pension funds, DB and DC pension plans, barrier options, Parisian barrier options
defined benefit plan, defined contribution plan, portability risk, asset price & contribution risk
portfolio planning, CSR investment goals, utility gains, utility losses
indexed annuity, longevity risk, multi-population mortality, retirement product design
longevity risk, tontines, mixed cohort, certainty equivalent payment, lifetime utility.
Longevity Risk, Adverse selection, Longevity Swap, Economic Pricing, Principal-Agent-Model
annuity, tontine, optimal retirement products, fees
executive stock option programmes, call spread, default probability, regulation
Finance, model ambiguity, KMM preferences, ambiguity aversion, drift and volatility uncertainty
Contracts with non-linear elements, dynamic portfolio planning, non-concave utility maximization, Pareto optimality
Collective pension scheme, sharing rules, defined contribution, defined benefit
Life Reinsurance, Equity-linked Life Insurance with Guarantees, Default Option, Stackelberg Game
Value-at-Risk; Expected Shortfall; Average Value-at-Risk; Non-concave optimization; Equivalence
Optimal Asset Allocation, Defined Contribution Plans, Target Date Funds
annuity, tontine, bequest motive, optimal retirement product design
participating life insurance, heterogeneous policyholders, market-consistent valuation, longevity risk, fair contract analysis
Sustainable investing, climate change, carbon risk management, utility maximization, environmentel risk constraint, carbon risk metric
Retirement plan, tonuity, dynamic switching time, two-population stochastic mortality
Retirement Savings, Withdrawal Rules, Optimal Consumption Strategy, Optimal Investment Strategy
SAHARA Utility, Indifference Pricing, Utility Maximization, Finite Difference Scheme, Incomplete Markets
collective utility function, risk sharing, financial fairness, Pareto-optimality
Target pension, occupational pension schemes, collective risk sharing
Tontine, optimal retirement product design, actuarial fairness
Insurance ethics, tontine, uncertain lifetime, risk sharing
Life Insurance, Self-Protection, Prevention, Wellness-linked Insurance
annuity, tontine, time consistency, optimal consumption
Ambiguity, ambiguity equity, optimal regulation, default and liquidation design
Contingent Consumer Choice, Smooth Ambiguity Models, Underinsurance Puzzle, Annuity Puzzle, Ambiguity Aversion JEL: D11
Contingent Consumer Choice, Smooth Ambiguity Models, Underinsurance Puzzle, Annuity Puzzle, Ambiguity Aversion
utility maximization with constraint, risk management, (weighted) expected limited loss, asset allocation
health-dependent utility, optimal consumption, asset allocation, semi-Markov process JEL: G11, G23
Equity-linked life insurance, Default risk, Liquidation risk, Contingent claims pricing, Parisian options, Bankruptcy procedures
Parisian exchange options, Exotic options, Parisian options, Exchange options
