Ulm, 89081
Germany
http://www.uni-ulm.de/mawi/ivw/team
Ulm University - Institute of Insurance Science
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regulation, life insurance, credit risk, barrier options, utility maximization, contract design
mergers & acquisitions, collar offer, walk-away option, pricing, welfare analysis
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mergers and acquisitions, collar offer, derivative, risk management, walk-away option
longevity risk, tontines, pooled annuities, capital requirements, lifetime utility
Behavioral insurance, subjective mortality beliefs, optimal retirement product design, tontine, annuity
optimal asset alllocation, insurance contract design, investment guarantee, utility maximization
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
Executive Stock Options, Asian Options, Parisian Options
Utility theory, Optimal asset allocation, Defined contribution, Target date fund
Pension plans, barrier options, contingent claim approach, mean- variance-skewness analysis
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
Market consistent valuation, overlapping generations, forward risk adjusted measure
Market consistent valuation, overlapping generations, forward risk adjusted measure, Vasicek
optimal casualty insurance, optimal regulation
Collective investment problems, guarantee design, risk sharing
Utility maximization, Hamilton-Jacobi-Bellman equation, stochastic endowment, viscosity solution
Optimal retirement products, annuity, tontine, tonuity, antine
Financial decision-making, retirement planning, behavioral economics, risk sharing
Pension plans, pension regulation, guarantee systems, power utility, certainty equivalents
annuity, tontine, option pricing, optimal retirement products, net loss analysis
Value-at-Risk, Expected Shortfall, Optimal investment strategy, Non-concave utility maximization
optimal retirement time, decision making, mortality, optimal consumption, investment
SAHARA utility, optimal consumption and investment, dual approach
Intergerational risk sharing, Defined contribution, Automatic Adjustment Rule, Bayesian optimization,
In-arrears Swaps, In-arrears Caps and Floors, Convexity Adjustments, Pricing Bounds, Risk-neutral Pricing, Change of Measure.
advanced tax ruling, cash flow uncertainty, loss offset provisions, optimal fee, optimal investment, tax uncertainty
Mobile Application, Insurance Distribution, Sales Performance, Heterogeneity Analysis
PBGC Insurance, Defined Benefit Plan, Correlation, Sponsor Support
DC plans, regime switching
risk management, (weighted) expected shortfall, asset allocation, multiple-reference-based preferences
Partial Information, Optimal Consumption, Optimal Asset Allocation, CRRA
PBGC, Defined Benefit Plan, Distress Termination, Correlation, Sponsor Support
Collective Longevity Swap, Economic Pricing; Principal-Agent-Model, Longevity Risk Transfer
pension funds, DB and DC pension plans, barrier options, Parisian barrier options
defined benefit plan, defined contribution plan, portability risk, asset price & contribution risk
Different Executive Stock Options, Asian, American and Parisian Options, Welfare Analysis
indexed annuity, longevity risk, multi-population mortality, retirement product design
fairness, actuarial pricing, financial pricing, equal utility, (innovative) retirement products
Tontine; Care-dependent; Lifetime utility
executive stock option programmes, call spread, default probability, regulation
regulation, IORP, sponsor support, pension guarantee fund, risk measure
annuity, tontine, optimal retirement products, fees
Opportunity costs, Time to invest, Multiple exercise times, Bermudan option
longevity risk, tontines, mixed cohort, certainty equivalent payment, lifetime utility.
Behavioral economics, retirement planning, unit-linked retirement benefits, innovative retirement products
Value-at-Risk; Expected Shortfall; Average Value-at-Risk; Non-concave optimization; Equivalence
collective investment problems, stochastic volatility, portfolio insurance, sharing rules
Longevity Risk, Adverse selection, Longevity Swap, Economic Pricing, Principal-Agent-Model
Uncertain lifetime, temporal risk aversion, retirement planning, innovative retirement products, annuities and tontines
Optimal Asset Allocation, Defined Contribution Plans, Target Date Funds
annuity, tontine, bequest motive, optimal retirement product design
Target pension, occupational pension schemes, collective risk sharing
Life Reinsurance, Equity-linked Life Insurance with Guarantees, Default Option, Stackelberg Game
SAHARA Utility, Indifference Pricing, Utility Maximization, Finite Difference Scheme, Incomplete Markets
Retirement Savings, Withdrawal Rules, Optimal Consumption Strategy, Optimal Investment Strategy
participating life insurance, heterogeneous policyholders, market-consistent valuation, longevity risk, fair contract analysis
Collective pension scheme, sharing rules, defined contribution, defined benefit
Tontine, optimal retirement product design, actuarial fairness
Ambiguity, ambiguity equity, optimal regulation, default and liquidation design
collective utility function, risk sharing, financial fairness, Pareto-optimality
annuity, tontine, time consistency, optimal consumption
Finance, model ambiguity, KMM preferences, ambiguity aversion, drift and volatility uncertainty
Portfolio Optimization, Consumption Planning, Life Insurance, Optimal Stopping, Stochastic Control
Equity-linked life insurance, Default risk, Liquidation risk, Contingent claims pricing, Parisian options, Bankruptcy procedures
Parisian exchange options, Exotic options, Parisian options, Exchange options
