The Volatility of Mortality (2008)
Bauer, Daniel, Börger, Matthias, Ruß, Jochen, Zwiesler, Hans-Joachim
The Volatility of Mortality (2008)
Bauer, Daniel, Börger, Matthias, Ruß, Jochen, Zwiesler, Hans-Joachim
The Volatility of Mortality (2008)
Bauer, Daniel, Börger, Matthias, Ruß, Jochen, Zwiesler, Hans-Joachim
The Volatility of Mortality (2008)
Bauer, Daniel, Börger, Matthias, Ruß, Jochen, Zwiesler, Hans-Joachim
Enhanced annuities and the impact of individual underwriting on an insurers profit situation (2008)
We analyze the effect of enhanced annuities on an insurer engaging in individual underwriting. We use a frailty model for the heterogeneity of the insured population and model the individual...
Auswirkungen von Enhanced Annuities auf den Bestand eines Versicherers (2007)
Das Preis-Leistungs-Verhältnis herkömmlicher Rentenversicherungen steigt mit der Lebenserwartung des Versicherten. Derartige Produkte sind damit nur für Personen mit relativ hoher Lebenserwartung...
Kling, Alexander, Richter, Andreas, Ruß, Jochen
This paper analyzes the numerical impact of different surplus distribution mechanisms on the risk exposure of a life insurance company selling with profit life insurance policies with a cliquet-style...
Kling, Alexander, Richter, Andreas, Ruß, Jochen
This paper analyzes the numerical impact of different surplus distribution mechanisms on the risk exposure of a life insurance company selling with profit life insurance policies with a cliquet-style...
Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
We analyze the effect of enhanced annuities on an insurer engaging in individual underwriting. We use a frailty model for heterogeneity of the insured population and model individual underwriting by...
Alexander Kling, Andreas Richter, Jochen Ruß
This article analyzes the numerical impact of different surplus distribution mechanisms on the risk exposure of a life insurance company selling with profit life insurance policies with a...