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Stochastic mortality modeling and securitization of mortality risk

Bauer, Daniel - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003716389

Economic capital and RAROC in a dynamic model

Bauer, Daniel; Zanjani, George - In: Journal of banking & finance 125 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012819680

Applications of forward mortality factor models in life insurance practice

Zhu, Nan; Bauer, Daniel - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 567-594

Persistent link: https://www.econbiz.de/10009503507

Assessing investment and longevity risks within immediate annuities

Bauer, Daniel; Weber, Frederik - 2007

Life annuities provide a guaranteed income for the remainder of the recipient's lifetime, and therefore, annuitization presents an important option when choosing an adequate investment strategy for the retirement ages. While there are numerous research articles studying annuities from a...

Persistent link: https://www.econbiz.de/10010442180

Risk and valuation of mortality contingent catastrophe bonds

Bauer, Daniel (contributor); Kramer, Florian W. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003638565

A cautionary note on natural hedging of longevity risk

Zhu, Nan; Bauer, Daniel - In: North American actuarial journal 18 (2014) 1, pp. 104-115

Persistent link: https://www.econbiz.de/10011339018

The risk of a mortality catastrophe

Bauer, Daniel; Kramer, Florian - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 391-405

Persistent link: https://www.econbiz.de/10011691650

Decomposing dynamic risks into risk components

Schilling, Katja; Bauer, Daniel - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5738-5756

Persistent link: https://www.econbiz.de/10012391415

Different shades of risk : mortality trends implied by term insurance prices

Guo, Qiheng; Bauer, Daniel - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S156-S169

Persistent link: https://www.econbiz.de/10012440433

Pricing insurance risk : reconciling theory and practice

Bauer, Daniel; Phillips, Richard D.; Zanjani, George - In: Handbook of Insurance : Volume II, (pp. 353-380). 2025

Persistent link: https://www.econbiz.de/10015399619