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On the optimal design of insurance contracts with guarantees

Branger, Nicole; Mahayni, Antje; Schneider, Judith … - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 485-492

Persistent link: https://www.econbiz.de/10003981145

Pricing and upper price bounds of relax certificates

Branger, Nicole; Mahayni, Antje; Schneider, Judith … - In: Review of managerial science 5 (2011) 4, pp. 309-336

Persistent link: https://www.econbiz.de/10009316367

Variable annuities and the option to seek risk : why should you diversify?

Mahayni, Antje; Schneider, Judith Christiane - In: Journal of banking & finance 36 (2012) 9, pp. 2417-2428

Persistent link: https://www.econbiz.de/10009656192

Minimum return guarantees, investment caps, and investment flexibility

Mahayni, Antje; Schneider, Judith Christiane - In: Review of derivatives research 19 (2016) 2, pp. 85-111

Persistent link: https://www.econbiz.de/10011927955

Structured life insurance and investment products for retail investors

Schneider, Judith Christiane - 2011

Persistent link: https://www.econbiz.de/10009422840

Variable Annuities and the Option to Seek Risk - Why Should You Diversify?

Mahayni, Antje Brigitte - 2012

We analyze the impacts of an additional rider which is incorporated in recent retirement planning products. The payoff of these products is linked to the performance of a multi asset investment strategy and includes a minimum interest rate guarantee on the contributions.In addition, the buyer...

Persistent link: https://www.econbiz.de/10013115969

Cross-hedging minimum return guarantees : basis and liquidity risks

Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109

Persistent link: https://www.econbiz.de/10010425003

How price path characteristics shape investment behavior

Nolte, Sven; Schneider, Judith Christiane - In: Journal of economic behavior & organization : JEBO 154 (2018), pp. 33-59

Persistent link: https://www.econbiz.de/10011986789

Robust measurement of (heavy-tailed) risks : theory and implementation

Schneider, Judith Christiane; Schweizer, Nikolaus - In: Journal of economic dynamics & control 61 (2015), pp. 152-182

Persistent link: https://www.econbiz.de/10011589518

Don't lapse into temptation : a behavioral explanation for policy surrender

Nolte, Sven; Schneider, Judith Christiane - In: Journal of banking & finance 79 (2017), pp. 12-27

Persistent link: https://www.econbiz.de/10011815133