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Risk analysis and valuation of life insurance contracts : combining actuarial and financial approaches
Graf, Stefan; Kling, Alexander; Ruß, Jochen - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 115-125
Persistent link: https://www.econbiz.de/10009157431
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Risk-neutral valuation of participating life insurance contracts
Bauer, Daniel; Kiesel, Rüdiger; Kling, Alexander; … - In: Insurance / Mathematics & economics 39 (2006) 2, pp. 171-184
Persistent link: https://www.econbiz.de/10007281949
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Risk analysis and valuation of life insurance contracts: Combining actuarial and financial approaches
Graf, Stefan; Kling, Alexander; Ruß, Jochen - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 115-126
Persistent link: https://www.econbiz.de/10009132992
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The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
Kling, Alexander; Richter, Andreas; Ruß, Jochen - In: Insurance / Mathematics & economics 40 (2007) 1, pp. 164
Persistent link: https://www.econbiz.de/10007391677
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On the pricing of longevity-linked securities
Bauer, Daniel; Börger, Matthias; Ruß, Jochen - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10003953326
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Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
Bauer, Daniel; Börger, Matthias; Ruß, Jochen - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 117-127
Persistent link: https://www.econbiz.de/10008378689
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Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation
Hoermann, Gudrun; Ruß, Jochen - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 150-157
Persistent link: https://www.econbiz.de/10008082353
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Return smoothing in life insurance from a client perspective
Ruß, Jochen; Schelling, Stefan - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10012793912
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It takes two : why mortality trend modeling is more than modeling one mortality trend
Börger, Matthias; Ruß, Jochen; Schupp, Johannes - In: Insurance / Mathematics & economics 99 (2021), pp. 222-232
Persistent link: https://www.econbiz.de/10012649228
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A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Börger, Matthias; Freimann, Arne; Ruß, Jochen - In: Insurance / Mathematics & economics 99 (2021), pp. 309-326
Persistent link: https://www.econbiz.de/10012649235