Ruß, Jochen; Schelling, Stefan; Schultze, Mark B. What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products. (English) Zbl 07807624 Eur. Actuar. J. 13, No. 2, 607-635 (2023). MSC: 91G05 91B42 91B16 PDFBibTeX XMLCite \textit{J. Ruß} et al., Eur. Actuar. J. 13, No. 2, 607--635 (2023; Zbl 07807624) Full Text: DOI OA License
Rödel, Karen Tanja; Graf, Stefan; Kling, Alexander Multi-year analysis of solvency capital in life insurance. (English) Zbl 1482.91187 Eur. Actuar. J. 11, No. 2, 463-501 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G30 PDFBibTeX XMLCite \textit{K. T. Rödel} et al., Eur. Actuar. J. 11, No. 2, 463--501 (2021; Zbl 1482.91187) Full Text: DOI
Rödel, Karen Tanja; Graf, Stefan; Kling, Alexander; Reuß, Andreas Measuring profitability of life insurance products under Solvency II. (English) Zbl 1482.91188 Eur. Actuar. J. 11, No. 2, 349-376 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 PDFBibTeX XMLCite \textit{K. T. Rödel} et al., Eur. Actuar. J. 11, No. 2, 349--376 (2021; Zbl 1482.91188) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Jun An actuarial approach to pricing barrier options. (English) Zbl 1479.91324 Eur. Actuar. J. 11, No. 1, 333-339 (2021). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Eur. Actuar. J. 11, No. 1, 333--339 (2021; Zbl 1479.91324) Full Text: DOI
Eckert, Jonas; Graf, Stefan; Kling, Alexander A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio. (English) Zbl 1483.91190 Eur. Actuar. J. 11, No. 1, 87-112 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDFBibTeX XMLCite \textit{J. Eckert} et al., Eur. Actuar. J. 11, No. 1, 87--112 (2021; Zbl 1483.91190) Full Text: DOI
Graf, Stefan; Korn, Ralf A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. (English) Zbl 1457.91331 Eur. Actuar. J. 10, No. 2, 273-293 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G60 65C05 PDFBibTeX XMLCite \textit{S. Graf} and \textit{R. Korn}, Eur. Actuar. J. 10, No. 2, 273--293 (2020; Zbl 1457.91331) Full Text: DOI
Graf, Stefan PRIIP-KID: \(\mathrm{\underline {p}}\)roviding \(\mathrm{\underline{r}}\)etail \(\mathrm{\underline{i}}\)nvestors with \(\mathrm{\underline{i}}\)nappropriate \(\mathrm{\underline{p}}\)roduct information? (English) Zbl 1433.91131 Eur. Actuar. J. 9, No. 2, 361-385 (2019). MSC: 91G05 PDFBibTeX XMLCite \textit{S. Graf}, Eur. Actuar. J. 9, No. 2, 361--385 (2019; Zbl 1433.91131) Full Text: DOI
Vedani, Julien; El Karoui, Nicole; Loisel, Stéphane; Prigent, Jean-Luc Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. (English) Zbl 1394.91233 Eur. Actuar. J. 7, No. 1, 1-28 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Vedani} et al., Eur. Actuar. J. 7, No. 1, 1--28 (2017; Zbl 1394.91233) Full Text: DOI HAL
Kling, Alexander; Ruez, Frederik; Ruß, Jochen Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. (English) Zbl 1405.91259 Eur. Actuar. J. 7, No. 2, 353-377 (2017). MSC: 91B30 91G30 91G60 PDFBibTeX XMLCite \textit{A. Kling} et al., Eur. Actuar. J. 7, No. 2, 353--377 (2017; Zbl 1405.91259) Full Text: DOI
Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard Closed-form solutions for guaranteed minimum accumulation and death benefits. (English) Zbl 1415.91155 Eur. Actuar. J. 6, No. 1, 197-231 (2016). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{M. Krayzler} et al., Eur. Actuar. J. 6, No. 1, 197--231 (2016; Zbl 1415.91155) Full Text: DOI
Natolski, Jan; Werner, Ralf Mathematical analysis of different approaches for replicating portfolios. (English) Zbl 1329.91071 Eur. Actuar. J. 4, No. 2, 411-435 (2014). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{J. Natolski} and \textit{R. Werner}, Eur. Actuar. J. 4, No. 2, 411--435 (2014; Zbl 1329.91071) Full Text: DOI
Detering, Nils; Weber, Andreas; Wystup, Uwe Return distributions of equity-linked retirement plans under jump and interest rate risk. (English) Zbl 1278.91135 Eur. Actuar. J. 3, No. 1, 203-228 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{N. Detering} et al., Eur. Actuar. J. 3, No. 1, 203--228 (2013; Zbl 1278.91135) Full Text: DOI
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. (English) Zbl 1260.91235 Eur. Actuar. J. 2, No. 2, 243-258 (2012). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{P. Gaillardetz} et al., Eur. Actuar. J. 2, No. 2, 243--258 (2012; Zbl 1260.91235) Full Text: DOI