Follow
Jochen Russ
Jochen Russ
Managing partner at „ifa Ulm“ and Professor for actuarial science at Ulm University
Verified email at ifa-ulm.de
Title
Cited by
Cited by
Year
A universal pricing framework for guaranteed minimum benefits in variable annuities
D Bauer, A Kling, J Russ
ASTIN Bulletin-Actuarial Studies in Non Life Insurance 38 (2), 621, 2008
3922008
On the pricing of longevity-linked securities
D Bauer, M Börger, J Ruß
Insurance: Mathematics and Economics 46 (1), 139-149, 2010
228*2010
Risk-neutral valuation of participating life insurance contracts
D Bauer, R Kiesel, A Kling, J Ruß
Insurance: Mathematics and Economics 39 (2), 171-183, 2006
1292006
The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
A Kling, A Richter, J Ruß
Insurance: Mathematics and Economics 40 (1), 164-178, 2007
1222007
GMWB for life an analysis of lifelong withdrawal guarantees
D Holz, A Kling, J Russ
Zeitschrift für die gesamte Versicherungswissenschaft 101, 305-325, 2012
802012
The volatility of mortality
D Bauer, M Börger, J Ruß, HJ Zwiesler
Asia-Pacific Journal of Risk and Insurance, 2008
802008
The impact of stochastic volatility on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities
A Kling, F Ruez, J Ruß
ASTIN Bulletin 41 (2), 511-545, 2011
762011
The impact of surplus distribution on the risk exposure of with profit life insurance policies including interest rate guarantees
A Kling, A Richter, J Ruß
Journal of Risk and Insurance 74 (3), 571-589, 2007
652007
Risk analysis and valuation of life insurance contracts: Combining actuarial and financial approaches
S Graf, A Kling, J Ruß
Insurance: Mathematics and Economics 49 (1), 115-125, 2011
642011
The impact of policyholder behavior on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities
A Kling, F Ruez, J Ruß
European Actuarial Journal 4, 281-314, 2014
632014
Multi cumulative prospect theory and the demand for cliquet‐style guarantees
J Ruß, S Schelling
Journal of Risk and Insurance 85 (4), 1103-1125, 2018
492018
Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation
G Hoermann, J Ruß
Insurance: Mathematics and Economics 43 (1), 150-157, 2008
43*2008
Insurance customer behavior: Lessons from behavioral economics
A Richter, J Ruß, S Schelling
Risk management and insurance review 22 (2), 183-205, 2019
342019
Participating life insurance contracts under risk based solvency frameworks: How to increase capital efficiency by product design
A Reuß, J Ruß, J Wieland
Innovations in Quantitative Risk Management: TU München, September 2013, 185-208, 2015
262015
Moderne Verhaltensökonomie in der Versicherungswirtschaft
A Richter, J Ruß, S Schelling
Springer Fachmedien Wiesbaden, 2018
252018
Financial planning and risk-return profiles
S Graf, A Kling, J Ruß
European Actuarial Journal 2, 77-104, 2012
252012
Analysis of embedded options in individual pension schemes in Germany
A Kling, J Russ, H Schmeiser
The Geneva Risk and Insurance Review 31, 43-60, 2006
242006
Asymmetric information in secondary insurance markets: Evidence from the life settlements market
D Bauer, J Russ, N Zhu
Quantitative Economics 11 (3), 1143-1175, 2020
21*2020
It takes two: Why mortality trend modeling is more than modeling one mortality trend
M Börger, J Russ, J Schupp
Insurance: Mathematics and Economics 99, 222-232, 2021
202021
Evaluating life expectancy evaluations
D Bauer, MV Fasano, J Russ, N Zhu
North American Actuarial Journal 22 (2), 198-209, 2018
19*2018
The system can't perform the operation now. Try again later.
Articles 1–20