Nach Vereinbarung (bitte kurze Anmeldung per E-Mail)
Bequest-embedded annuities and tontines (with An Chen). Asia-Pacific Journal of Risk and Insurance, in press. DOI: 10.1515/apjri-2020-0031, 2021. [Link]
A collective investment problem in a stochastic volatility environment: The impact of sharing rules (with An Chen and Thai Nguyen). Annals of Operations Research, in press. DOI: 10.1007/s10479-021-03983-8, 2021. [Link]
Optimal collective investment: The impact of sharing rules, management fees and guarantees (with An Chen and Thai Nguyen). Journal of Banking and Finance, 123, DOI: 10.1016/j.jbankfin.2020.106012, 2021. [Link]
Current developments in German pension schemes: What are the benefits of the new target pension? (with An Chen). European Actuarial Journal, forthcoming. DOI: 10.1007/s13385-020-00247-w, 2020. [Link]
Optimal retirement products under subjective mortality beliefs (with An Chen and Peter Hieber). Insurance: Mathematics and Economics, in press. DOI: 10.1016/j.insmatheco.2020.07.002, 2020. [Link]
On the optimal combination of annuities and tontines (with An Chen and Thorsten Sehner). ASTIN Bulletin: The Journal of the IAA, 50(1):95-129, DOI: 10.1017/asb.2019.37, 2020. [Link]
Options on tontines: An innovative way of combining tontines and annuities (with An Chen). Insurance: Mathematics and Economics, 89:182-192, DOI: 10.1016/j.insmatheco.2019.10.004, 2019. [Link]
Die zentrale Renteninfo kann (und sollte) kommen (with Gundula Dietrich, André Geilenkothen and Hans-Joachim Zwiesler). Aktuar Aktuell, 47:14-15, 2019. [Link]
Konzeptionelle Grundlagen für eine säulenübergreifende Altersvorsorgeinformation (with Gundula Dietrich, André Geilenkothen, Hans-Joachim Zwiesler and many others). Bundesministerium für Arbeit und Soziales (BMAS), 2019. [Studie, Zusammenfassung]
Fees in tontines (with An Chen and Montserrat Guillen)
Retirement income tontines and individual welfare (with An Chen)
A CPT-based comparison of retirement products (with An Chen)
Optimal Design of Private and Occupational Retirement Plans [Link]
03/2021: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.
10/2020: DGVFM-Workshop für junge Mathematiker, Reisensburg.
10/2020: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.
02/2020: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.
07/2019: 23rd International Congress on Insurance: Mathematics and Economics, München.
03/2019: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.
03/2019: Workshop on Fair valuation at Université Libre de Bruxelles, Brussels, Belgium.
11/2018: Wima-Kongress 2018, Ulm.
09/2018: European Actuarial Journal Conference, Leuven, Belgium.
03/2018: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.
Journal referee: ASTIN Bulletin: The Journal of the IAA, Annals of Actuarial Science.
Actuary qualification: Successfully completed all necessary examinations of the German Actuarial Association (DAV) to become a qualified actuary.
