Chang, Hsiaoyin; Schmeiser, Hato Life insurance surrender and liquidity risks. (English) Zbl 1491.91105 Quant. Finance 22, No. 4, 761-776 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Chang} and \textit{H. Schmeiser}, Quant. Finance 22, No. 4, 761--776 (2022; Zbl 1491.91105) Full Text: DOI
Schmeiser, Hato; Orozco-Garcia, Carolina The merits of pooling claims: mutual vs. stock insurers. (English) Zbl 1467.91150 Insur. Math. Econ. 99, 92-104 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Schmeiser} and \textit{C. Orozco-Garcia}, Insur. Math. Econ. 99, 92--104 (2021; Zbl 1467.91150) Full Text: DOI
Klein, Florian; Schmeiser, Hato Heterogeneous premiums for homogeneous risks? Asset liability management under default probability and price-demand functions. (English) Zbl 1410.91270 N. Am. Actuar. J. 23, No. 2, 276-297 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{F. Klein} and \textit{H. Schmeiser}, N. Am. Actuar. J. 23, No. 2, 276--297 (2019; Zbl 1410.91270) Full Text: DOI
Reichel, Lukas; Schmeiser, Hato The liability regime of insurance pools and its impact on pricing. (English) Zbl 1457.91335 N. Am. Actuar. J. 22, No. 4, 533-553 (2018). MSC: 91G05 PDFBibTeX XMLCite \textit{L. Reichel} and \textit{H. Schmeiser}, N. Am. Actuar. J. 22, No. 4, 533--553 (2018; Zbl 1457.91335) Full Text: DOI Link
Albrecher, Hansjörg (ed.); Bauer, Daniel (ed.); Embrechts, Paul (ed.); Filipović, Damir (ed.); Koch-Medina, Pablo (ed.); Korn, Ralf (ed.); Loisel, Stéphane (ed.); Pelsser, Antoon (ed.); Schiller, Frank (ed.); Schmeiser, Hato (ed.); Wagner, Joël (ed.) Asset-liability management for long-term insurance business. (English) Zbl 1416.91145 Eur. Actuar. J. 8, No. 1, 9-25 (2018). MSC: 91B30 00B25 PDFBibTeX XMLCite \textit{H. Albrecher} (ed.) et al., Eur. Actuar. J. 8, No. 1, 9--25 (2018; Zbl 1416.91145) Full Text: DOI Link
Braun, Alexander; Schmeiser, Hato; Rymaszewski, Przemysław Stock vs. mutual insurers: who should and who does charge more? (English) Zbl 1341.91088 Eur. J. Oper. Res. 242, No. 3, 875-889 (2015). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Braun} et al., Eur. J. Oper. Res. 242, No. 3, 875--889 (2015; Zbl 1341.91088) Full Text: DOI