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Author ID: bauer.daniel-j Recent zbMATH articles by "Bauer, Daniel J."
Published as: Bauer, Daniel; Bauer, Daniel J.

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 282 times in 214 Documents Cited by Year
A universal pricing framework for guaranteed minimum benefits in variable annuities. Zbl 1274.91399
Bauer, Daniel; Kling, Alexander; Russ, Jochen
96
2008
On the pricing of longevity-linked securities. Zbl 1231.91142
Bauer, Daniel; Börger, Matthias; Ruß, Jochen
38
2010
Risk-neutral valuation of participating life insurance contracts. Zbl 1098.91067
Bauer, Daniel; Kiesel, Rüdiger; Kling, Alexander; Ruß, Jochen
32
2006
On the calculation of the solvency capital requirement based on nested simulations. Zbl 1277.91074
Bauer, Daniel; Reuss, Andreas; Singer, Daniela
25
2012
Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment. Zbl 1140.91431
Zaglauer, Katharina; Bauer, Daniel
18
2008
Revisiting the risk-neutral approach to optimal policyholder behavior: a study of withdrawal guarantees in variable annuities. Zbl 1417.91280
Moenig, Thorsten; Bauer, Daniel
18
2016
On the risk-neutral valuation of life insurance contracts with numerical methods in view. Zbl 1230.91066
Bauer, Daniel; Bergmann, Daniela; Kiesel, Rüdiger
14
2010
Modeling the forward surface of mortality. Zbl 1255.91443
Bauer, Daniel; Benth, Fred Espen; Kiesel, Rüdiger
11
2012
A cautionary note on natural hedging of longevity risk. Zbl 1412.91061
Zhu, Nan; Bauer, Daniel
10
2014
Policyholder exercise behavior in life insurance: the state of affairs. Zbl 1414.91161
Bauer, Daniel; Gao, Jin; Moenig, Thorsten; Ulm, Eric R.; Zhu, Nan
8
2017
Asset-liability management for long-term insurance business. Zbl 1416.91145
4
2018
Evaluating life expectancy evaluations. Zbl 1393.91098
Bauer, Daniel; Fasano, Michael V.; Russ, Jochen; Zhu, Nan
3
2018
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies. (Ein allgemeines Modell zur Analyse und Bewertung von guaranteed minimum benefits in Fondspolicen.) Zbl 1215.91034
Bauer, Daniel; Kling, Alexander; Ruß, Jochen
2
2007
A note on comparing the estimates of models for cluster-correlated or longitudinal data with binary or ordinal outcomes. Zbl 1284.62683
Bauer, Daniel J.
1
2009
Different shades of risk: mortality trends implied by term insurance prices. Zbl 1467.91140
Guo, Qiheng; Bauer, Daniel
1
2021
Asymmetric information in secondary insurance markets: evidence from the life settlements market. Zbl 1466.91249
Bauer, Daniel; Russ, Jochen; Zhu, Nan
1
2020
Different shades of risk: mortality trends implied by term insurance prices. Zbl 1467.91140
Guo, Qiheng; Bauer, Daniel
1
2021
Asymmetric information in secondary insurance markets: evidence from the life settlements market. Zbl 1466.91249
Bauer, Daniel; Russ, Jochen; Zhu, Nan
1
2020
Asset-liability management for long-term insurance business. Zbl 1416.91145
4
2018
Evaluating life expectancy evaluations. Zbl 1393.91098
Bauer, Daniel; Fasano, Michael V.; Russ, Jochen; Zhu, Nan
3
2018
Policyholder exercise behavior in life insurance: the state of affairs. Zbl 1414.91161
Bauer, Daniel; Gao, Jin; Moenig, Thorsten; Ulm, Eric R.; Zhu, Nan
8
2017
Revisiting the risk-neutral approach to optimal policyholder behavior: a study of withdrawal guarantees in variable annuities. Zbl 1417.91280
Moenig, Thorsten; Bauer, Daniel
18
2016
A cautionary note on natural hedging of longevity risk. Zbl 1412.91061
Zhu, Nan; Bauer, Daniel
10
2014
On the calculation of the solvency capital requirement based on nested simulations. Zbl 1277.91074
Bauer, Daniel; Reuss, Andreas; Singer, Daniela
25
2012
Modeling the forward surface of mortality. Zbl 1255.91443
Bauer, Daniel; Benth, Fred Espen; Kiesel, Rüdiger
11
2012
On the pricing of longevity-linked securities. Zbl 1231.91142
Bauer, Daniel; Börger, Matthias; Ruß, Jochen
38
2010
On the risk-neutral valuation of life insurance contracts with numerical methods in view. Zbl 1230.91066
Bauer, Daniel; Bergmann, Daniela; Kiesel, Rüdiger
14
2010
A note on comparing the estimates of models for cluster-correlated or longitudinal data with binary or ordinal outcomes. Zbl 1284.62683
Bauer, Daniel J.
1
2009
A universal pricing framework for guaranteed minimum benefits in variable annuities. Zbl 1274.91399
Bauer, Daniel; Kling, Alexander; Russ, Jochen
96
2008
Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment. Zbl 1140.91431
Zaglauer, Katharina; Bauer, Daniel
18
2008
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies. (Ein allgemeines Modell zur Analyse und Bewertung von guaranteed minimum benefits in Fondspolicen.) Zbl 1215.91034
Bauer, Daniel; Kling, Alexander; Ruß, Jochen
2
2007
Risk-neutral valuation of participating life insurance contracts. Zbl 1098.91067
Bauer, Daniel; Kiesel, Rüdiger; Kling, Alexander; Ruß, Jochen
32
2006
all top 5

Cited by 344 Authors

7 Blake, David
7 Feng, Runhuan
7 Ziveyi, Jonathan
6 Forsyth, Peter A.
6 Hieber, Peter
6 Ruß, Jochen
5 Gan, Guojun
5 Kling, Alexander
5 Lin, X. Sheldon
5 MacMinn, Richard D.
4 Bauer, Daniel J.
4 Bernard, Carole L.
4 Chen, An
4 Kwok, Yue-Kuen
4 Loisel, Stéphane
4 Mahayni, Antje
3 Barigou, Karim
3 Boonen, Tim J.
3 Börger, Matthias
3 Gao, Jin
3 Graf, Stefan
3 Hainaut, Donatien
3 Hardy, Mary Rosalyn
3 Ignatieva, Katja
3 Li, Johnny Siu-Hang
3 Mackay, Anne
3 Maurer, Raimond H.
3 Moenig, Thorsten
3 Natolski, Jan
3 Pelsser, Antoon A. J.
3 Sherris, Michael
3 Tan, Ken Seng
3 Ulm, Eric R.
3 Werner, Ralf
3 Wu, Lan
3 Zhu, Nan
2 Alfonsi, Aurélien
2 Augustyniak, Maciej
2 Azimzadeh, Parsiad
2 Barrieu, Pauline M.
2 Blackburn, Craig
2 Buchardt, Kristian
2 Cairns, Andrew J. G.
2 Chen, Zhuliang
2 Cherchali, Adel
2 Chevalier, Etienne
2 Christiansen, Marcus Christian
2 Dai, Tian-Shyr
2 De Waegenaere, Anja
2 Delong, Łukasz
2 Devolder, Pierre
2 Dhaene, Jan
2 El Karoui, Nicole
2 Freimann, Arne
2 Furrer, Christian
2 Gudkov, Nikolay
2 Horneff, Vanya
2 Huang, Huaxiong
2 Huang, Yao Tung
2 Hunt, Andrew
2 Infante Acevedo, Jose Arturo
2 Jarner, Søren Fiig
2 Jeon, Junkee
2 Kaschützke, Barbara
2 Kleinow, Torsten
2 Kung, Ko-Lun
2 le Courtois, Olivier
2 Li, Jackie Ji
2 Lim, Thomas
2 Luo, Xiaolin
2 Majri, Mohamed
2 Mamon, Rogemar S.
2 Mitchell, Olivia S.
2 Molent, Andrea
2 Niemeyer, Andreas
2 Rogalla, Ralph
2 Schmeck, Maren Diane
2 Schmeiser, Hato
2 Schneider, Judith C.
2 Shen, Yang
2 Shevchenko, Pavel V.
2 Song, Andrew
2 Tang, Qihe
2 Tsai, Chenghsien Jason
2 Valdez, Emiliano A.
2 Vetzal, Kenneth R.
2 Volkmer, Hans
2 Wang, Jennifer L.
2 Xiong, Heng
2 Yang, Hailiang
2 Yang, Sharon S.
2 Yang, Shuai
2 Yong, Yaodi
2 Zhang, Zhimin
2 Zou, Bin
1 Ahmad, Jamaal
1 Ai, Jing
1 Alberts, J. S. C.
1 Allali, Jeremy
1 Alonso-García, Jennifer
...and 244 more Authors

Citations by Year