Edit Profile (opens in new tab) Ruß, Jochen Compute Distance To: Compute Author ID: russ.jochen Published as: Ruß, Jochen; Russ, Jochen External Links: ORCID Documents Indexed: 20 Publications since 1998 Co-Authors: 20 Co-Authors with 20 Joint Publications 117 Co-Co-Authors all top 5 Co-Authors 0 single-authored 8 Kling, Alexander 6 Bauer, Daniel J. 3 Börger, Matthias 2 Dillmann, Tobias 2 Richter, Andreas 2 Zhu, Nan 1 Alexandrova, Maria 1 Bohnert, Alexander 1 Fasano, Michael V. 1 Freimann, Arne 1 Gatzert, Nadine 1 Graf, Stefan 1 Hoermann, Gudrun 1 Kiesel, Rüdiger 1 Nonnenmacher, Dirk Jens F. 1 Ruez, Frederik 1 Schelling, Stefan 1 Schilling, Katja 1 Schittenhelm, Frank Andreas 1 Schupp, Johannes all top 5 Serials 9 Insurance Mathematics & Economics 3 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 3 ASTIN Bulletin 2 European Actuarial Journal 1 North American Actuarial Journal 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Quantitative Economics Fields 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 14 Publications have been cited 223 times in 190 Documents Cited by ▼ Year ▼ A universal pricing framework for guaranteed minimum benefits in variable annuities. Zbl 1274.91399Bauer, Daniel; Kling, Alexander; Russ, Jochen 96 2008 On the pricing of longevity-linked securities. Zbl 1231.91142Bauer, Daniel; Börger, Matthias; Ruß, Jochen 38 2010 Risk-neutral valuation of participating life insurance contracts. Zbl 1098.91067Bauer, Daniel; Kiesel, Rüdiger; Kling, Alexander; Ruß, Jochen 32 2006 The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies. Zbl 1273.91238Kling, Alexander; Richter, Andreas; Ruß, Jochen 24 2007 Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches. Zbl 1218.91081Graf, Stefan; Kling, Alexander; Ruß, Jochen 13 2011 Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation. Zbl 1140.91420Hoermann, Gudrun; Ruß, Jochen 5 2008 Risk analysis of annuity conversion options in a stochastic mortality environment. Zbl 1290.91165Kling, Alexander; Ruß, Jochen; Schilling, Katja 3 2014 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 3 2017 Evaluating life expectancy evaluations. Zbl 1393.91098Bauer, 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 1215.91034Bauer, Daniel; Kling, Alexander; Ruß, Jochen 2 2007 Arithmetic averaging equity-linked life insurance policies in Germany. Zbl 0940.62105Nonnenmacher, Dirk Jens F.; Ruß, Jochen 1 1999 Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259Kling, Alexander; Ruez, Frederik; Ruß, Jochen 1 2017 Asymmetric information in secondary insurance markets: evidence from the life settlements market. Zbl 1466.91249Bauer, Daniel; Russ, Jochen; Zhu, Nan 1 2020 It takes two: why mortality trend modeling is more than modeling one mortality trend. Zbl 1467.91133Börger, Matthias; Russ, Jochen; Schupp, Johannes 1 2021 It takes two: why mortality trend modeling is more than modeling one mortality trend. Zbl 1467.91133Börger, Matthias; Russ, Jochen; Schupp, Johannes 1 2021 Asymmetric information in secondary insurance markets: evidence from the life settlements market. Zbl 1466.91249Bauer, Daniel; Russ, Jochen; Zhu, Nan 1 2020 Evaluating life expectancy evaluations. Zbl 1393.91098Bauer, Daniel; Fasano, Michael V.; Russ, Jochen; Zhu, Nan 3 2018 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 3 2017 Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259Kling, Alexander; Ruez, Frederik; Ruß, Jochen 1 2017 Risk analysis of annuity conversion options in a stochastic mortality environment. Zbl 1290.91165Kling, Alexander; Ruß, Jochen; Schilling, Katja 3 2014 Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches. Zbl 1218.91081Graf, Stefan; Kling, Alexander; Ruß, Jochen 13 2011 On the pricing of longevity-linked securities. Zbl 1231.91142Bauer, Daniel; Börger, Matthias; Ruß, Jochen 38 2010 A universal pricing framework for guaranteed minimum benefits in variable annuities. Zbl 1274.91399Bauer, Daniel; Kling, Alexander; Russ, Jochen 96 2008 Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation. Zbl 1140.91420Hoermann, Gudrun; Ruß, Jochen 5 2008 The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies. Zbl 1273.91238Kling, Alexander; Richter, Andreas; Ruß, Jochen 24 2007 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 1215.91034Bauer, Daniel; Kling, Alexander; Ruß, Jochen 2 2007 Risk-neutral valuation of participating life insurance contracts. Zbl 1098.91067Bauer, Daniel; Kiesel, Rüdiger; Kling, Alexander; Ruß, Jochen 32 2006 Arithmetic averaging equity-linked life insurance policies in Germany. Zbl 0940.62105Nonnenmacher, Dirk Jens F.; Ruß, Jochen 1 1999 all cited Publications top 5 cited Publications all top 5 Cited by 297 Authors 7 Kling, Alexander 7 Ruß, Jochen 7 Ziveyi, Jonathan 6 Chen, An 6 Feng, Runhuan 6 Forsyth, Peter A. 6 Hieber, Peter 5 Gan, Guojun 4 Bauer, Daniel J. 4 Bernard, Carole L. 4 Blake, David 4 Gatzert, Nadine 4 Graf, Stefan 4 Kwok, Yue-Kuen 4 Lin, X. Sheldon 4 Loisel, Stéphane 4 MacMinn, Richard D. 4 Mahayni, Antje 4 Maurer, Raimond H. 3 Börger, Matthias 3 Gao, Jin 3 Hainaut, Donatien 3 Ignatieva, Katja 3 Li, Johnny Siu-Hang 3 Mackay, Anne 3 Mitchell, Olivia S. 3 Moenig, Thorsten 3 Rogalla, Ralph 3 Schmeiser, Hato 3 Sherris, Michael 3 Tan, Ken Seng 3 Ulm, Eric R. 3 Wu, Lan 2 Augustyniak, Maciej 2 Azimzadeh, Parsiad 2 Barrieu, Pauline M. 2 Blackburn, Craig 2 Bohnert, Alexander 2 Casalini, Riccardo 2 Chen, Zhuliang 2 Chevalier, Etienne 2 Dai, Tian-Shyr 2 El Karoui, Nicole 2 Freimann, Arne 2 Fusai, Gianluca 2 Gambaro, Anna Maria 2 Gerstner, Thomas 2 Ghilarducci, Alessandro 2 Griebel, Michael 2 Gudkov, Nikolay 2 Hardy, Mary Rosalyn 2 Holtz, Markus 2 Horneff, Vanya 2 Huang, Huaxiong 2 Huang, Yao Tung 2 Jeon, Junkee 2 Kaschützke, Barbara 2 Kiesel, Rüdiger 2 Kleinow, Torsten 2 Li, Jackie Ji 2 Lim, Thomas 2 Luo, Xiaolin 2 Mamon, Rogemar S. 2 Pelsser, Antoon A. J. 2 Rach, Manuel 2 Reuß, Andreas 2 Rödel, Karen Tanja 2 Schmeck, Maren Diane 2 Schneider, Judith C. 2 Shen, Yang 2 Shevchenko, Pavel V. 2 Siegelin, Ivonne 2 Song, Andrew 2 Tang, Qihe 2 Valdez, Emiliano A. 2 Vetzal, Kenneth R. 2 Volkmer, Hans 2 Wagner, Joël 2 Wang, Jennifer L. 2 Weng, Chengguo 2 Xiong, Heng 2 Yang, Hailiang 2 Yang, Sharon S. 2 Yong, Yaodi 2 Zemp, Alexandra 2 Zhang, Zhimin 2 Zhu, Nan 2 Zou, Bin 1 Ahmad, Jamaal 1 Ai, Jing 1 Alonso-García, Jennifer 1 Bacinello, Anna Rita 1 Balasooriya, Uditha 1 Balter, Anne G. 1 Barigou, Karim 1 Bartels, Hans-Jochen 1 Bélanger, A. C. 1 Ben Zineb, Tarik 1 Bensusan, Harry 1 Bienek, Tobias ...and 197 more Authors all top 5 Cited in 26 Serials 85 Insurance Mathematics & Economics 22 North American Actuarial Journal 21 ASTIN Bulletin 13 European Actuarial Journal 8 Scandinavian Actuarial Journal 8 Quantitative Finance 5 Journal of Computational and Applied Mathematics 5 Journal of Economic Dynamics & Control 2 Applied Mathematical Finance 2 Review of Derivatives Research 2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Theory of Probability and its Applications 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Journal of Applied Probability 1 Numerische Mathematik 1 Operations Research Letters 1 Journal of Applied Mathematics and Stochastic Analysis 1 Japan Journal of Industrial and Applied Mathematics 1 Finance and Stochastics 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 Decisions in Economics and Finance 1 Computational Management Science 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics 1 Dependence Modeling all top 5 Cited in 13 Fields 186 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Statistics (62-XX) 30 Probability theory and stochastic processes (60-XX) 11 Systems theory; control (93-XX) 8 Numerical analysis (65-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 General and overarching topics; collections (00-XX) 4 Partial differential equations (35-XX) 4 Computer science (68-XX) 4 Operations research, mathematical programming (90-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Biology and other natural sciences (92-XX) Citations by Year