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Author ID: russ.jochen Recent zbMATH articles by "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

Publications by Year

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 1274.91399
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
The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies. Zbl 1273.91238
Kling, Alexander; Richter, Andreas; Ruß, Jochen
24
2007
Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches. Zbl 1218.91081
Graf, Stefan; Kling, Alexander; Ruß, Jochen
13
2011
Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation. Zbl 1140.91420
Hoermann, Gudrun; Ruß, Jochen
5
2008
Risk analysis of annuity conversion options in a stochastic mortality environment. Zbl 1290.91165
Kling, Alexander; Ruß, Jochen; Schilling, Katja
3
2014
Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244
Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen
3
2017
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
Arithmetic averaging equity-linked life insurance policies in Germany. Zbl 0940.62105
Nonnenmacher, Dirk Jens F.; Ruß, Jochen
1
1999
Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259
Kling, Alexander; Ruez, Frederik; Ruß, Jochen
1
2017
Asymmetric information in secondary insurance markets: evidence from the life settlements market. Zbl 1466.91249
Bauer, Daniel; Russ, Jochen; Zhu, Nan
1
2020
It takes two: why mortality trend modeling is more than modeling one mortality trend. Zbl 1467.91133
Börger, Matthias; Russ, Jochen; Schupp, Johannes
1
2021
It takes two: why mortality trend modeling is more than modeling one mortality trend. Zbl 1467.91133
Börger, Matthias; Russ, Jochen; Schupp, Johannes
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
Evaluating life expectancy evaluations. Zbl 1393.91098
Bauer, Daniel; Fasano, Michael V.; Russ, Jochen; Zhu, Nan
3
2018
Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244
Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen
3
2017
Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259
Kling, Alexander; Ruez, Frederik; Ruß, Jochen
1
2017
Risk analysis of annuity conversion options in a stochastic mortality environment. Zbl 1290.91165
Kling, Alexander; Ruß, Jochen; Schilling, Katja
3
2014
Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches. Zbl 1218.91081
Graf, Stefan; Kling, Alexander; Ruß, Jochen
13
2011
On the pricing of longevity-linked securities. Zbl 1231.91142
Bauer, Daniel; Börger, Matthias; Ruß, Jochen
38
2010
A universal pricing framework for guaranteed minimum benefits in variable annuities. Zbl 1274.91399
Bauer, Daniel; Kling, Alexander; Russ, Jochen
96
2008
Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation. Zbl 1140.91420
Hoermann, Gudrun; Ruß, Jochen
5
2008
The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies. Zbl 1273.91238
Kling, 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 1215.91034
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
Arithmetic averaging equity-linked life insurance policies in Germany. Zbl 0940.62105
Nonnenmacher, Dirk Jens F.; Ruß, Jochen
1
1999
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

Citations by Year