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1ST ULM ACTUARIAL DAY | 5 MAR


 

presented by University of Ulm and Institute of Finance and Actuarial Sciences (ifa)


With the University of Ulm and the ifa Ulm, Ulm is an internationally leading center in actuarial science and its applications with a high degree of integration of education/training, research and its application.

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  • 25:27 Popular A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio

    A measure to analyse the interaction of contracts in a heter...

    by Jonas Eckert Added 73 Views / 0 Likes

    Speaker: Jonas Eckert (University of Ulm / ifa Ulm) A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (joint work with Stefan Graf and Alexander Kling) Because of the long-term nature of life insurance policies

  • 13:24 Popular Indifference Pricing under SAHARA Utility

    Indifference Pricing under SAHARA Utility

    by Nils Sørensen Added 28 Views / 0 Likes

    Speaker: Nils Sørensen (University of Ulm / ifa Ulm) Indifference Pricing under SAHARA Utility Applications in Insurance and Finance (Joint work with An Chen and Thai Ngyuen) Pricing claims on nontraded assets is one of the ongoing challenges in op

  • 19:15 Popular Mean-variance hedging of unit linked life insurance contracts in a Levy model

    Mean-variance hedging of unit linked life insurance contract...

    by Christian Dehm Added 40 Views / 0 Likes

    Speaker: Christian Dehm, University of Ulm / ifa Ulm “Mean-variance hedging of unit linked life insurance contracts in a Levy model“ (joint work with Frank Bosserhoff and Mitja Stadje) In this paper, we consider a mean variance optimization pr