2019 MAR | 1ST ULM ACTUARIAL DAY
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.
- Ulm has a high international reputation in actuarial research.
- The cooperation with ifa, a leading actuarial consulting firm, leads to a stimulating exchange between modern research and intelligent applications.
- Ulm offers one of the largest international education programs (bachelor and master) in actuarial science.
- Ulm offers a large program in continuing education in actuarial science.
-
A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio
Added 0 787 ViewsA 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 including interest rate guarantees and the current l
-
Indifference Pricing under SAHARA Utility
Added 0 434 ViewsIndifference 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 option pricing theory. Nontraded assets occur in many differen
-
Mean-variance hedging of unit linked life insurance contracts in a Levy model
Added 0 655 Views“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 problem in a Levy market. To model the typical life ins
