A universal pricing framework for guaranteed minimum benefits in variable annuities D Bauer, A Kling, J Russ ASTIN Bulletin-Actuarial Studies in Non Life Insurance 38 (2), 621, 2008 | 394 | 2008 |
On the pricing of longevity-linked securities D Bauer, M Börger, J Ruß Insurance: Mathematics and Economics 46 (1), 139-149, 2010 | 232* | 2010 |
Risk-neutral valuation of participating life insurance contracts D Bauer, R Kiesel, A Kling, J Ruß Insurance: Mathematics and Economics 39 (2), 171-183, 2006 | 129 | 2006 |
The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies A Kling, A Richter, J Ruß Insurance: Mathematics and Economics 40 (1), 164-178, 2007 | 123 | 2007 |
The volatility of mortality D Bauer, M Börger, J Ruß, HJ Zwiesler Asia-Pacific Journal of Risk and Insurance, 2008 | 82 | 2008 |
GMWB for life an analysis of lifelong withdrawal guarantees D Holz, A Kling, J Russ Zeitschrift für die gesamte Versicherungswissenschaft 101, 305-325, 2012 | 81 | 2012 |
The impact of stochastic volatility on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities A Kling, F Ruez, J Ruß ASTIN Bulletin 41 (2), 511-545, 2011 | 74 | 2011 |
The impact of policyholder behavior on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities A Kling, F Ruez, J Ruß European Actuarial Journal 4, 281-314, 2014 | 65 | 2014 |
Risk analysis and valuation of life insurance contracts: Combining actuarial and financial approaches S Graf, A Kling, J Ruß Insurance: Mathematics and Economics 49 (1), 115-125, 2011 | 64 | 2011 |
The impact of surplus distribution on the risk exposure of with profit life insurance policies including interest rate guarantees A Kling, A Richter, J Ruß Journal of Risk and Insurance 74 (3), 571-589, 2007 | 63 | 2007 |
Multi cumulative prospect theory and the demand for cliquet‐style guarantees J Ruß, S Schelling Journal of Risk and Insurance 85 (4), 1103-1125, 2018 | 51 | 2018 |
Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation G Hoermann, J Ruß Insurance: Mathematics and Economics 43 (1), 150-157, 2008 | 43* | 2008 |
Insurance customer behavior: Lessons from behavioral economics A Richter, J Ruß, S Schelling Risk Management and Insurance Review 22 (2), 183-205, 2019 | 39 | 2019 |
Moderne Verhaltensökonomie in der Versicherungswirtschaft A Richter, J Ruß, S Schelling Springer Fachmedien Wiesbaden, 2018 | 32 | 2018 |
Participating life insurance contracts under risk based solvency frameworks: How to increase capital efficiency by product design A Reuß, J Ruß, J Wieland Innovations in Quantitative Risk Management: TU München, September 2013, 185-208, 2015 | 27 | 2015 |
Financial planning and risk-return profiles S Graf, A Kling, J Ruß European Actuarial Journal 2, 77-104, 2012 | 26 | 2012 |
Analysis of embedded options in individual pension schemes in Germany A Kling, J Russ, H Schmeiser The Geneva Risk and Insurance Review 31, 43-60, 2006 | 25 | 2006 |
Asymmetric information in secondary insurance markets: Evidence from the life settlements market D Bauer, J Russ, N Zhu Quantitative Economics 11 (3), 1143-1175, 2020 | 23* | 2020 |
It takes two: Why mortality trend modeling is more than modeling one mortality trend M Börger, J Russ, J Schupp Insurance: Mathematics and Economics 99, 222-232, 2021 | 21 | 2021 |
Evaluating life expectancy evaluations D Bauer, MV Fasano, J Russ, N Zhu North American Actuarial Journal 22 (2), 198-209, 2018 | 20* | 2018 |