A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities 1 D Bauer, A Kling, J Russ ASTIN Bulletin: The Journal of the IAA 38 (2), 621-651, 2008 | 395 | 2008 |
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 |
Analysis of participating life insurance contracts: A unification approach N Gatzert, A Kling Journal of Risk and Insurance 74 (3), 547-570, 2007 | 93 | 2007 |
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: The Journal of the IAA 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 | 64 | 2007 |
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 |
Annuitization behavior: Tax incentives vs. product design A Kling, A Richter, J Ruß ASTIN Bulletin: The Journal of the IAA 44 (3), 535-558, 2014 | 14 | 2014 |
Risk analysis of annuity conversion options in a stochastic mortality environment A Kling, J Ruß, K Schilling ASTIN Bulletin: The Journal of the IAA 44 (2), 197-236, 2014 | 14 | 2014 |
Decomposing dynamic risks into risk components K Schilling, D Bauer, MC Christiansen, A Kling Management Science 66 (12), 5738-5756, 2020 | 13 | 2020 |
The impact of inflation risk on financial planning and risk-return profiles S Graf, L Haertel, A Kling, J Ruß ASTIN Bulletin: The Journal of the IAA 44 (2), 335-365, 2014 | 13 | 2014 |
A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio J Eckert, S Graf, A Kling European Actuarial Journal 11 (1), 87-112, 2021 | 6 | 2021 |
Ein allgemeines Modell zur Analyse und Bewertung von Guaranteed Minimum Benefits in Fondspolicen D Bauer, A Kling, J Ruß Blätter der DGVFM 28 (2), 259-290, 2007 | 6 | 2007 |
Auswirkungen von Garantien auf inflationsbereinigte Chancen und Risiken langfristiger Sparprozesse S Graf, A Kling, J Ruß Download unter www. ifa-ulm. de/Studie-Inflation. pdf, abgerufen am 21, 2021, 2021 | 5 | 2021 |
Thesen zur Zukunft der Altersvorsorge in Deutschland J Ruß, A Kling, A Seyboth Institut für Finanz-und Aktuarwissenschaften, 2022 | 4 | 2022 |
Multi-year analysis of solvency capital in life insurance KT Rödel, S Graf, A Kling European actuarial journal 11 (2), 463-501, 2021 | 4 | 2021 |