Concepedia

Frederik Ruez

FR

Statistics

Publications

2

Citations

114

H-Index

2

Active since

2011

Affiliations

Universität Ulm(Current)

Frederik Ruez is an author at Universität Ulm specializing in financial risk management, insurance, and business.

Top concepts

FinanceBusinessInsuranceManagementFinancial Risk ManagementEconomicsAccountingAsset PricingOption PricingFinancial Economics

Publications per year

2011–2014

2

Publications

2

The impact of policyholder behavior on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities

Alexander Kling, Frederik Ruez, Jochen Ruß · European Actuarial Journal · 2014 · 70 citations

Withdrawal Benefit Guarantees, Financial Economics, Financial Risk Management +9

The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities

Alexander Kling, Frederik Ruez, Jochen Ruß · Astin Bulletin · 2011 · 44 citations

Financial Risk Management, Latest Guarantee Feature, Financial Mathematics +17

1–2 of 2