Concepedia

Jochen Ruß

JR

Statistics

Publications

15

Citations

755

H-Index

14

Active since

2006

Affiliations

Helmholtz-Institute Ulm(Current)

Leibniz Institute for Financial Research SAFE

Universität Ulm

Ludwig-Maximilians-Universität München

Georgia State University

Jochen Ruß is an author at Helmholtz-Institute Ulm specializing in business, finance, and management.

Top concepts

BusinessFinanceManagementInsuranceEconomicsRisk ManagementFinancial Risk ManagementFinancial RiskPrivate InsuranceInsurance Regulations

Publications per year

2006–2019

15

Publications

15

On the pricing of longevity-linked securities

Daniel J. Bauer, Matthias Börger, Jochen Ruß · Insurance Mathematics and Economics · 2009 · 139 citations

Asset Pricing, Finance, Derivative Pricing +2

Risk-neutral valuation of participating life insurance contracts

Daniel J. Bauer, Rüdiger Kiesel, Alexander Kling et al. · Insurance Mathematics and Economics · 2006 · 92 citations

Private Insurance, Economics, Risk-neutral Valuation +7

The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies

Alexander Kling, Andreas Richter, Jochen Ruß · Insurance Mathematics and Economics · 2006 · 87 citations

Private Insurance, Economics, Insurance Markets +12

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 Volatility of Mortality

Daniel J. Bauer, Matthias Börger, Jochen Ruß et al. · Asia-Pacific Journal of Risk and Insurance · 2008 · 52 citations

Mortality Studies, Engineering, Non-gaussian Volatility Structure +14

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