Concepedia

Surplus Management

Surplus Management is the systematic process of optimizing an insurer's net worth—defined as assets minus liabilities—through strategic allocation, risk mitigation, and capital preservation to ensure long-term solvency and financial stability.

60

Publications

1.8K

Citations

97

Authors

55

Institutions

Publications per year

2017–2026

2

Parents

Children

Publications

60

Guaranteed Investment Contracts: Distributed and Undistributed Excess Return

Kristian R. Miltersen, Svein‐Arne Persson · Scandinavian Actuarial Journal · 2003 · 117 citations · Full text

, , +10

Minimum Rate of Return Guarantees: The Danish Case

Mette Weinreich Hansen, Kristian R. Miltersen · Scandinavian Actuarial Journal · 2002 · 103 citations

, , +12

When does the surplus reach a given target?

Hans U. Gerber · Insurance Mathematics and Economics · 1990 · 96 citations

, , +3

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

, , +12

On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

Benjamin Avanzi, Eric C.K. Cheung, Bernard Wong et al. · Insurance Mathematics and Economics · 2012 · 86 citations · Full text

, , +7

1–5 of 60

Authors

97

  1. RR
    Ralph Rogalla

    Goethe University Frankfurt, Germany

    4 publications · 101 citations

    4

    h-index

  2. IS
    Ivonne Siegelin

    Goethe University Frankfurt, Germany

    4 publications · 101 citations

    4

    h-index

  3. RM
    Raimond Maurer

    Goethe University Frankfurt, Germany

    4 publications · 101 citations

    4

    h-index

  4. ML
    Martin L. Leibowitz

    Morgan Stanley (United States), United States

    3 publications · 128 citations

    3

    h-index

  5. NG
    Nadine Gatzert

    Friedrich-Alexander-Universität Erlangen-Nürnberg, Germany

    3 publications · 104 citations

    3

    h-index

1–5 of 97

Institutions

55

  1. Goethe University Frankfurt

    Frankfurt am Main, Germany

    4 h-index

    11 publications

    273 citations

  2. UNSW Sydney

    Sydney, Australia

    3 h-index

    4 publications

    204 citations

  3. University of Hong Kong

    Pok Fu Lam, Hong Kong

    3 h-index

    5 publications

    230 citations

  4. Frankfurt School of Finance & Management

    Frankfurt am Main, Germany

    3 h-index

    5 publications

    110 citations

  5. St. John's University

    New York, United States

    3 h-index

    3 publications

    62 citations

  6. Ludwig-Maximilians-Universität München

    Munich, Germany

    2 h-index

    2 publications

    137 citations

  7. Friedrich-Alexander-Universität Erlangen-Nürnberg

    Erlangen, Germany

    2 h-index

    4 publications

    132 citations

  8. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    2 publications

    46 citations

1–8 of 55

Venues

  1. Insurance Mathematics and Economics

    9 publications · 437 citations

    9

    h-index

  2. Scandinavian Actuarial Journal

    6 publications · 299 citations

    6

    h-index

  3. SSRN Electronic Journal

    Repository · 4 publications · 65 citations

    4

    h-index

  4. Astin Bulletin

    4 publications · 102 citations

    4

    h-index

  5. Journal of Risk & Insurance

    3 publications · 83 citations

    3

    h-index

1–5