Daniel Bauer
University of Wisconsin-Madison
H-index: 22
North America-United States
Top articles of Daniel Bauer
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Virtuous Innovation or Obfuscation? Product Innovation in the Variable Annuities Market | Xiaochen Jing Daniel Bauer J Tyler Leverty | 2024/3 | |
Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities | Journal of Risk and Insurance | Daniel Bauer Thorsten Moenig | 2023/6 |
Health risk and the value of life | Working Paper | Daniel Bauer Darius Lakdawalla Julian Reif | 2022/6/27 |
Benchmarks for the benchmark approach to valuing long-term insurance liabilities: comment on Fergusson & Platen (2023) | Annals of Actuarial Science | Daniel Bauer | 2023/3 |
Dynamic capital allocation in general insurance | Preprint | Qiheng Guo Daniel Bauer George H Zanjani | 2023/12 |
The Value of Health and Longevity with Stochastic Health Risk and Partial Annuitization | Univa Song Daniel Bauer Darius Lakdawalla Julian Reif | 2023/12 | |
Transfer Learning in the Actuarial Domain: Foundations and Applications | Youngsun Kim Daniel Bauer | 2023/10 | |
Risk and Time Preferences: Implications from Consumption Optimization | Eric R Ulm Daniel Bauer Justin Sydnor | 2022/4 | |
A least-squares Monte Carlo approach to the estimation of enterprise risk | Finance and Stochastics | Hongjun Ha Daniel Bauer | 2022/7 |
Modeling the risk in mortality projections | Operations Research | Nan Zhu Daniel Bauer | 2022/7 |
Different shades of risk: mortality trends implied by term insurance prices | North American Actuarial Journal | Qiheng Guo Daniel Bauer | 2021/2/18 |
Capital allocation techniques: Review and comparison | Qiheng Guo Daniel Bauer George H Zanjani | 2021/11/19 | |
Symposium on insure‐tech, digitalization, and big‐data techniques in risk management and insurance | Journal of Risk and Insurance | Daniel Bauer James Tyler Leverty Joan Schmit Justin Sydnor | 2021/9 |
Economic capital and RAROC in a dynamic model | Journal of Banking & Finance | Daniel Bauer George Zanjani | 2021/4/1 |
Life insurance and annuity pricing during the financial crisis, revisited | Revisited (March 6, 2021) | Daniel Bauer Lawrence Powell Boheng Su George H Zanjani | 2021/3/6 |
Decomposing dynamic risks into risk components | Management Science | Katja Schilling Daniel Bauer Marcus C Christiansen Alexander Kling | 2020/12 |
Asymmetric information in secondary insurance markets: Evidence from the life settlements market | Quantitative Economics | Daniel Bauer Jochen Russ Nan Zhu | 2020/7 |
Supplement to ‘Asymmetric information in secondary insurance markets: Evidence from the life settlements market’ | Quantitative Economics Supplemental Material | Daniel Bauer Jochen Russ Nan Zhu | 2020 |
Co-Authors
