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Michael Kochanski

Personal Details

First Name:Michael
Middle Name:
Last Name:Kochanski
Suffix:
RePEc Short-ID:pko464
[This author has chosen not to make the email address public]
https://www.linkedin.com/in/michael-kochanski-79988394

Affiliation

Fakultät für Mathematik und Wirtschaftswissenschaften
Universität Ulm

Ulm, Germany
http://www.mathematik.uni-ulm.de/
RePEc:edi:fmulmde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eling, Martin & Kochanski, Michael, 2012. "Research on Lapse in Life Insurance – What Has Been Done and What Needs to Be Done?," Working Papers on Finance 1224, University of St. Gallen, School of Finance.

Articles

  1. Martin Eling & Michael Kochanski, 2013. "Research on lapse in life insurance: what has been done and what needs to be done?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 14(4), pages 392-413, August.
  2. Kochanski, Michael, 2010. "Solvency capital requirement for German unit-linked insurance products," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 6(2), pages 33-70.
    RePEc:eme:jrfpps:v:14:y:2013:i:4:p:392-413 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Eling, Martin & Kochanski, Michael, 2012. "Research on Lapse in Life Insurance – What Has Been Done and What Needs to Be Done?," Working Papers on Finance 1224, University of St. Gallen, School of Finance.

    Cited by:

    1. Mathias Valla & Xavier Milhaud & Anani Ayodélé Olympio, 2023. "Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies," Post-Print hal-03903047, HAL.
    2. Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn, 2024. "Aggregate lapsation risk," Journal of Financial Economics, Elsevier, vol. 155(C).
    3. Mathias Valla, 2024. "A Longitudinal Tree-Based Framework for Lapse Management in Life Insurance," Post-Print hal-04178278, HAL.
    4. David Anaya & Lluís Bermúdez & Jaume Belles-Sampera, 2024. "Modeling paid-ups in life insurance products for risk management," Risk Management, Palgrave Macmillan, vol. 26(3), pages 1-21, September.
    5. Oytun Hac{c}ar{i}z & Torsten Kleinow & Angus S. Macdonald, 2024. "Lapse-supported life insurance and adverse selection," Papers 2409.01843, arXiv.org.

Articles

  1. Martin Eling & Michael Kochanski, 2013. "Research on lapse in life insurance: what has been done and what needs to be done?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 14(4), pages 392-413, August.
    See citations under working paper version above.
  2. Kochanski, Michael, 2010. "Solvency capital requirement for German unit-linked insurance products," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 6(2), pages 33-70.

    Cited by:

    1. Fischer, Katharina & Schlütter, Sebastian, 2012. "Optimal investment strategies for insurance companies in the presence of standardised capital requirements," ICIR Working Paper Series 09/12, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

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