IDEAS home Printed from https://ideas.repec.org/f/pko464.html
   My authors  Follow this author

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, 2024. "A Longitudinal Tree-Based Framework for Lapse Management in Life Insurance," Post-Print hal-04178278, HAL.
    2. 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.
    3. 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.
    4. Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn, 2024. "Aggregate lapsation risk," Journal of Financial Economics, Elsevier, vol. 155(C).
    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).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Michael Kochanski should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.