Jochen Russ

Demography · 2006–2011

A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Jochen Russ trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Anna Rita Bacinello
  2. Yijia Lin
  3. Andrew J. G. Cairns
  4. Paul Glasserman
  5. M. Milevsky
  6. David P. Blake
  7. Bjørn Eraker
  8. Samuel H. Cox
  9. N. H. Bingham
  10. Anders Grosen

Who trusts Jochen Russ overall

  1. Peter A. Forsyth
  2. Daniel Bauer
  3. Y. Huang
  4. Guojun Gan
  5. Alexander Kling
  6. Kenneth R. Vetzal

Papers from Jochen Russ's perspective

Ordered by how strongly the researchers Jochen Russ trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Valuation and hedging of life insurance liabilities with systematic mortality risk
  3. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  4. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  5. Arbitrage Theory in Continuous Time
  6. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
  7. Mortality derivatives and the option to annuitise
  8. Affine Processes for Dynamic Mortality and Actuarial Valuations
  9. Selection Effects in the United Kingdom Individual Annuities Market
  10. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)

Their papers