Revisiting the risk-neutral approach to optimal policyholder behavior: A study of withdrawal guarantees in variable annuities T Moenig, D Bauer Review of Finance 20 (2), 759-794, 2016 | 76* | 2016 |
Policyholder exercise behavior in life insurance: The state of affairs D Bauer, J Gao, T Moenig, ER Ulm, N Zhu North American Actuarial Journal 21 (4), 485-501, 2017 | 59 | 2017 |
Lapse‐and‐reentry in variable annuities T Moenig, N Zhu Journal of Risk and Insurance 85 (4), 911-938, 2018 | 39 | 2018 |
Where less is more: Reducing variable annuity fees to benefit policyholder and insurer C Bernard, T Moenig Journal of Risk and Insurance 86 (3), 761-782, 2019 | 23 | 2019 |
Preference discovery J Delaney, S Jacobson, T Moenig Experimental Economics 23 (3), 694-715, 2020 | 18 | 2020 |
It's RILA time: An introduction to registered index‐linked annuities T Moenig Journal of Risk and Insurance 89 (2), 339-369, 2022 | 17 | 2022 |
Efficient valuation of variable annuity portfolios with dynamic programming T Moenig Journal of Risk and Insurance 88 (4), 1023-1055, 2021 | 9 | 2021 |
Variable annuities: Market incompleteness and policyholder behavior T Moenig Insurance: mathematics and economics 99, 63-78, 2021 | 9 | 2021 |
Optimal policyholder behavior in personal savings products and its impact on valuation T Moenig Georgia State University, 2012 | 9 | 2012 |
Basis risk in variable annuities W Li Theses and Dissertations, 2023 | 5 | 2023 |
Valuing lifetime withdrawal guarantees in rilas T Moenig, C Xu North American Actuarial Journal 27 (4), 771-786, 2023 | 4 | 2023 |
Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities D Bauer, T Moenig Journal of Risk and Insurance 90 (2), 459-486, 2023 | 4 | 2023 |
A comparison of index-linked annuities T Moenig, B Samuelson North American Actuarial Journal 28 (1), 104-125, 2024 | 3 | 2024 |
Negative option values in personal savings products T Moenig, D Bauer Working Paper, University of St. Thomas and Georgia State University, 2014 | 3 | 2014 |
Improving Fund Mapping: an Application to Variable Annuities W Li, T Moenig, M Augustyniak Available at SSRN 3531307, 2023 | 1 | 2023 |
The Economics of a Secondary Market for Variable Annuities T Moenig, N Zhu North American Actuarial Journal 25 (4), 604-630, 2021 | 1 | 2021 |
Discovered preferences for risky and non-risky goods S Jacobson, J Delaney, T Moenig Department of Economics, Williams College Department of Economics Working Papers, 2014 | 1 | 2014 |
Discovered preferences for risky and non-risky goods J Delaney, S Jacobson, TP Moenig Williams College Economics Department, 2014 | 1 | 2014 |
A bottom-up approach to Pay-As-You-Drive car insurance T Moenig Department of Risk Management and Insurance, Georgia State University …, 2009 | 1 | 2009 |
Adverse selection in tontines T Moenig, N Zhu The Geneva Risk and Insurance Review, 1-33, 2024 | | 2024 |