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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching;
World Risk and Insurance Economics Congress (WRIEC) 2020 , 2020, Virtual Meeting.
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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching;
Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting , 2020, Berlin.
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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching;
59th Annual Meeting of the Southern Finance Association (SFA), 2019, Orlando.
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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching;
26th Annual Meeting of the German Finance Association, 2019, Essen.
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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching;
2nd Vienna Congress on Mathematical Finance (VCMF), 2019, Wien.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees;
2nd Vienna Concress on Mathematical Finance (VCMF), 2019, Wien.
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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching;
American Risk and Insurance Association Annual Meeting 2019, 2019, San Francisco.
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Branger, Nicole; Mahayni, Antje; Sende, Cathleen: Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence;
American Risk and Insurance Association Annual Meeting 2019, 2019, San Francisco.
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Branger, Nicole; Mahayni, Antje; Sende, Cathleen: Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence;
23rd International Congress on Insurance: Mathematics and Economics, 2019, München.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees;
23rd International Congress on Insurance: Mathematics and Economics, 2019, München.
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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching;
23rd International Congress on Insurance: Mathematics and Economics, 2019, München.
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Branger, Nicole; Mahayni, Antje; Sende, Cathleen: Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence;
Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting, 2019, Berlin.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees;
Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting, 2019, Berlin.
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Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments ;
2nd Frankfurt Insurance Research Workshop, 2018, Frankfurt.
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Branger, Nicole; Mahayni, Antje; Sende, Cathleen: Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence;
2nd Frankfurt Insurance Research Workshop 2018, 2018, Frankfurt.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees ;
25th Annual Meeting of the German Finance Association, 2018, Trier.
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Branger, Nicole; Mahayni, Antje; Sende, Cathleen: Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence;
25th Annual Meeting of the German Finance Association, 2018, Trier.
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Mahayni, Antje; Lubos, Oliver; Offermann, Sascha: Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees;
American Risk and Insurance Association Annual Meeting 2018, 2018, Chicago.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees;
American Risk and Insurance Association Annual Meeting, 2018, Chicago.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees;
10th World Congress of the Bachelier Finance Society, 2018, Dublin.
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Mahayni, Antje; Lubos, Oliver; Offermann, Sascha: Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees;
10th World Congress of the Bachelier Finance Society, 2018, Dublin.
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Branger, Nicole; Mahayni, Antje; Schweizer, Nikolaus; Sende, Cathleen: Optimal Saving and Insurance under Generalized Mean-Variance Preferences;
10th World Congress of the Bachelier Finance Society, 2018, Dublin.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees;
21th Annual Conference of the Swiss Society for Financial Market Research, 2018, Zürich.
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Branger, Nicole; Mahayni, Antje; Schweizer, Nikolaus; Sende, Cathleen: Optimal Saving and Insurance under Generalized Mean-Variance Preferences;
Frankfurt Insurance Research Workshop 2017, 2017, Goethe-University Frankfurt.
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Mahayni, Antje; Lubos, Oliver; Offermann, Sascha: Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees;
Frankfurt Insurance Research Workshop 2017, 2017, Goethe-University Frankfurt.
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Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees ;
1st Frankfurt Insurance Research Workshop, 2017, Frankfurt.
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Mahayni, Antje; Lubos, Oliver; Offermann, Sascha: Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees;
24th Annual Meeting of the German Finance Association, 2017, Ulm.
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Branger, Nicole; Mahayni, Antje; Schweizer, Nikolaus; Sende, Cathleen: Optimal Saving and Insurance under Generalized Mean-Variance Preferences;
24th Annual Meeting of the German Finance Association, 2017, Ulm.
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Mahayni, Antje; Lubos, Oliver; Offermann, Sascha: Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees;
20th Annual Conference of the Swiss Society for Financial Market Research, 2017, Zürich.
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Branger, Nicole; Mahayni, Antje; Schweizer, Nikolaus; Sende, Cathleen: Optimal Saving and Insurance under Generalized Mean-Variance Preferences;
20th Annual Conference of the Swiss Society for Financial Market Research, 2017, Zürich.
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Kiesel R., Mahayni A.: Optimality and robustness of "rule-based" trigger strategies;
Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, 2017, Brussels.
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Bender, C.; Gärtner, C.; Schweizer, N.: Pathwise Dynamic Programming;
9th World Congress of the Bachelier Finance Society, 2016, New York.
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Mahayni, A.; Muck, M.: The Benefit of Life Insurance Contracts with Capped Index Participation;
Conference of the Swiss Society for Financial Market Research, 2016, Zürich.
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Mahayni, A.; Muck, M.: The Benefit of Life Insurance Contracts with Capped Index Participation when Stock Prices are Subject to Jump Risk;
Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, 2016, Brussels.
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Branger, N.; Mahayni, A.; Zieling, D.: Robustness of stable volatility strategies;
21th Annual Meeting of the German Finance Association, 2015, Leipzig.
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Kiesel, R.; Mahayni, A.: Optimality and robustness of "rule-based" trigger strategies under transaction costs;
Conference of the Swiss Society for Financial Market Research, 2015, Zürich.
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Balder, S.: Model-Free Implied Variance Measures;
Conference of the Swiss Society for Financial Market Research, 2015, Zürich.
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Zieling, D.; Mahayni, A.; Balder, S.: Performance evaluation of optimized portfolio insurance strategies;
Conference of the Swiss Society for Financial Market Research, 2014, Zürich.
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Schneider, J. C.; Schweizer, Nikolaus: Robust measurement of (heavy-tailed) risks: Theory and implementation;
8th World Congress of the Bachelier Finance Society, 2014, Brussels.
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Kiesel, R.; Mahayni, A.: Optimality and robustness of "rule-based" trigger strategies under transaction costs;
8th World Congress of the Bachelier Finance Society, 2014, Brussels.
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Mahayni, A.; Schneider, J. C.: Minimum Return Guarantees - Information Asymmetries and Optimal Product Design;
Conference of the Swiss Society for Financial Market Research, 2013, Zürich.
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Balder, S.; Feldman, R.; Mahayni, A.: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice;
Conference of the Swiss Society for Financial Market Research, 2013, Zürich.
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Zieling, D.; Mahayni, A.; Balder, S.: Performance evaluation of optimized portfolio insurance strategies;
20th Annual Meeting of the German Finance Association, 2013, Wuppertal.
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Balder, Sven; Mahayni, Antje; Schoenmakers, John G. M.: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps;
Conference of the Swiss Society for Financial Market Research, 2012, Zürich.
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Mahayni, A.; Schoenmakers, J. G. M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem;
14th Conference of the Swiss Society for Financial Market Research, 2011, Zurich.
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Mahayni, A.; Schneider, J. C.: Variable Annuities and the Option to seek Risk: Why should you diversify?;
14th Conference of the Swiss Society for Financial Market Research, 2011, Zurich.
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Mahayni, A.; Schoenmakers, J. G. M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem;
Deutsche Gesellschaft für Finanzwirtschaft, 2011, .
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Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?;
Symposium on Finance, Banking and Insurance, 2011, Karlsruhe.
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Branger, N.; Mahayni, A.; Schneider, J. C.: On the Optimal Design of Insurance Contracts with Guarantees;
Campus for Finance, 2010, Vallendar.
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Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: On the optimal Design of Insurance Contracts with Guarantees;
SGF, 2010, Zürich.
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Mahayni, A.; Schoenmakers, J. G. M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem;
Workshop on Advanced Mathematical Methods in Finance, 2010, Berlin.
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Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates;
Campus for Finance , 2009, Vallendar.
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Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies;
12th Conference of the Swiss Society for Financial Market Research, 2009, Geneva.
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Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates;
12th Conference of the Swiss Society of Financial Research , 2009, Geneva.
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Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies;
AFIR/Life Colloqium, 2009, München.
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Antje Mahayni, Daniel Steuten (Vortragender): Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk;
Cologne Workshop on Actuarial Mathematics, 2008, Köln.
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An Chen, Antje Mahayni (Votragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk;
Him Workshop on Finance, Stochastics and Insurance, 2008, Bonn.
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Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading;
Frankfurt MathFinance Conference, 2008, Frankfurt.
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An Chen, Antje Mahayni (Vortragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk;
Conference of the Swiss Society for Financial Market Research , 2008, Zürich.
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An Chen (Vortragende), Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk;
Fifth World Congress Bachelier Finance Society, 2008, London.
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Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates;
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2008, Münster.
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Branger, N.; Kraft, H.; Mahayni, A.; Schlag, C.: Reconciling Smiles for Index and Stock Options;
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2008, Münster.
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Branger, N.; Kraft, H.; Mahayni, A.; Schlag, C.: Reconciling Smiles for Index and Stock Options ;
International Conference on Price, Liquidity, and Credit Risk, 2008, Konstanz.
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Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates;
11th Symposium on Finance, Banking and Insurance, 2008, Karlsruhe.
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Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies;
11th Symposium on Finance, Banking and Insurance, 2008, Karlsruhe.
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Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading;
Campus for Finance, 2007, Vallendar.
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An Chen (Votragende), Antje Mahayni: Hedging Guarantees under Interest Rate and Mortality Risk;
5th Actuarial and Financial Mathematics Day, 2007, Brüssel.
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments;
Verein für Socialpolitik Jahrestagung, 2007, München.
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Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading;
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2007, Dresden.
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An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk;
International AFIR Colloqium, 2007, Stockholm, Schweden.
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments;
Conference of the Swiss Society for Financial Market Research, 2007, Zürich.
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An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk;
Actuarial and Financial Mathematics Day, 2007, Brüssel.
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging with Additional Instruments;
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2006, Oestrich Winkel.
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Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment;
10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe.
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Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading;
10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe.
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Antje Mahayni, Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo Zertifikaten;
10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe.
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Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment;
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2005, Augsburg.
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Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment;
Verein für Sozialpolitik Jahrestagung, 2005, Bonn.
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies;
Campus for Finance , 2005, Vallendar.
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Rubust Hedging Strategies;
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2004, Tübingen.
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Rubust Hedging Strategies;
European Finance Association, 2004, Maastricht.
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies;
Third World Congress Bachelier Finance Society, 2004, Chicago.
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies;
European Financial Management Association, 2004, Basel.
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Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies;
Financial Management Association European Meeting, 2004, Zürich.
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Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Minimum Return Guarantees;
Quantitative Methods in Finance, 2003, Sydney.
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Antje Mahayni (Vortragende), Erik Schlögl: The Riskmanagement of Minimum Return Guarantees;
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2003, Mainz.
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Antje Mahayni, Erik Schlögl (Vortragender): The Riskmanagement of Minimum Return Guarantees;
11th Australian Colloqium of Superannuation Researchers, 2003, Sydney.
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Robust Hedging Strategies;
29th AFFI International Conference, 2003, Lyon.
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Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Power Options Embedded in Life-Insurance Contracts;
29th AFFI International Conference, 2003, Lyon.
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Antje Mahayni (Vortragende), Erik Schlögl: The Risk Management of Power Options Embedded in Life-Insurance Contracts;
International Symposium on Finance and Insurance, 2003, Bergen.
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Mahayni, Antje: Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions;
European Finance Association, 2002, Berlin.
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Mahayni, Antje: Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions;
Deutsche Gesellschaft für Finanzwissenschaft Jahrestagung, 2002, Köln.
