Vorträge

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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. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees; 2nd Vienna Concress on Mathematical Finance (VCMF), 2019, Wien. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees; 23rd International Congress on Insurance: Mathematics and Economics, 2019, München. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments ; 2nd Frankfurt Insurance Research Workshop, 2018, Frankfurt. Details
  • 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. Details
  • Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees ; 25th Annual Meeting of the German Finance Association, 2018, Trier. Details
  • 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. Details
  • 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. Details
  • Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees; American Risk and Insurance Association Annual Meeting, 2018, Chicago. Details
  • Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees; 10th World Congress of the Bachelier Finance Society, 2018, Dublin. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees ; 1st Frankfurt Insurance Research Workshop, 2017, Frankfurt. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • Kiesel R., Mahayni A.: Optimality and robustness of "rule-based" trigger strategies; Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, 2017, Brussels. Details
  • Bender, C.; Gärtner, C.; Schweizer, N.: Pathwise Dynamic Programming; 9th World Congress of the Bachelier Finance Society, 2016, New York. Details
  • 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. Details
  • 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. Details
  • Branger, N.; Mahayni, A.; Zieling, D.: Robustness of stable volatility strategies; 21th Annual Meeting of the German Finance Association, 2015, Leipzig. Details
  • 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. Details
  • Balder, S.: Model-Free Implied Variance Measures; Conference of the Swiss Society for Financial Market Research, 2015, Zürich. Details
  • Zieling, D.; Mahayni, A.; Balder, S.: Performance evaluation of optimized portfolio insurance strategies; Conference of the Swiss Society for Financial Market Research, 2014, Zürich. Details
  • Schneider, J. C.; Schweizer, Nikolaus: Robust measurement of (heavy-tailed) risks: Theory and implementation; 8th World Congress of the Bachelier Finance Society, 2014, Brussels. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • Zieling, D.; Mahayni, A.; Balder, S.: Performance evaluation of optimized portfolio insurance strategies; 20th Annual Meeting of the German Finance Association, 2013, Wuppertal. Details
  • 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. Details
  • 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. Details
  • 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. Details
  • Mahayni, A.; Schoenmakers, J. G. M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem; Deutsche Gesellschaft für Finanzwirtschaft, 2011. Details
  • 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. Details
  • Branger, N.; Mahayni, A.; Schneider, J. C.: On the Optimal Design of Insurance Contracts with Guarantees; Campus for Finance, 2010, Vallendar. Details
  • Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: On the optimal Design of Insurance Contracts with Guarantees; SGF, 2010, Zürich. Details
  • 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. Details
  • Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates; Campus for Finance , 2009, Vallendar. Details
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies; 12th Conference of the Swiss Society for Financial Market Research, 2009, Geneva. Details
  • 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. Details
  • Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies; AFIR/Life Colloqium, 2009, München. Details
  • Antje Mahayni, Daniel Steuten (Vortragender): Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk; Cologne Workshop on Actuarial Mathematics, 2008, Köln. Details
  • An Chen, Antje Mahayni (Votragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk; Him Workshop on Finance, Stochastics and Insurance, 2008, Bonn. Details
  • Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading; Frankfurt MathFinance Conference, 2008, Frankfurt. Details
  • 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. Details
  • An Chen (Vortragende), Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk; Fifth World Congress Bachelier Finance Society, 2008, London. Details
  • Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates; Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2008, Münster. Details
  • Branger, N.; Kraft, H.; Mahayni, A.; Schlag, C.: Reconciling Smiles for Index and Stock Options; Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2008, Münster. Details
  • 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. Details
  • Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates; 11th Symposium on Finance, Banking and Insurance, 2008, Karlsruhe. Details
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies; 11th Symposium on Finance, Banking and Insurance, 2008, Karlsruhe. Details
  • Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading; Campus for Finance, 2007, Vallendar. Details
  • An Chen (Votragende), Antje Mahayni: Hedging Guarantees under Interest Rate and Mortality Risk; 5th Actuarial and Financial Mathematics Day, 2007, Brüssel. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments; Verein für Socialpolitik Jahrestagung, 2007, München. Details
  • Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading; Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2007, Dresden. Details
  • An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk; International AFIR Colloqium, 2007, Stockholm, Schweden. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments; Conference of the Swiss Society for Financial Market Research, 2007, Zürich. Details
  • An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk; Actuarial and Financial Mathematics Day, 2007, Brüssel. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging with Additional Instruments; Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2006, Oestrich Winkel. Details
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment; 10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe. Details
  • Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading; 10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe. Details
  • Antje Mahayni, Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo Zertifikaten; 10th Symposium on Finance, Banking and Insurance, 2005, Karlsruhe. Details
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment; Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2005, Augsburg. Details
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment; Verein für Sozialpolitik Jahrestagung, 2005, Bonn. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies; Campus for Finance , 2005, Vallendar. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Rubust Hedging Strategies; Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2004, Tübingen. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Rubust Hedging Strategies; European Finance Association, 2004, Maastricht. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies; Third World Congress Bachelier Finance Society, 2004, Chicago. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies; European Financial Management Association, 2004, Basel. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies; Financial Management Association European Meeting, 2004, Zürich. Details
  • Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Minimum Return Guarantees; Quantitative Methods in Finance, 2003, Sydney. Details
  • Antje Mahayni (Vortragende), Erik Schlögl: The Riskmanagement of Minimum Return Guarantees; Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 2003, Mainz. Details
  • Antje Mahayni, Erik Schlögl (Vortragender): The Riskmanagement of Minimum Return Guarantees; 11th Australian Colloqium of Superannuation Researchers, 2003, Sydney. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Robust Hedging Strategies; 29th AFFI International Conference, 2003, Lyon. Details
  • Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Power Options Embedded in Life-Insurance Contracts; 29th AFFI International Conference, 2003, Lyon. Details
  • Antje Mahayni (Vortragende), Erik Schlögl: The Risk Management of Power Options Embedded in Life-Insurance Contracts; International Symposium on Finance and Insurance, 2003, Bergen. Details
  • Mahayni, Antje: Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions; European Finance Association, 2002, Berlin. Details
  • Mahayni, Antje: Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions; Deutsche Gesellschaft für Finanzwissenschaft Jahrestagung, 2002, Köln. Details