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