Institute of Insurance Science

Dr. Manuel Rach

Manuel Rach
Dr. Manuel Rach
Institut für Versicherungswissenschaften
Universität Ulm
89069 Ulm
Email: manuel.rach(at)uni-ulm.de

Consultation hour

By e-mail appointment.

Short CV

  • 03/2020: Ph.D. in Economics and Management (Doktor in Wirtschaftswissenschaften, Dr. rer. pol.), Ulm University, Institute of Insurance Science, Prof. Chen.
  • 07/2018: Master of Science in Mathematics and Management (Wirtschaftsmathematik), Ulm University.
  • since 10/2017: Teaching Assistant at the Institute of Insurance Science, Ulm University.
  • 08/2017: Master of Science in Mathematics, Illinois State University, IL, USA.

Teaching

  • Winter term 2021/22: DAV Supplement for Risk Theory I (Prof. Stadje)

Correspondence courses of Ulm University and DAA (Deutsche Aktuar-Akademie)

  • Summer term 2021: Life-, Health-, and Pension-Mathematics (Prof. Zwiesler)
  • Summer term 2020: Life-, Health-, and Pension-Mathematics (Prof. Zwiesler)
  • Winter term 2019/20: Basics in Life-, Health- and Pension-Mathematics (Prof. Zwiesler)
  • Summer term 2019: Life-, Health-, and Pension-Mathematics (Prof. Zwiesler)
  • Winter term 2018/19: Basics in Life-, Health- and Pension-Mathematics (Prof. Zwiesler)
  • Summer term 2018: Life-, Health-, and Pension-Mathematics (Prof. Zwiesler)

Awards

  • 2021: UUG Prize for the doctoral thesis "Optimal design of private and occupational retirement plans" at Ulm University.
  • 2021: FPSB Science Prize 2021 for the doctoral thesis "Optimal design of private and occupational retirement plans" at Ulm University.
  • 2021: ASTIN Bulletin PBSS Prize to An Chen for the paper “On the Optimal Combination of Annuities and Tontines" (joint with An Chen and Thorsten Sehner).
  • 2019: 2nd SCOR Prize in Actuarial Science for the Master thesis "Utility Maximization in an Investment Pool" at Ulm University.

Publications

  • Fees in tontines (with An Chen and Montserrat Guillen). Insurance: Mathematics and Economics, 100:89-106. DOI: 10.1016/j.insmatheco.2021.05.001, 2021. [Link]

  • Bequest-embedded annuities and tontines (with An Chen). Asia-Pacific Journal of Risk and Insurance, 16(1):1-46. DOI: 10.1515/apjri-2020-0031, 2021. [Link]

  • A collective investment problem in a stochastic volatility environment: The impact of sharing rules (with An Chen and Thai Nguyen). Annals of Operations Research, 302(1):85-109. DOI: 10.1007/s10479-021-03983-8, 2021. [Link]

  • Optimal collective investment: The impact of sharing rules, management fees and guarantees (with An Chen and Thai Nguyen). Journal of Banking and Finance, 123:106012. DOI: 10.1016/j.jbankfin.2020.106012, 2021. [Link]

  • Current developments in German pension schemes: What are the benefits of the new target pension? (with An Chen). European Actuarial Journal, 11:21-47. DOI: 10.1007/s13385-020-00247-w, 2020. [Link]

  • Optimal retirement products under subjective mortality beliefs (with An Chen and Peter Hieber). Insurance: Mathematics and Economics, 101, Part A, 55-69. DOI: 10.1016/j.insmatheco.2020.07.002, 2020. [Link]

  • On the optimal combination of annuities and tontines (with An Chen and Thorsten Sehner). ASTIN Bulletin: The Journal of the IAA, 50(1):95-129, DOI: 10.1017/asb.2019.37, 2020. [Link]

  • Options on tontines: An innovative way of combining tontines and annuities (with An Chen). Insurance: Mathematics and Economics, 89:182-192, DOI: 10.1016/j.insmatheco.2019.10.004, 2019. [Link]

  • Die zentrale Renteninfo kann (und sollte) kommen (with Gundula Dietrich, André Geilenkothen and Hans-Joachim Zwiesler). Aktuar Aktuell, 47:14-15, 2019. [Link]

  • Konzeptionelle Grundlagen für eine säulenübergreifende Altersvorsorgeinformation (with Gundula Dietrich, André Geilenkothen, Hans-Joachim Zwiesler and many others). Bundesministerium für Arbeit und Soziales (BMAS), 2019. [Studie, Zusammenfassung]

Current research

 

Doctoral Thesis

  • Optimal Design of Private and Occupational Retirement Plans [Link]

Conference and Workshop Presentations

  • 02/2022: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

  • 10/2021: Seminar talk at the University of St. Gallen, Switzerland.

  • 07/2021: 24th International Congress on Insurance: Mathematics and Economics, Online Conference.

  • 05/2021: Seminar talk at the University of Amsterdam, Netherlands.

  • 03/2021: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

  • 10/2020: DGVFM-Workshop für junge Mathematiker, Reisensburg.

  • 10/2020: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

  • 02/2020: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

  • 07/2019: 23rd International Congress on Insurance: Mathematics and Economics, München.

  • 03/2019: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

  • 03/2019: Workshop on Fair valuation at Université Libre de Bruxelles, Brussels, Belgium.

  • 11/2018: Wima-Kongress 2018, Ulm.

  • 09/2018: European Actuarial Journal Conference, Leuven, Belgium.

  • 03/2018: ifa/IVW Research Workshop / Ulm Actuarial Day, Ulm.

Other Activities

  • Journal referee: ASTIN Bulletin: The Journal of the IAA, Annals of Actuarial Science, Insurance: Mathematics and Economics, North American Actuarial Journal, Journal of Insurance Issues.

  • Reviewer for Mathematical Reviews.

  • Actuary qualification: Successfully completed all necessary examinations of the German Actuarial Association (DAV) to become a qualified actuary.