Daniel Bauer

Bauer, D. & Phillips, R. & Zanjani, G. (2023). Pricing Insurance Risk: Reconciling Theory and Practice Handbook of Insurance, 3rd Edition

Moenig, T. & Bauer, D. (2023). Cheaper by the Bundle: The Interaction of Frictions and Option Exercise in Variable Annuities. Journal of Risk and Insurance

Zhu, N. & Bauer, D. (2022). Modeling the Risk in Mortality Projections Operations Research

Ha, H. & Bauer, D. (2022). A Least-Squares Monte Carlo Approach to the Calculation of Capital Requirements Finance and Stochastics

Bauer, D. & Zanjani, G. (2021). Economic Capital and RAROC in a Dynamic Model Journal of Banking and Finance

Guo, Q. & Bauer, D. (2021). Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices North American Actuarial Journal

Schilling, K. & Bauer, D. & Christiansen, M. & Kling, A. (2020). Decomposing Dynamic Risks into Risk Components Management Science

Bauer, D. & Russ, J. & Zhu, N. (2020). Asymmetric Information in Secondary Insurance Markets: Evidence from the Life Settlement Market Quantitative Economics

Bauer, D. & Kamiya, S. & Ping, X. & Zanjani, G. (2019). Dynamic Capital Allocation with Irreversible Investments Insurance: Mathematics and Economics

Bauer, D. & Fasano, M. & Russ, J. & Zhu, N. (2018). Evaluating Life Expectancy Evaluations North American Actuarial Journal

Bauer, D. & Gao, J. & Monig, T. & Ulm, E. & Zhu, N. (2017). Policyholder Exercise Behavior in Life Insurance: The State of Affairs North American Actuarial Journal

Bauer, D. & Kramer, F. (2016). The Risk of a Mortality Catastrophe Journal of Business and Economic Statistics

Bauer, D. & Zanjani, G. (2016). The Marginal Cost of Risk, Risk Measures, and Capital Allocation Management Science

Monig, T. & Bauer, D. (2016). Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities Review of Finance

Zhu, N. & Bauer, D. (2014). A Cautionary Note on Natural Hedging of Longevity North American Actuarial Journal

Zhu, N. & Bauer, D. (2013). Coherent Pricing of Life Settlements Under Asymmetric Information Journal of Risk and Insurance

Bauer, D. & Phillips, R. & Zanjani, G. (2013). Financial Pricing of Insurance Handbook of Insurance, 2nd Edition

Bauer, D. & Powell, L. & Su, B. & Zanjani, G. (2024). Life Insurance and Annuity Pricing during the Financial Crisis, Revisited

Guo, Q. & Bauer, D. & Zanjani, G. (2023). Dynamic Capital Allocation in General Insurance.

Song, X. & Bauer, D. & Lakdawalla, D. & Reif, J. The Value of Health and Longevity with Stochastic Health Risk and Partial Annuitization

Kim, Y. & Bauer, D. (2023). Transfer Learning in the Actuarial Domain: Foundations and Applications.

Bauer, D. (2023). Benchmarks for the Benchmark Approach to Valuing Long-Term Insurance Liabilities: Comment on Fergusson and Platen (2023) Annals of Actuarial Science

Guo, Q. & Bauer, D. & Zanjani, G. (2021). Capital Allocation Techniques: Review and Comparison Variance

Bauer, D. & Bauer, D. & Embrechts, P. & Filipovic, D. & Koch, P. & Korn, R. & Loisel, S. & Pelsser, A. & Schiller, F. & Schmeiser, H. & Wagner, J. (2018). Asset-Liability Management for Long-Term Insurance Business. European Actuarial Journal

Annals of Actuarial Science – Since January 2021
Associate Editor

Journal of Risk and Insurance – Since January 2019
Editor

North American Actuarial Journal – Since January 2018
Editor

Insurance: Mathematics and Economics – Since January 2017
Associate Editor

ASTIN Bulletin-the Journal of the International Actuarial Association – January 2012 – December 2018
Editor