Eric Ulm

Courses

Teaching in 2018

Qualifications

BS, MS, PhD The Ohio State University

Research Interests

Insurance Option Pricing, Pensions, Experimental Economics and Subjective Beliefs

Publications

  • 'Policyholder exercise behavior: The state of affairs' (with D. Bauer, J. Gao, T. Moenig, and N. Zhu), North American Actuarial Journal, forthcoming.
  • On the interaction between transfer restrictions and crediting strategies in guaranteed funds', North American Actuarial Journal, forthcoming
  • 'Scoring rules for subjective probability distributions' (with G.W. Harrison, J. Martinez-Correa, and J.T. Swarthout), Journal of Economic Behavior and Organization 134, (2017), pp. 430-448.
  • 'Optimal allocation and consumption with guaranteed minimum death benefits with labor income and term life insurance' (with J. Gao), Insurance: Mathematics and Economics 61 (2015), pp. 87-98.
  • 'Eliciting subjective probability distributions with binary lotteries' (with G.W. Harrison, J. Martinez-Correa, and J.T. Swarthout), Economics Letters 127 (2015), pp. 68-71.
  • Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws',Insurance: Mathematics and Economics, 58 (2014), pp. 14-23.
  • 'Optimal consumption and allocation in variable annuities with guaranteed minimum death benefits' (with J. Gao), Insurance: Mathematics and Economics 51, 3 (2012), pp. 586-598.
  • 'Insurance pricing, reserving and performance evaluation under external constraints on capitalization and return on equity', Journal of Risk and Insurance 79, 2 (2012), pp. 541-566.
  • 'The effect of policyholder transfer behavior on the value of guaranteed minimum death benefits in annuities', North American Actuarial Journal, 14, 1 (2010), pp. 16-37
  • 'Analytic solution for return of premium and rollup guaranteed minimum death benefit options under some simple mortality laws', ASTIN Bulletin 38, 2 (2008), pp. 543-563.
  • The effect of the real option to transfer on the value of guaranteed minimum death benefits', Journal of Risk and Insurance, 73, 1 (2006), pp. 43-69.
  • Rapid calculation of the price of guaranteed minimum death benefit ratchet options embedded in annuities', Journal of Actuarial Practice 11 (2004), pp. 169-195.
  • Fluctuation effects in the magnetic penetration depth of high-TC films' (with  T.R. Lemberger, K. M. Paget and V. C. Matijasevic), SPIE Conference Proceedings 2697, 211 (1996)
  • Thermodynamics and critical fields of YBa2(Cu1-xNix)3O7- from a d-wave model of superconductivity' (with T.R. Lemberger), Phys. Rev. B 53,, 11352 (1996).
  • 'Numerical modeling of a two-coil apparatus for measuring the magnetic penetration depth in superconducting films and arrays' (with S.J. Turneaure, and T.R. Lemberger, J. Appl. Phys. 79, 4221 (1996).
  • 'Magnetic penetration depth in Ni- and Zn- doped YBa2(Cu1-xMx)3O7 films' (with J.T. Kim, T.R. Lemberger, S.R. Foltyn and X.D. Wu), Phys. Rev. B 51, 9193 (1995).
  • 'Magnetic penetration depth (T) in Ni-doped YBa2Cu3O7 films' (with J.T. Kim and T.R. Lemberger), Physica B, 2331 (1994), pp. 194-196.
  • 'The midinfrared conductivity determined from the infrared reflectance of YBa2(Cu1-xNix)3O7-films' (with J.T. Kim, and T.R. Lemberger), Physica B, 1535 (1994), pp. 194-196.
  • 'Infrared reflectance of YBa2(Cu1-xNix)3O7-films' (with J.T. Kim, M.J. Sumner, and T.R. Lemberger), J. Phys. Chem. Solids 54, 1335 (1993)
  • 'Determination of the perpendicular penetration depth in superconducting thin films from the observation of non-uniform supercurrent flow' (with D.S. Pyun, E.R. Ulm and T.R. Lemberger), Phys. Rev. B 39, 4140 (1989).

Research Reports

  • 'The Financial  Crisis and Lessons for Insurers' (with R.W. Klein, G. Ma, S. Wang, X. Wei and G. Zanjani), SOA Monograph, 2009.

Working Papers

  • 'Bond insurers: Avoiding capital pro-cyclicality' (with X. Wei, S. Wang).
  • 'Recovering subjective probability distributions' (with G.W. Harrison).
  • 'The effect of labor income and health uncertainty on the valuation of guaranteed minimum death benefits' (with J. Gao).
  • 'A comparison of statutory and GAAP GMDB reserving methods with economic value'.

Courses

Teaching in 2018