Eric Ulm

AProf Eric Ulm profile picture

Programme Director, Actuarial Science School of Economics and Finance

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