Thorsten Moenig

Profile Picture of Thorsten Moenig

Thorsten Moenig

  • Fox School of Business and Management

    • Risk, Actuarial Science, and Legal Studies

      • Assistant Professor

Courses Taught

Number

Name

Level

AS 2502

Theory of Interest

Undergraduate

AS 2503

Corporate Finance for Actuarial Science

Undergraduate

AS 2504

Advanced Theory of Interest

Undergraduate

AS 5101

Theory of Interest

Graduate

AS 5106

Corporate Finance for Actuarial Science

Graduate

AS 5107

Advanced Theory of Interest

Graduate

Selected Publications

Recent

  • Moenig, T.P. It's RILA Time: An Introduction to Registered Index-Linked Annuities.

  • Moenig, T.P. It’s RILA Time: An Introduction to Registered Index-Linked Annuities.

  • Moenig, T.P. It’s RILA Time: An Introduction to Registered Index-Linked Annuities.

  • Moenig, T. (2021). It's RILA time: An introduction to registered index‐linked annuities. doi: 10.1111/jori.12357.

  • Moenig, T. (2021). Efficient valuation of variable annuity portfolios with dynamic programming. doi: 10.1111/jori.12355.

  • Moenig, T. (2021). Variable annuities: Market incompleteness and policyholder behavior. Insurance: Mathematics and Economics, 99, 63-78. doi: 10.1016/j.insmatheco.2021.03.007.

  • Moenig, T.P. It’s RILA Time: An Introduction to Registered Index-Linked Annuities.

  • Delaney, J., Jacobson, S., & Moenig, T. (2020). Preference discovery. Experimental Economics, 23(3), 694-715. doi: 10.1007/s10683-019-09628-9.

  • Moenig, T.P., Li, W., & Augustyniak, M. Basis Risk in Variable Annuities. online. Retrieved from http://www.wriec2020.org/#/rs.

  • Moenig, T.P., Li, W., & Augustyniak, M. Basis Risk in Variable Annuities. online. Retrieved from https://business.unl.edu/promo/arc/documents/new/ARC_Agenda.pdf.

  • Moenig, T.P. Variable Annuities: Market Incompleteness and Policyholder Behavior. online. Retrieved from http://www.wriec2020.org/#/rs.

  • Moenig, T.P. Efficient Valuation of Variable Annuity Portfolios With Dynamic Programming. Retrieved from https://business.unl.edu/promo/arc/documents/new/ARC_Agenda.pdf.

  • Moenig, T.P., Cohen, A., Lee, G., & Viens, F. Inaugural Simon Conference for Young Researchers in Risk Management and Insurance. Expanding Horizons. Society of Actuaries. Retrieved from https://www.soa.org/globalassets/assets/newsletters/expanding-horizons/2020/june/eh-2020-june-issue-cohen-lee.pdf.

  • Moenig, T.P. & Bauer, D. Negative Marginal Option Values: The Interaction of Frictions and Option Exercise in Variable Annuities. Atlanta, GA. Retrieved from https://assets.aeaweb.org/asset-server/files/8852.pdf.

  • Moenig, T. (2018). Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer.

  • Moenig, T. (2018). Lapse and Reentry in Variable Annuities.

  • Bernard, C. & Moenig, T. (2018). Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer. Journal of Risk & Insurance, 86(3), 761-782. doi: 10.1111/jori.12237.

  • Bauer, D., Gao, J., Moenig, T., Ulm, E.R., & Zhu, N. (2017). Policyholder Exercise Behavior in Life Insurance: The State of Affairs. North American Actuarial Journal, 21(4), 1-17. doi: 10.1080/10920277.2017.1314816.

  • Moenig, T. (2017). Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer.

  • Moenig, T. (2017). Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer.