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EDUCATION: |
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Ph.D., Physics, The Ohio State University (1995) |
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M.S., Physics, The Ohio State University (1991) |
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B.S., Engineering-Physics, The Ohio State University (1988) |
SPECIALIZATIONS: |
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Risk Modeling |
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Pension Funding |
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Financial Mathematics |
| OTHER INFORMATION: |
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>> Send an Email |
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>> Get Vita |
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Eric Ulm is an assistant professor of risk management and insurance in the Robinson College of Business at Georgia State University. His research interests include modeling and hedging the risks in insurance products, and the application of stochastic calculus and financial mathematics to the pricing and valuation of those products. He is also interested in the effects of hedging on corporate income and value. Before his arrival at Georgia State, he was a visiting assistant professor of actuarial science in the department of statistics and actuarial science at the University of Central Florida.
Dr. Ulm has spent 7 years in the corporate actuarial department of Nationwide Insurance in Columbus, Ohio, where he was involved with the practical issues involved in modeling the cash flows and hedging the embedded options in variable annuity and pension products. He received his Ph.D. in physics from the Ohio State University in 1995. He is a Fellow of the Society of Actuaries and a member of the American Academy of Actuaries. He loves bridge and baseball.
| SELECTED PUBLICATIONS & WORKING PAPERS: |
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Rapid Calculation of the Price of Guaranteed Minimum Death Benefit Ratchet Options Embedded In Annuities” E.R. Ulm, Journal of Actuarial Practice 11, 169-195 (2004) |
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"The Effect of the Real Option to Transfer on the Value of Guaranteed Minimum Death Benefits" E.R. Ulm, Journal of Risk and Insurance 73(1), 43-69 (2006) |
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"Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options under Some Simple Mortality Laws" E.R. Ulm, ASTIN Bulletin 38(2), 543-563 (2008)
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