Wisconsin School of Business

Daniel Bauer

Associate Professor - Risk and Insurance
Hickman-Larson Chair in Actuarial Science

Daniel Bauer joined the Wisconsin School of Business faculty in June 2018 as an Associate Professor in the Department of Risk and Insurance.

Prior to joining the faculty at UW-Madison, Bauer was the Dai-ichi Life Insurance Company Endowed Chair in Actuarial Science and Risk Management at Culverhouse College of Commerce at the University of Alabama and Robert W. Batten Chair in Actuarial Science at the J. Mack Robinson College of Business at Georgia State University.

Professor Bauer’s research interests are at the interface of actuarial science, quantitative finance, and insurance economics.

Professor Bauer earned his MS in Statistics from San Diego State University and his PhD in Mathematics from Ulm University.
 

Selected Accepted Journal Articles


Guo, Q. & Bauer, D. (2018). Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices. North American Actuarial Journal

Selected Published Journal Articles


Bauer, D. & Kamiya, S. & Ping, X. & Zanjani, G. (2019). Dynamic Capital Allocation with Irreversible Investments. Insurance: Mathematics and Economics (85), 138-152.
Bauer, D. & Fasano, M. & Russ, J. & Zhu, N. (2018). Evaluating Life Expectancy Evaluations. North American Actuarial Journal (22), 198-209.
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 (21), 485-501.
Bauer, D. & Kramer, F. (2016). The Risk of a Mortality Catastrophe. Journal of Business and Economic Statistics (34), 391-405.
Bauer, D. & Zanjani, G. (2016). The Marginal Cost of Risk, Risk Measures, and Capital Allocation. Management Science (62), 1431-1457.
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 (20), 759-794.
Zhu, N. & Bauer, D. (2014). A Cautionary Note on Natural Hedging of Longevity. North American Actuarial Journal (18), 104-115.
Zhu, N. & Bauer, D. (2013). Coherent Pricing of Life Settlements Under Asymmetric Information. Journal of Risk and Insurance (80), 827-851.
Bauer, D. & Phillips, R. & Zanjani, G. (2013). Financial Pricing of Insurance. Handbook of Insurance, 2nd Edition, 627-645.

Selected Submitted Journal Articles


Bauer, D. & Zhu, N. (2019). Modeling and Forecasting Mortality Projections.
Bauer, D. & Zanjani, G. (2019). The Valuation of Liabilities, Economic Capital, and RAROC in a Dynamic Model.

Practitioner-Oriented Publications


Guo, Q. & Bauer, D. & Zanjani, G. (2018). Capital Allocation Techniques: Review and Comparison.
Albrecher, H. & 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 (8), 9-25.

Editorial and Reviewing Activities


Journal of Risk and Insurance - Since January 2019
Editor

North American Actuarial Journal - Since January 2018
Editor

ASTIN Bulletin-the Journal of the International Actuarial Association - Since January 2012
Editor


Photograph of Daniel Bauer

Daniel Bauer

 
Associate Professor | Risk and Insurance
Hickman-Larson Chair in Actuarial Science
5251 Grainger Hall