Joachim Inkmann

MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES

Joachim Inkmann, David Blake, Zhen Shi

Journal article  |  2017  |  JOURNAL OF RISK AND INSURANCE

The beneficiaries of a corporate defined benefit pension plan in financial distress care about the security of their promised pens..

Life-cycle patterns in the design and adoption of default funds in DC pension plans

Joachim Inkmann, Zhen Shi

Journal article  |  2016  |  JOURNAL OF PENSION ECONOMICS & FINANCE

We argue that we should see a negative relationship between the share of risky assets in the default fund of a defined contributio..

Parametric Portfolio Policies in the Surplus Consumption Ratio

Joachim Inkmann, Zhen Shi

Journal article  |  2015  |  INTERNATIONAL REVIEW OF FINANCE

The surplus consumption ratio plays a central role as a state variable in successful attempts to explain the time series propertie..

Can the Life Insurance Market Provide Evidence for a Bequest Motive?

Joachim Inkmann, Alexander Michaelides

Journal article  |  2012  |  JOURNAL OF RISK AND INSURANCE

Using U.K. microeconomic data, we analyze the empirical determinants of participation in the life insurance market. We find that t..

How Deep Is the Annuity Market Participation Puzzle?

Joachim Inkmann, Paula Lopes, Alexander Michaelides

Journal article  |  2011  |  REVIEW OF FINANCIAL STUDIES

Using microeconomic data for the United Kingdom, we analyze the empirical determinants of voluntary annuity market demand. We find..

Estimating Firm Size Elasticities of Product and Process R&D

Joachim Inkmann

Journal article  |  2010  |  ECONOMICA

This paper provides an empirical test of the particular product life-cycle hypothesis which postulates that the firm size elastici..

Optimal hedging of the currency exchange risk exposure of dynamically balanced strategic asset allocations

Nikolaus Hautsch, Joachim Inkmann

Journal article  |  2003  |  Journal of Asset Management

Conditional Moment Estimation of Nonlinear Equation Systems

Joachim Inkmann

Book  |  2001  |  Lecture Notes in Economics and Mathematical Systems

Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators

J Inkmann

Journal article  |  2000  |  JOURNAL OF ECONOMETRICS

This paper compares generalized method of moments (GMM) and simulated maximum-likelihood (SML) approaches to the estimation of the..

Young and out in Germany: On youths' chances of labor market entrance in Germany

W Franz, J Inkmann, W Pohlmeier, V Zimmermann

Conference Proceedings  |  2000  |  YOUTH EMPLOYMENT AND JOBLESSNESS IN ADVANCED COUNTRIES