Julia Eisenberg

Professor at Vienna University of Technology

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Publications:

• Boado-Penas, M.C., Eisenberg, J. & Song, Z. (2024)
  Financial Impact of Pandemics on Pension Sustainability: An Application for Spain. To appear in Decisions in Economics and Finance.

• Eisenberg, J. & Krühner, P. (2023)
  Measuring the Suboptimality of Dividend Controls in a Brownian Risk Model. Advances of Applied Probability, 55(4), 1442-1472. (PDF)

• Boado-Penas, M.C., Brinker, L.V., Eisenberg J. & Korn R. (2023)
  Managing Reputational Risk in the Decumulation Phase of a Pension Fund. Insurance: Mathematics and Economics, 109, 52-68. (Full text)

• Colaneri, K., Eisenberg, J. & Salterini, B. (2022)
  Some Optimisation Problems in Insurance with a Terminal Distribution Constraint. Scandinavian Actuarial Journal. (Full text)

• Eisenberg, J. & Krühner, P. (2022)
  On Ito's Formula for Semimartingales with Jumps and Non-C² Functions. Statistics and Probability Letters, Volume 184, May 2022. (Full text)

• Boado-Penas, M.C., Eisenberg, J. & Şahin, Ş. (2022)
  COVID-19: a trigger for innovations in insurance? Book chapter in Boado-Penas, Eisenberg & Şahin (eds). Pandemics: Insurance and Social Protection, Springer Actuarial Series. (Full text)

• Boado-Penas, M.C., Demarco, G., Eisenberg, J., Lundberg, K. & Şahin, Ş. (2022)
  All-hands-on-deck! – How international organisations respond to the COVID-19 pandemic. Book chapter in Boado-Penas, Eisenberg & Şahin (eds). Pandemics: Insurance and Social Protection, Springer Actuarial Series. (Full text)

• Boado-Penas, M.C., Eisenberg, J. & Şahin, Ş. (2022)
  Pandemics: Insurance and Social Protection, Edited volume. Springer Actuarial Series. (Full text)

  

• Boado-Penas, M.C., Eisenberg, J. & Krühner, P. (2022)
  Maximising With-Profit Pensions Without Guarantees. Applied Stochastic Models in Business and Industry, Volume 38(2), 308-322. (PDF)

• Eisenberg, J., Kremsner, S. & Steinicke, A. (2021)
  Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate. Mathematics 2021, 9(18), 2257. (Full text)

• Brinker, L.V. & Eisenberg, J. (2021)
  Dividend optimisation: a behaviouristic approach. Insurance: Mathematics and Economics, 101, Part B, 202-224. (PDF)

• Eisenberg, J., Fabrykowski, L. & Schmeck, M.D. (2021)
  Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model. Risks, 9(4), 73. (Full text)

• Boado-Penas, M.C., Eisenberg, J. & Korn, R. (2021)
  Transforming Public Pensions: A Mixed Scheme With A Credit Granted By The State. Insurance: Mathematics and Economics, 96, 140-152. (PDF)

• Eisenberg, J. & Palmowski, Z. (2020)
  Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model. North American Actuarial Journal, 25(3), 417-437. (Full text)

• Boado-Penas, M.C., Eisenberg, J., Helmert, A. & Krühner, P. (2020)
  Nachhaltige Altersvorsorge in Zeiten niedriger Zinsen – ein Ansatz für ein neues Produktmodell. Der Aktuar, 2020(1). (PDF)

• Şahin, Ş., Boado-Penas, M.C., Constantinescu, C., Eisenberg, J., Henshaw, K., Hu, M., Wang, J. & Zhu, W. (2020)
  First quarter chronicle of COVID-19: an attempt to measure government's response. Risks 2020, 8(4), 115. (Full text)

• Boado-Penas, M.C., Eisenberg, J., Helmert, A. & Krühner, P. (2020)
  Authors’ Reply on the Discussion of Krafft and Pankratz. European Actuarial Journal, 10(1), 25-27. DOI: 10.1007/s13385-020-00231-4. (Full text)

• Eisenberg, J. & Mishura, Y. (2020)
  Optimising Dividends and Consumption Under an Exponential CIR as a Discount Factor. Mathematical Methods of Operations Research, 92(2), 285-309. (Full text)

• Boado-Penas, M.C., Eisenberg, J. & Sahin, S. (2020)
  Social Risk Management During the First Stage of a Pandemic: Application to COVID-19. Submitted.

• Boado-Penas, M.C., Eisenberg, J., Helmert, A. & Krühner, P. (2020)
  A New Approach For Satisfactory Pensions With No Guarantees. European Actuarial Journal, 10(1), 3-21. DOI: 10.1007/s13385-019-00220-2. (Full text)

• Eisenberg, J. (2019)
  The Time Value of Money in Actuarial Control Problems. Habilitation thesis.

• Eisenberg, J. & Krühner, P. (2018)
  The Impact of Negative Interest Rates on Optimal Capital Injections. Insurance: Mathematics and Economics, 82, 1-10. (arXiv)

• Eisenberg, J. (2018)
  Unrestricted Consumption under a Deterministic Wealth and an Ornstein-Uhlenbeck Process as a Discount Rate. Stochastic Models, 34(2), 139-153. (Full text)

• Eisenberg, J. & Krühner, P. (2017)
  A Note on the Optimal Dividends Paid in a Foreign Currency. Annals of Actuarial Science, 11(1), 67-73. (arXiv)

• Eisenberg, J. (2016)
  Deterministic Income with Deterministic and Stochastic Interest Rates. Stochastic Modelling and Applications, 20(1), 55-78. (Full text)

• Eisenberg, J. (2015)
  Optimal dividends under a stochastic interest rate. Insurance Mathematics and Economics 65, 259-266. (PDF)

• Eisenberg, J. (2014)
  Asymptotic optimal investment under interest rate for a class of subexponential distributions. Scand. Actuarial J. 8, 671-689.

• Eisenberg, J., Grandits, P. & Thonhauser, S. (2014)
  Optimal Consumption Under Deterministic Income. Journal of Optimization Theory and Applications 160(1), 255-279.

• Eisenberg, J. & Schmidli, H. (2012).
  Optimal Control of Capital Injections by Reinsurance with Constant Rate of Interest. Journal of Applied Probability 48(3), 733--748.

• Eisenberg, J. & Schmidli, H. (2011).
  Minimising expected discounted capital injections by reinsurance in a classical risk model. Scand. Actuarial J. 3, 155-176.

• Eisenberg, J. (2011)
  On optimal control of capital injections by reinsurance and investments. Blätter DGVFM 31(2), 1-17.

• Eisenberg, J. & Schmidli, H. (2009).
  Optimal control of capital injections by reinsurance in a diffusion approximation. Blätter DGVFM 30, 1-13.

• Eisenberg, J. (2010)
  Optimal control of capital injections by reinsurance and investments. Doctoral thesis.