The Impact of Dependencies between Climate Risks on the Asset and Liability Side of Non-Life Insurers European Actuarial Journal (open access: https://link.springer.com/article/10.1007/s13385-023-00364-2)
Nadine Gatzert, Onur Özdil
The Impact of Product-Dependent Policyholder Risk Sensitivities in Life Insurance: Insights from Experiments and Model-Based Simulation Analyses Asia-Pacific Journal of Risk and Insurance Vol. 17, No 2, pp. 143-178
Nadine Gatzert, Moritz Hanika
Organizational Risk Culture: A Literature Review on Dimensions, Assessment, Value Relevance and Improvement Levers European Management Journal
Heike Bockius, Nadine Gatzert
How Default Effects and Decision Timing Affect Annuity Uptake and Health Consciousness Geneva Papers on Risk and Insurance – Issues and Practice (open access: https://link.springer.com/article/10.1057/s41288-022-00280-8)
Franziska Unger, Martina Steul-Fischer, Nadine Gatzert
Cyber Risk Management in the US Banking and Insurance Industry: A Textual and Empirical Analysis of Determinants and Value Journal of Risk and Insurance
Nadine Gatzert, Madeline Schubert
Analyzing Spillover Effects from Data Breaches to the US (Cyber) Insurance Industry European Journal of Finance
Christian Eckert, Nadine Gatzert, Madeline Schubert
Products and Strategies for the Decumulation of Wealth during Retirement: Insights from the Literature North American Actuarial Journal Maximilian Bär, Nadine Gatzert
The Impact of Counterparty Risk on the Basis Risk of Industry Loss Warranties and on (Collateralized) Reinsurance under (Non-)Linear Dependence Structures Journal of Risk Finance Vol. 23 (2022), No. 3, pp. 245-263
Heike Bockius, Nadine Gatzert
Sustainable Investing in the US and European Insurance Industry: A Text Mining Analysis Geneva Papers on Risk and Insurance – Issues and Practice
Nadine Gatzert, Philipp Reichel
Spillover Effects from the Volkswagen Emission Scandal: An Analysis of Stock and Corporate Bond Markets Schmalenbach Journal of Business Research
Florian Barth, Christian Eckert, Nadine Gatzert, Hendrik Scholz
Optimal Asset Allocation in Retirement Planning: Threshold-Based Utility Maximization Journal of Risk Finance Vol. 22 (2021), No. 5, pp. 345-362
Maximilian Bär, Nadine Gatzert, Jochen Ruß
Cyber Risk Management in SMEs: Insights from Industry Surveys Journal of Risk Finance (forthcoming)
Felicitas Hoppe, Nadine Gatzert, Petra Gruner
Awareness of Climate Risks and Opportunities: Empirical Evidence from the US and European Insurance Industry Geneva Papers on Risk and Insurance – Issues and Practice
Nadine Gatzert, Philipp Reichel
Portfolio Optimization with Irreversible Long-Term Investments in Renewable Energy under Policy Risk: A Mixed-Integer Multistage Stochastic Model and a Moving-Horizon Approach European Journal of Operational Research Vol. 290 (2021), No. 2, pp. 734-748
Nadine Gatzert, Alexander Martin, Martin Schmidt, Benjamin Seith, Nikolai Vogl
Empirically Assessing and Modeling Spillover Effects from Operational Risk Events in the Insurance Industry Insurance: Mathematics and Economics Vol. 93 (2020), July, pp. 72-83
Christian Eckert, Nadine Gatzert, Dinah Heidinger
The Future of Mobility and Its Impact on the Automobile Insurance Industry Risk Management and Insurance Review Vol. 23 (2020), No. 1, pp. 31-51
Nadine Gatzert, Katrin Osterrieder
The Impact of Spillover Effects from Operational Risk Events: A Model from a Portfolio Perspective Journal of Risk Finance Vol. 20 (2019), No. 2, pp. 176-200
Christian Eckert, Nadine Gatzert
Spillover Effects in the European Financial Services Industry from Internal Fraud Events: Comparing Three Cases of Rogue Trader Scandals Journal of Risk Finance Vol. 20 (2019), No. 3, pp. 249-266
Christian Eckert, Nadine Gatzert, Alexander Pisula
An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports (SFCR) in the European Insurance Industry Journal of Risk and Insurance Vol. 87 (2020), No. 2, pp. 407–436
Nadine Gatzert, Dinah Heidinger
Model Risk Regarding Monthly Wind Energy Production for the Valuation of a Wind Farm Investment International Journal of Energy Sector Management
Sarah Krömer
An Analysis of Transaction Costs in Participating Life Insurance under Mean-Variance Preferences Insurance: Mathematics and Economics Vol. 85 (2019), pp. 185-197 Nadine Gatzert
What Do We Know about Annuitization Decisions? Risk Management and Insurance Review Vol. 22 (2019), No. 1, pp. 57-100 Maria Alexandrova, Nadine Gatzert
Renewable Energy Investments with Storage: A Risk-Return Analysis International Journal of Energy Sector Management Vol. 12 (2018), No. 4, pp.714-736 Sarah Krömer, Nadine Gatzert
New Life Insurance Products and Product Complexity in Germany Zeitschrift für die gesamte Versicherungswissenschaft 2018 (forthcoming)
Udo Klotzki
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry Journal of Banking & Finance Vol. 91, pp. 106-118
Dinah Heidinger, Nadine Gatzert
Risk- and Value-Based Management for Non-Life Insurers under Solvency Constraints European Journal of Operational Research Vol. 266 (April 2018), No. 2, pp. 761-774
Johanna Eckert, Nadine Gatzert
The Relationship between Enterprise Risk Management, Value and Firm Characteristics based on the Literature Zeitschrift für die gesamte Versicherungswissenschaft Vol. 106 (December 2017), No. 3-4 (Supplement), pp. 311-324 Alexander Bohnert, Nadine Gatzert, Robert Hoyt, Philipp Lechner
Economies of Scale in European Life Insurance Journal of Risk Finance Vol. 19 (2018), No. 2, pp. 190-207
Udo Klotzki, Alexander Bohnert, Nadine Gatzert, Ulrike Vogelgesang
Equity-Linked Life Insurance Based on Traditional Products: The Case of Select Products European Actuarial Journal Vol. 7, No. 2, pp. 379–404
Maria Alexandrova, Alexander Bohnert, Nadine Gatzert, Jochen Russ
Determinants and Value of Enterprise Risk Management: Empirical Evidence from Germany European Journal of Finance Vol. 24 (2018), No. 10, pp. 867-887
Philipp Lechner, Nadine Gatzert
Betriebsunterbrechungsversicherung bei kleinen und mittleren Unternehmen – Eine empirische Analyse von Einflussfaktoren auf die Versicherungsentscheidung Zeitschrift für die gesamte Versicherungswissenschaft Vol. 106 (2018), No. 5, pp. 555-590
Felicitas Hoppe, Nadine Gatzert, Petra Gruner
Corporate Reputation and Reputation Risk: Definition and Measurement from a (Risk) Management Perspective Journal of Risk FinanceVol. 18, No. 2, pp. 145-158
Christian Eckert
Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms Insurance: Mathematics and Economics Vol. 72 (January 2017), pp. 122–137
Christian Eckert, Nadine Gatzert
The Impact of European Initiatives on the Treatment of Insurers‘ Infrastructure Investments under Solvency II Geneva Papers on Risk and Insurance Vol. 42 (October 2017), No. 4, pp. 708–731
Nadine Gatzert, Thomas Kosub
Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk Insurance: Mathematics and Economics Vol. 71 (November 2016), pp. 382–393
Johanna Eckert, Nadine Gatzert, Michael Martin
The Cost of Life Distribution in Europe Geneva Papers on Risk and Insurance Vol. 42 (2017), No. 2, pp. 296–322
Udo Klotzki, Nadine Gatzert, Bjoern Muenstermann
Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss Instruments Journal of Risk and Insurance Vol. 86 (2019), No. 1, pp. 39-72
Nadine Gatzert, Sebastian Pokutta, Nikolai Vogl
Determinants of Policy Risks of Renewable Energy Investments International Journal of Energy Sector Management Vol. 11 (2017), No. 1, pp. 28-45
Nadine Gatzert, Thomas Kosub
Evaluating Investments in Renewable Energy Projects under Policy Risks Energy Policy Vol. 95 (2016), pp. 238-252
Nadine Gatzert, Nikolai Vogl
Risks and Risk Management of Renewable Energy Projects: The Case of Onshore and Offshore Wind Parks Renewable & Sustainable Energy Reviews Vol. 60 (July 2016), pp. 982–998
Nadine Gatzert, Thomas Kosub
The Impact of Guarantees on the Performance of Pension Saving Schemes: Insights from the Literature Risks Vol. 3 (2015), pp. 515-542
Alexander Bohnert
Assessing Inflation Risk in Non-Life Insurance Insurance: Mathematics and Economics Vol. 66 (January 2016), pp. 86-96
Alexander Bohnert, Nadine Gatzert, Andreas Kolb
Supporting Strategic Success through Enterprise-Wide Reputation Risk Management Journal of Risk Finance Vol. 17 (2016), No. 1, pp. 26-45
Nadine Gatzert, Joan Schmit
The Impact of Corporate Reputation and Reputation Damaging Events on Financial Performance: Empirical Evidence from the Literature European Management Journal Vol. 33 (2015), No. 6, pp. 485-499
Nadine Gatzert
The Impact of Disability Insurance on a Portfolio of Life Insurances North American Actuarial Journal Vol. 20 (2016), No. 2, 2016, pp. 142-159 Alexander Mägebier, Nadine Gatzert
Enhanced Annuities: Drivers and Barriers of Supply and Demand Geneva Papers on Risk and Insurance Vol. 41 (2016), No. 1, pp. 53-77
Nadine Gatzert, Udo Klotzki
On the Management of Life Insurance Company Risk by Strategic Choice of Product Mix, Investment Strategy and Surplus Appropriation Schemes Insurance: Mathematics and Economics Vol. 60 (2015), pp. 83-97
Alexander Bohnert, Nadine Gatzert, Peter Løchte Jørgensen
Securitization of Disability Risk via Bonds and Swaps Journal of Risk Finance Vol. 16(2015), No. 4, pp. 407-424
Alexander Mägebier
Dynamic Hybrid Products in Life Insurance: Assessing the Policyholders‘ Viewpoint Insurance: Mathematics and Economics Vol. 59 (2014), pp. 87-99
Alexander Bohnert, Patricia Born, Nadine Gatzert
Critical Illness Insurances: Challenges and Opportunities for Insurers Risk Management and Insurance Review Vol. 18 (2015), No. 2, pp. 255-272
Nadine Gatzert, Alexander Maegebier
Assessing the Risks of Insuring Reputation Risk Journal of Risk and Insurance Vol. 83, No. 3 (September 2016), pp. 641–679
Nadine Gatzert, Joan Schmit, Andreas Kolb
On Risk Charges and Shadow Account Options in Pension Funds Scandinavian Actuarial Journal Vol. 2015, No. 7, pp. 616-639
Peter Løchte Jørgensen, Nadine Gatzert
Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature Risk Management and Insurance Review Vol. 18 (2015), No. 1, pp. 29-53
Nadine Gatzert, Michael Martin
Insurers‘ Investment in Infrastructure Projects: Overview and Treatment under Solvency II Geneva Papers on Risk and Insurance Vol. 39 (2014), No. 2, pp. 351-372
Nadine Gatzert, Thomas Kosub
How Does Price Presentation Influence Consumer Choice? The Case of Life Insurance Products Journal of Risk and Insurance Vol. 82 (2015), No. 2, pp. 401-432
Carin Huber, Nadine Gatzert, Hato Schmeiser
Valuation and Risk Assessment of Disability Insurance using a Discrete Time Trivariate Markov Renewal Reward Process Insurance: Mathematics and Economics Vol. 53 (2013), No. 3, pp. 802-811
Alexander Maegebier
On the Relevance of Premium Payment Schemes for the Performance of Mutual Funds with Investment Guarantees Journal of Risk Finance Vol. 14 (2013), No. 5, pp. 436-452 Nadine Gatzert
Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory Journal of Banking and Finance Vol. 37 (2013), No. 11, pp. 4353-4367
Ralf Kellner, Nadine Gatzert
The Market for Dynamic Hybrid Products in Germany: Concept, Risk-Return Profiles, and Market Overview Zeitschrift für die gesamte Versicherungswissenschaft Vol. 102 (2013), No. 5, pp. 555-575
Alexander Bohnert
Fair Valuation and Risk Assessment of Dynamic Hybrid Products in Life Insurance: A Portfolio Consideration Geneva Papers on Risk and Insurance Vol. 39 (2014), No. 1, pp. 148-172
Alexander Bohnert, Nadine Gatzert
The Effectiveness of Gap Insurance with Respect to Basis Risk in a Shareholder Value Maximization Setting Journal of Risk and InsuranceVol. 81 (2014), No. 4, pp. 831-860
Nadine Gatzert, Ralf Kellner
Assessing the Model Risk with Respect to the Interest Rate Term Structure under Solvency II Journal of Risk Finance Vol. 14 (2013), No. 3, pp. 200-233
Michael Martin
Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective Journal of Risk and Insurance Vol. 81 (2014), No. 3, pp. 683-708
Nadine Gatzert, Andreas Kolb
New Life Insurance Financial Products Handbook of Insurance, second edition (ed. by G. Dionne), Springer, New York (2013), pp. 1061-1095
Nadine Gatzert, Hato Schmeiser
Optimal Risk Classification with an Application to Substandard Annuities North American Actuarial Journal, Vol. 16 (2012), No. 4, pp. 462-486
Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser
Quantifying Credit and Market Risk Under Solvency II: Standard Approach Versus Internal Model Insurance: Mathematics and Economics, Vol. 51 (2012), No. 3, pp. 649-666
Nadine Gatzert, Michael Martin
The Impact of Natural Hedging on a Life Insurer’s Risk Situation Journal of Risk Finance, Vol. 13 (2012), No. 5, pp. 396-423
Nadine Gatzert, Hannah Wesker
Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance Journal of Risk and Insurance Vol. 81 (2014), No. 1, pp. 57-90
Nadine Gatzert, Hannah Wesker
The Merits of Pooling Claims Revisited Journal of Risk Finance, Vol. 13 (2012), No. 3, pp. 184-198 Nadine Gatzert, Hato Schmeiser
A Comparative Assessment of Basel II/III and Solvency II Geneva Papers on Risk and Insurance Vol. 37 (2012), pp. 539–570
Nadine Gatzert, Hannah Wesker
Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer’s and the Policyholder’s Perspective Insurance: Mathematics and Economics, Vol. 50 (2012), No. 1, pp. 64-78 Alexander Bohnert, Nadine Gatzert
Creating Customer Value in Participating Life Insurance The Journal of Risk and Insurance Vol. 79 (2012), No. 3, pp. 645-670 Nadine Gatzert, Ines Holzmüller, Hato Schmeiser
The Influence of Non-Linear Dependencies on the Basis Risk of Industry Loss Warranties Insurance: Mathematics and Economics, Vol. 49 (2011), No. 1
Nadine Gatzert, Ralf Kellner
Performance and Risks of Open-End Life Settlement Funds The Journal of Risk and Insurance, Vol. 79 (2012), No. 1, pp. 193-229
Alexander Braun, Nadine Gatzert, Hato Schmeiser
An Analysis of Pricing and Basis Risk for Industry Loss Warranties Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 100 (2011), No. 4, pp. 517-537 Nadine Gatzert, Hato Schmeiser, Denis Toplek
Industry Loss Warranties: Contract Features, Pricing, and Central Demand Factors (previously entitled „What Drives the Demand for Industry Loss Warranties?“) Journal of Risk Finance, Vol. 13 (2012), No. 1, pp. 13-31 Nadine Gatzert, Hato Schmeiser
On the Risk Situation of Financial Conglomerates: Does Diversification Matter? Financial Markets and Portfolio Management, Vol. 25 (2011), No. 1, pp. 3-26 Nadine Gatzert, Hato Schmeiser
Understanding the Death Benefit Switch Option in Universal Life Policies The Journal of Risk and Insurance, Vol. 78 (2011), No. 4, pp. 823-852 Nadine Gatzert, Gudrun Hoermann
Risk Management using Index-Linked Catastrophic Loss Instruments Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 100 (2011), No. 1
Nadine Gatzert, Ralf Kellner
On the Valuation of Investment Guarantees in Unit-Linked Life Insurance: A Customer Perspective Geneva Papers on Risk and Insurance, Vol. 36 (2011), No. 1, pp. 3-29
Nadine Gatzert, Carin Huber, Hato Schmeiser
The Secondary Market for Life Insurance in the U.K., Germany, and the U.S.: Comparison and Overview Risk Management & Insurance Review, Vol. 13 (2010), No. 2, pp. 279-301 Nadine Gatzert
Investment Guarantees in Unit-Linked Life Insurance from the Customer Perspective Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 99 (2010), No. 5 (Supplement), pp. 627-636
Nadine Gatzert, Carin Huber, Hato Schmeiser
Pricing and Performance of Mutual Funds: Lookback versus Interest Rate Guarantees The Journal of Risk, Vol. 11 (2009), No. 4, pp. 31-49
Nadine Gatzert, Hato Schmeiser
Optimal Rate Classification for Enhanced Annuities Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 98 (2009), No. 5, pp. 565-577 Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser
The Impact of the Secondary Market on Life Insurers‘ Surrender Profits The Journal of Risk and Insurance, Vol. 76 (2009), No. 4, pp. 887-908 Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser
Minimum Standards for Investment Performance: A New Perspective on Non-Life Insurer Solvency Insurance: Mathematics and Economics, Vol. 43 (2009), No. 1, pp. 113-121
Martin Eling, Nadine Gatzert, Hato Schmeiser
Combining Fair Pricing and Capital Requirements for Non-Life Insurance Companies Journal of Banking & Finance, Vol. 32 (2008), No. 10, pp. 2589-2596, ausgezeichnet mit dem Kessler-Preis 2008, Universität St. Gallen Nadine Gatzert, Hato Schmeiser
The Swiss Solvency Test and its Market Implications Geneva Papers on Risk and Insurance, Vol. 33 (2008), No. 3, pp. 418-439 Martin Eling, Nadine Gatzert, Hato Schmeiser
Enterprise Risk Management in Financial Groups: Analysis of Risk Concentration and Default Risk Financial Markets and Portfolio Management, Vol. 22 (2008), No. 3, pp. 241-258 Nadine Gatzert, Hato Schmeiser, Stefan Schuckmann
Asset Management and Surplus Distribution Strategies in Life Insurance: An Examination with Respect to Risk Pricing and Risk Measurement Insurance: Mathematics and Economics, Vol. 42 (2008), No. 2, pp. 839-849 Nadine Gatzert
Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts The Journal of Risk and Insurance, Vol. 75 (2008), No. 3, pp. 691-712 Nadine Gatzert, Hato Schmeiser
Implicit Options in Life Insurance: An Overview Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 98 (2009), No. 2, pp. 141-164 Nadine Gatzert
The Influence of Corporate Taxes on Pricing and Capital Structure in Property-Liability Insurance Insurance: Mathematics and Economics, Vol. 42 (2008), No. 1, pp. 50-58 Nadine Gatzert, Hato Schmeiser
Analysis of Participating Life Insurance Contracts: A Unification Approach The Journal of Risk and Insurance, Vol. 74 (2007), No. 3, pp. 547-570 Nadine Gatzert, Alexander Kling
Risk and Capital Transfer in Insurance Groups Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 97 (2008), No. 4, pp. 463-477 Nadine Gatzert, Hato Schmeiser
Implicit Options in Life Insurance: Valuation and Risk Management Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 95 (2006), Supplement, pp. 111-128 Nadine Gatzert, Hato Schmeiser