Seiteninterne Suche

Forschung

Publikationen

 

Publikationen

    • Corporate Reputation and Reputation Risk: Definition and Measurement from a (Risk) Management Perspective
      Journal of Risk Finance Vol. 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 (forthcoming)
      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 (forthcoming)
      Nadine Gatzert, Sebastian Pokutta, Nikolai Vogl
    • Determinants of Policy Risks of Renewable Energy Investments
      International Journal of Energy Sector Management (forthcoming)
      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 Insurance Vol. 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