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Publikationen

  • Economies of Scale in European Life Insurance
    Journal of Risk Finance (forthcoming)
    Udo Klotzki, Alexander Bohnert, Nadine Gatzert, Ulrike Vogelgesang
  • Equity-Linked Life Insurance Based on Traditional Products: The Case of Select Products
    European Actuarial Journal (forthcoming)
    Maria Alexandrova, Alexander Bohnert, Nadine Gatzert, Jochen Russ
  • Determinants and Value of Enterprise Risk Management: Empirical Evidence from Germany
    European Journal of Finance (forthcoming)
    Philipp Lechner, Nadine Gatzert
  • Betriebsunterbrechungsversicherung bei kleinen und mittleren Unternehmen – Eine empirische Analyse von Einflussfaktoren auf die Versicherungsentscheidung
    Zeitschrift für die gesamte Versicherungswissenschaft (Supplement) (forthcoming)
    Felicitas Hoppe, Nadine Gatzert, Petra Gruner
  • 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 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 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