Publikationen

Publikationen

  • Organizational Risk Culture: A Literature Review on Dimensions, Assessment, Value Relevance and Improvement Levers
    European Management Journal (forthcoming)
    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 (forthcoming)
    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 (forthcoming)
    Nadine Gatzert, Madeline Schubert
  • Analyzing Spillover Effects from Data Breaches to the US (Cyber) Insurance Industry
    European Journal of Finance (forthcoming)
    Christian Eckert, Nadine Gatzert, Madeline Schubert
  • Products and Strategies for the Decumulation of Wealth during Retirement: Insights from the Literature
    North American Actuarial Journal (forthcoming)
    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 (forthcoming)
    Nadine Gatzert, Philipp Reichel
  • Spillover Effects from the Volkswagen Emission Scandal: An Analysis of Stock and Corporate Bond Markets
    Schmalenbach Journal of Business Research (forthcoming)
    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 (forthcoming)
    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 (forthcoming)
    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 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 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 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

    •