Aktuelle Working Paper am Lehrstuhl für Versicherungswirtschaft und Risikomanagement (Auswahl)
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- What Do We Know about Annuitization Decisions? (2017)
Maria Alexandrova, Nadine Gatzert - A Framework for Assessing the Maturity of Reputation Risk Management with an Application to Financial Services Firms (2017)
Dinah Heidinger - Betriebsunterbrechungsversicherung bei kleinen und mittleren Unternehmen – Eine empirische Analyse von Einflussfaktoren auf die Versicherungsentscheidung (2017)
Felicitas Hoppe, Nadine Gatzert, Petra Gruner - Awareness, Determinants, and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry (2016) [Version 08/2017]
Dinah Heidinger, Nadine Gatzert - The Drivers and Value of Enterprise Risk Management: Evidence from ERM Ratings (2016) [Version 06/2017]
Alexander Bohnert, Nadine Gatzert, Rob Hoyt, Philipp Lechner - An Empirical Analysis of Spillover Effects from the Volkswagen Emission Scandal (2016)
Christian Eckert, Nadine Gatzert - Economies of Scale in European Life Insurance (2016)
U. Klotzki, A. Bohnert, N. Gatzert, U. Vogelgesang - Corporate Reputation and Reputation Risk: Definition and Measurement from a (Risk) Management Perspective (2016) [Version 06/2016]
Christian Eckert - Risk- and Value-Based Management for Non-Life Insurers under Solvency Constraints (2016) [Version 07/2017]
Johanna Eckert, Nadine Gatzert - The Impact of European Initiatives on the Treatment of Insurers‘ Infrastructure Investments under Solvency II (2016) [Version 11/2016]
Nadine Gatzert, Thomas Kosub - Determinants and Value of Enterprise Risk Management: Empirical Evidence from Germany (2016) [Version 02/2017]
Philipp Lechner, Nadine Gatzert - The Impact of Guarantees on the Performance of Pension Saving Schemes: Insights from the Literature (2015) [Version 11/2015]
Alexander Bohnert - The Cost of Life Distribution in Europe (2015)
Udo Klotzki, Nadine Gatzert, Bjoern Muenstermann - Determinants of Policy Risks of Renewable Energy Investments (2015) [Version 02/2016]
Nadine Gatzert, Thomas Kosub - Evaluating Investments in Renewable Energy Projects under Policy Risks (2015) [Version 05/2016]
Nadine Gatzert, Nikolai Vogl - Supporting Strategic Success through Enterprise-Wide Reputation Risk Management (2015) [Version 10/2015]
Nadine Gatzert, Joan Schmit - Components and Challenges of Integrated Cyber Risk Management (2015) [Version 04/2015]
Thomas Kosub - Enhanced Annuities: Drivers and Barriers of Supply and Demand (2015) [Version 06/2015]
Nadine Gatzert, Udo Klotzki - The Impact of Corporate Reputation and Reputation Damaging Events on Financial Performance: Empirical Evidence from the Literature (2015)
Nadine Gatzert [Version 09/2015] - Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms (2014) [Version 10/2016]
Christian Eckert, Nadine Gatzert - Innovative Equity-Linked Life Insurance Based on Traditional Products: The Case of Select-Products (2014)
Maria Alexandrova, Alexander Bohnert, Nadine Gatzert, Jochen Russ - Risks and Risk Management of Renewable Energy Projects: The Case of Onshore and Offshore Wind Parks (2014) [Version 02/2016]
Nadine Gatzert, Thomas Kosub - Assessing Inflation Risk in Non-Life Insurance (2014) [Version 10/2015]
Alexander Bohnert, Nadine Gatzert, Andreas Kolb - Critical Illness Insurances: Challenges and Opportunities for Insurers (2014) [Version 08/2014]
Nadine Gatzert, Alexander Maegebier - The Impact of Disability Insurance on a Portfolio of Life Insurances (2014) [Version 02/2014]
Alexander Maegebier, Nadine Gatzert - On the Management of Life Insurance Company Risk by Strategic Choice of Product Mix, Investment Strategy and Surplus Appropriation Schemes (2013) [Version 11/2014]
Alexander Bohnert, Nadine Gatzert, Peter Løchte Jørgensen - Assessing the Risks of Insuring Reputation Risk (2013) [Version 06/2014]
Nadine Gatzert, Joan Schmit, Andreas Kolb - Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss (2013) [Version 08/2016]
Nadine Gatzert, Sebastian Pokutta, Nikolai Vogl - Dynamic Hybrid Products in Life Insurance: Assessing the Policyholders‘ Viewpoint (2013) [Version 09/2014]
Alexander Bohnert, Patricia Born, Nadine Gatzert - Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature (2013) [Version 11/2013]
Nadine Gatzert, Michael Martin - Insurers‘ Investment in Infrastructure: Overview and Treatment under Solvency II (2013) [Version 11/2013]
Nadine Gatzert, Thomas Kosub - Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk (2013) [Version 10/2016]
Johanna Eckert, Nadine Gatzert, Michael Martin - The Market for Dynamic Hybrid Products in Germany: Concept, Risk-Return Profiles, and Market Overview (2013) [Version 04/2013]
Alexander Bohnert - Fair Valuation and Risk Assessment of Dynamic Hybrid Products in Life Insurance: A Portfolio Consideration (2013) [Version 02/2013]
Alexander Bohnert, Nadine Gatzert - On the Relevance of Premium Payment Schemes for the Performance of Mutual Funds with Investment Guarantees (2013) [Version 08/2013]
Nadine Gatzert - On Risk Charges and Shadow Account Options in Pension Funds (2012) [Version 12/2013]
Peter Løchte Jørgensen, Nadine Gatzert - Assessing the Model Risk with Respect to the Interest Rate Term Structure under Solvency II (2012) [Version 10/2012]
Michael Martin - Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective (2012) [Version 12/2012]
Nadine Gatzert, Andreas Kolb - Valuation and Risk Assessment of Disability Insurance using a Discrete Time Non-homogeneous Backward Semi-Markov Reward Process (2012)
Alexander Maegebier - Global Optimization Algorithms with an Application to Non-Life Insurance Problems (2012) [Version 06/2012]
Ralf Kellner - The Effectiveness of Mortality Contingent Bonds under Adverse Selection: A Study of Selected Impact Factors (2012) [Version 10/2012]
Hannah Wesker - Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory (2012)
Ralf Kellner, Nadine Gatzert - Quantifying Credit and Market Risk under Solvency II: Standard Approach versus Internal Model (2012) [Version 10/2012]
Nadine Gatzert, Michael Martin - The Effectiveness of Gap Insurance with Respect to Basis Risk in Shareholder Value Maximization Setting (2011) [Version 10/2012]
Nadine Gatzert, Ralf Kellner - A Comparative Assessment of Basel II/III and Solvency II (2011) [Version 10/2011]
Nadine Gatzert, Hannah Wesker - Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance (2011) [Version 02/2012]
Nadine Gatzert, Hannah Wesker - Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer’s and the Policyholder’s Perspective (2011) [Version 10/2011]
Alexander Bohnert, Nadine Gatzert - How Do Price Presentation Effects Influence Consumer Choice? The Case of Life Insurance Products (2010) [Version 04/2011]
Carin Huber, Nadine Gatzert, Hato Schmeiser - The Merits of Pooling Claims Revisisted (2010) [Version 08/2011]
Nadine Gatzert, Hato Schmeiser - The Impact of Natural Hedging on a Life Insurer’s Risk Situation (2010) [Version 05/2012]
Nadine Gatzert, Hannah Wesker - The Influence of Non-Linear Dependencies on the Basis Risk of Industry Loss Warranties (2010) [Version 01/2011]
Nadine Gatzert, Ralf Kellner - Ratings in der Lebensversicherung: Systematik und Rechtliche Rahmenbedingungen (2010) [Version 07/2011]
Jens Dambacher, Nadine Gatzert - Performance and Risks of Open-End Life Settlement Funds (2009) [Version 02/2011]
Alexander Braun, Nadine Gatzert, Hato Schmeiser - What Drives the Demand for Industry Loss Warranties? (2009) [Version 09/2009]
Nadine Gatzert, Hato Schmeiser - On the Valuation of Investment Guarantees in Unit-Linked Life Insurance: A Customer Perspective (2009) [Version 11/2009]
Nadine Gatzert, Carin Huber, Hato Schmeiser - Optimal Risk Classification with an Application to Substandard Annuities (2009) [Version 08/2009]
Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser - Creating Customer Value in Participating Life Insurance (2009) [Version 09/2010]
Nadine Gatzert, Ines Holzmüller, Hato Schmeiser - Understanding the Death Benefit Switch Option in Universal Life Policies (2008)
Nadine Gatzert, Gudrun Hoermann - On the Risk Situation of Financial Conglomerates: Does Diversification Matter? (2008) [Version 08/2009]
Nadine Gatzert, Hato Schmeiser - An Analysis of Pricing and Basis Risk for Industry Loss Warranties (2008)
Nadine Gatzert, Hato Schmeiser, Denis Toplek
- What Do We Know about Annuitization Decisions? (2017)