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Aktuelle Working Paper am Lehrstuhl für Versicherungswirtschaft und Risikomanagement (Auswahl)
The Impact of Risk Classification in Life Insurance: An Analysis of Underwriting Risk, Underwriting Costs, and Classification Systems (2018)
The Impact of Shareholders‘ Limited Liability on Risk- and Value-Based Management (2018)
An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports (SFCR) in the European Insurance Industry (2017)An Analysis of Transaction Costs in Participating Life Insurance (2017)
Renewable Energy Investments with Storage: A Risk-Return Analysis (2017)
What Do We Know about Annuitization Decisions? (2017)
A Framework for Assessing the Maturity of Reputation Risk Management with an Application to Financial Services Firms (2017)
Betriebsunterbrechungsversicherung bei kleinen und mittleren Unternehmen – Eine empirische Analyse von Einflussfaktoren auf die Versicherungsentscheidung (2017)
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry (2016) [Version 02/2018]The Drivers and Value of Enterprise Risk Management: Evidence from ERM Ratings (2016) [Version 04/2018]An Empirical Analysis of Spillover Effects from the Volkswagen Emission Scandal (2017)
Economies of Scale in European Life Insurance (2016)
Corporate Reputation and Reputation Risk: Definition and Measurement from a (Risk) Management Perspective (2016) [Version 06/2016]
Risk- and Value-Based Management for Non-Life Insurers under Solvency Constraints (2016) [Version 07/2017]The Impact of European Initiatives on the Treatment of Insurers‘ Infrastructure Investments under Solvency II (2016) [Version 11/2016]Determinants and Value of Enterprise Risk Management: Empirical Evidence from Germany (2016) [Version 02/2017]The Impact of Guarantees on the Performance of Pension Saving Schemes: Insights from the Literature (2015) [Version 11/2015]The Cost of Life Distribution in Europe (2015)
Determinants of Policy Risks of Renewable Energy Investments (2015) [Version 02/2016]Evaluating Investments in Renewable Energy Projects under Policy Risks (2015) [Version 05/2016]Supporting Strategic Success through Enterprise-Wide Reputation Risk Management (2015) [Version 10/2015] Components and Challenges of Integrated Cyber Risk Management (2015) [Version 04/2015]Enhanced Annuities: Drivers and Barriers of Supply and Demand (2015) [Version 06/2015]The Impact of Corporate Reputation and Reputation Damaging Events on Financial Performance: Empirical Evidence from the Literature (2015)Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms (2014) [Version 10/2016]Innovative Equity-Linked Life Insurance Based on Traditional Products: The Case of Select-Products (2014)
Risks and Risk Management of Renewable Energy Projects: The Case of Onshore and Offshore Wind Parks (2014) [Version 02/2016]Assessing Inflation Risk in Non-Life Insurance (2014) [Version 10/2015]Critical Illness Insurances: Challenges and Opportunities for Insurers (2014) [Version 08/2014]The Impact of Disability Insurance on a Portfolio of Life Insurances (2014) [Version 02/2014]On the Management of Life Insurance Company Risk by Strategic Choice of Product Mix, Investment Strategy and Surplus Appropriation Schemes (2013) [Version 11/2014]Assessing the Risks of Insuring Reputation Risk (2013) [Version 06/2014]Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss (2013) [Version 08/2016]Dynamic Hybrid Products in Life Insurance: Assessing the Policyholders‘ Viewpoint (2013) [Version 09/2014]Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature (2013) [Version 11/2013]Insurers‘ Investment in Infrastructure: Overview and Treatment under Solvency II (2013) [Version 11/2013]Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk (2013) [Version 10/2016]
The Market for Dynamic Hybrid Products in Germany: Concept, Risk-Return Profiles, and Market Overview (2013) [Version 04/2013]Fair Valuation and Risk Assessment of Dynamic Hybrid Products in Life Insurance: A Portfolio Consideration (2013) [Version 02/2013]On the Relevance of Premium Payment Schemes for the Performance of Mutual Funds with Investment Guarantees (2013) [Version 08/2013]On Risk Charges and Shadow Account Options in Pension Funds (2012) [Version 12/2013]Assessing the Model Risk with Respect to the Interest Rate Term Structure under Solvency II (2012) [Version 10/2012]Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective (2012) [Version 12/2012]Valuation and Risk Assessment of Disability Insurance using a Discrete Time Non-homogeneous Backward Semi-Markov Reward Process (2012)
Global Optimization Algorithms with an Application to Non-Life Insurance Problems (2012) [Version 06/2012] The Effectiveness of Mortality Contingent Bonds under Adverse Selection: A Study of Selected Impact Factors (2012) [Version 10/2012]Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory (2012)
Quantifying Credit and Market Risk under Solvency II: Standard Approach versus Internal Model (2012) [Version 10/2012]The Effectiveness of Gap Insurance with Respect to Basis Risk in Shareholder Value Maximization Setting (2011) [Version 10/2012]A Comparative Assessment of Basel II/III and Solvency II (2011) [Version 10/2011]Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance (2011) [Version 02/2012]Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer’s and the Policyholder’s Perspective (2011) [Version 10/2011]How Do Price Presentation Effects Influence Consumer Choice? The Case of Life Insurance Products (2010) [Version 04/2011]The Merits of Pooling Claims Revisisted (2010) [Version 08/2011]The Impact of Natural Hedging on a Life Insurer’s Risk Situation (2010) [Version 05/2012]The Influence of Non-Linear Dependencies on the Basis Risk of Industry Loss Warranties (2010) [Version 01/2011]Ratings in der Lebensversicherung: Systematik und Rechtliche Rahmenbedingungen (2010) [Version 07/2011]Performance and Risks of Open-End Life Settlement Funds (2009) [Version 02/2011]What Drives the Demand for Industry Loss Warranties? (2009) [Version 09/2009]On the Valuation of Investment Guarantees in Unit-Linked Life Insurance: A Customer Perspective (2009) [Version 11/2009]Optimal Risk Classification with an Application to Substandard Annuities (2009) [Version 08/2009]Creating Customer Value in Participating Life Insurance Understanding the Death Benefit Switch Option in Universal Life Policies (2008)On the Risk Situation of Financial Conglomerates: Does Diversification Matter? (2008) [Version 08/2009]An Analysis of Pricing and Basis Risk for Industry Loss Warranties (2008)
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