Working Papers
Aktuelle Working Paper am Lehrstuhl für Versicherungswirtschaft und Risikomanagement (Auswahl)
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- The Impact of Risk Classification in Life Insurance: An Analysis of Underwriting Risk, Underwriting Costs, and Classification Systems (2018)
Alexander Bohnert, Johanna Eckert, Nadine Gatzert
- Digital Agendas in the Insurance Industry: The Importance of Comprehensive Approaches (2018)
Alexander Bohnert, Albrecht Fritzsche, Shirley Gregor
- An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports (SFCR) in the European Insurance Industry (2017)
Nadine Gatzert, Dinah Heidinger
- An Analysis of Transaction Costs in Participating Life Insurance (2017)
Nadine Gatzert
- Renewable Energy Investments with Storage: A Risk-Return Analysis (2017)
Sarah Krömer, Nadine Gatzert
- 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 02/2018]
Dinah Heidinger, Nadine Gatzert
- The Drivers and Value of Enterprise Risk Management: Evidence from ERM Ratings (2016) [Version 07/2018]
Alexander Bohnert, Nadine Gatzert, Rob Hoyt, Philipp Lechner
- An Empirical Analysis of Spillover Effects from the Volkswagen Emission Scandal (2017)
Florian Barth, Christian Eckert, Hendrik Scholz, 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
