Alexander Braun

University of St. Gallen - I.VW-HSG

Kirchlistrasse 2

St. Gallen, 9010

Switzerland

SCHOLARLY PAPERS

8

DOWNLOADS

556

CITATIONS

33

Scholarly Papers (8)

1.

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula

Number of pages: 29 Posted: 17 Aug 2013
Alexander Braun, Hato Schmeiser and Florian Schreiber
University of St. Gallen - I.VW-HSG, University of Muenster - Faculty of Economics and University of St. Gallen - I.VW-HSG
Downloads 426 (66,616)
Citation 3

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Portfolio Theory, Solvency II, Market Risk, Asset Management

2.

Saving Face: A Solution to the Hidden Crisis for Life Insurance Policyholders

Number of pages: 29 Posted: 09 Aug 2018
University of St. Gallen - I.VW-HSG, Harvard Business School, Harvard Business School and University of St. Gallen - I.VW-HSG
Downloads 64 (341,134)

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3.

The Asset-Liability Ratio: An Innovative Risk-Adjusted Performance Measure for Life Insurers

Number of pages: 33 Posted: 15 Feb 2019
Alexander Braun and Florian Schreiber
University of St. Gallen - I.VW-HSG and University of St. Gallen - I.VW-HSG
Downloads 60 (352,318)

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Asset-Liability Management, Life Insurance, Performance Measurement, Rank Correlation

4.

Performance and Risks of Open‐End Life Settlement Funds

Journal of Risk and Insurance, Vol. 79, Issue 1, pp. 193-230, 2012
Number of pages: 37 Posted: 24 Feb 2012
Alexander Braun and Nadine Gatzert
University of St. Gallen - I.VW-HSG and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 3 (621,122)
Citation 9
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5.

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula

Journal of Risk and Insurance, Vol. 84, Issue 1, pp. 177-207, 2017
Number of pages: 31 Posted: 06 Feb 2017
Alexander Braun, Hato Schmeiser and Florian Schreiber
University of St. Gallen - I.VW-HSG, University of Muenster - Faculty of Economics and University of St. Gallen - I.VW-HSG
Downloads 1 (643,712)
Citation 7
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6.

Pricing in the Primary Market for Cat Bonds: New Empirical Evidence

Journal of Risk and Insurance, Vol. 83, Issue 4, pp. 811-847, 2016
Number of pages: 37 Posted: 11 Nov 2016
Alexander Braun
University of St. Gallen - I.VW-HSG
Downloads 1 (643,712)
Citation 15
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7.

Life Settlement Funds: Current Valuation Practices and Areas for Improvement

Risk Management and Insurance Review, Vol. 19, Issue 2, pp. 173-195, 2016
Number of pages: 23 Posted: 26 Sep 2016
Alexander Braun, Sarah Affolter and Hato Schmeiser
University of St. Gallen - I.VW-HSG, KPMG AG (Zurich) and University of Muenster - Faculty of Economics
Downloads 1 (643,712)
Citation 1
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8.

The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test

Journal of Risk and Insurance, Vol. 81, Issue 1, pp. 113-158, 2014
Number of pages: 46 Posted: 15 Feb 2014
Alexander Braun, Hato Schmeiser and Caroline Siegel
University of St. Gallen - I.VW-HSG, University of Muenster - Faculty of Economics and University of St. Gallen - Institute of Insurance Economics
Downloads 0 (661,885)
Citation 6
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