Matthias Schmautz

Independent

SCHOLARLY PAPERS

3

DOWNLOADS

487

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Deriving the Minimal Amount of Risk Capital for P/L Insurance Companies Utilizing ALM

Journal of Risk (2013), 15(4), pp. 35-55
Number of pages: 25 Posted: 20 Feb 2012 Last Revised: 29 Sep 2013
Matthias Schmautz and Niklas Lampenius
Independent and University of Hohenheim - Faculty of Business, Economics and Social Sciences
Downloads 487 (73,666)

Abstract:

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asset-liability-management (ALM), internal risk model, portfolio optimization, risk capital

2.

Value Creation and Solvency: A Simple Approach to Deriving a Non-Life Insurer's Optimal Growth Strategy

The Geneva Papers on Risk and Insurance - Issues and Practice, Forthcoming
Posted: 10 Sep 2015
Matthias Schmautz
Independent

Abstract:

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non-life insurance; shareholder-value; solvency; residual income valuation; growth

3.

Net Value Created: Measuring a Non-Life Insurer's Performance

Zeitschrift für die gesamte Versicherungswissenschaft (2013), 102(3), pp. 237–255
Posted: 29 Sep 2013
Matthias Schmautz and Niklas Lampenius
Independent and University of Hohenheim - Faculty of Business, Economics and Social Sciences

Abstract:

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non-life insurer’s performance, residual income, valuation