Michael Martin

Friedrich-Alexander-University Erlangen-Nuremberg

Lange Gasse 20

Nuremberg, 90403

Germany

http://www.vwrm.rw.fau.de

SCHOLARLY PAPERS

5

DOWNLOADS

178

CITATIONS

0

Scholarly Papers (5)

1.

Equity Risk Under Solvency II: Internal Models and Procyclical Effects

Number of pages: 39 Posted: 16 Oct 2013 Last Revised: 07 Mar 2014
Michael Martin
Friedrich-Alexander-University Erlangen-Nuremberg
Downloads 99 (149,247)

Abstract:

2.

Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk

Number of pages: 29 Posted: 08 Mar 2014 Last Revised: 17 Jun 2014
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg
Downloads 10 (419,803)

Abstract:

Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature

Risk Management and Insurance Review, Vol. 18, Issue 1, pp. 29-53, 2015
Number of pages: 25 Posted: 27 Mar 2015
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg
Downloads 0

Abstract:

Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature

Risk Management and Insurance Review (Forthcoming)
Posted: 07 Sep 2013 Last Revised: 11 Mar 2014
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg

Abstract:

4.

Assessing the Model Risk with Respect to the Interest Rate Term Structure Under Solvency II

Journal of Risk Finance, Vol. 14, No. 3, 2013
Posted: 23 Nov 2012 Last Revised: 25 Nov 2013
Michael Martin
Friedrich-Alexander-University Erlangen-Nuremberg

Abstract:

5.

Quantifying Credit and Market Risk Under Solvency II: Standard Approach Versus Internal Model

Insurance: Mathematics and Economics, Vol. 51, No. 3, 2012
Posted: 22 Aug 2012 Last Revised: 05 Sep 2013
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg

Abstract: