Alexander Muermann

WU (Vienna University of Economics and Business)

Welthandelsplatz 1

A - 1020 Wien

Austria

Vienna Graduate School of Finance (VGSF)

Welthandelsplatz 1

A - 1020 Wien

Austria

SCHOLARLY PAPERS

17

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3,619

CITATIONS
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56

Scholarly Papers (17)

1.

Regret, Pride, and the Disposition Effect

Number of pages: 26 Posted: 18 Sep 2006
Alexander Muermann and Jacqueline Volkman Wise
WU (Vienna University of Economics and Business) and Temple University - Risk Management & Insurance & Actuarial Science
Downloads 663 (37,902)
Citation 9

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2.

Pricing Catastrophe Insurance Derivatives

Financial Markets Group Discussion Paper No. 400
Number of pages: 32 Posted: 07 May 2002
Alexander Muermann
WU (Vienna University of Economics and Business)
Downloads 646 (39,190)
Citation 4

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Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation

Swiss Finance Institute Research Paper No. 11-11
Number of pages: 39 Posted: 03 Sep 2009 Last Revised: 22 Aug 2013
Damir Filipović, Robert Kremslehner and Alexander Muermann
Ecole Polytechnique Fédérale de Lausanne, Vienna University of Economics and Business - Department of Accounting and Finance and WU (Vienna University of Economics and Business)
Downloads 421 (66,927)

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Risk Shifting, Insurance, Regulation, Solvency II, Pareto Optimality

Optimal Investment and Premium Policies Under Risk Shifting and Solvency Regulation

Journal of Risk and Insurance, Vol. 82, Issue 2, pp. 261-288, 2015
Number of pages: 28 Posted: 14 May 2015
Damir Filipović, Robert Kremslehner and Alexander Muermann
Ecole Polytechnique Fédérale de Lausanne, Vienna University of Economics and Business - Department of Accounting and Finance and WU (Vienna University of Economics and Business)
Downloads 0
Citation 2
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Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior

Number of pages: 32 Posted: 30 Apr 2012 Last Revised: 12 Oct 2016
Daniela Kremslehner and Alexander Muermann
Vienna University of Economics and Business - Department of Finance, Accounting & Statistics and WU (Vienna University of Economics and Business)
Downloads 228 (131,937)
Citation 4

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private information; automobile insurance; driving behavior; telematic data; pay-as-you-drive insurance

Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior

CFS Working Paper, No. 543
Number of pages: 38 Posted: 12 Oct 2016 Last Revised: 05 Dec 2018
Alois Geyer, Daniela Kremslehner and Alexander Muermann
VGSF / WU, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics and WU (Vienna University of Economics and Business)
Downloads 149 (194,673)

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private information, automobile insurance, driving behavior, telematic data, pay-as-you-drive insurance, endogeneity, sample selection

5.

Spot Market Power and Futures Market Trading

Number of pages: 36 Posted: 17 Mar 2005
Alexander Muermann and Stephen H. Shore
WU (Vienna University of Economics and Business) and Georgia State University
Downloads 284 (105,656)
Citation 2

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Market Power, Futures Markets, Strategic Trading, Manipulation

6.

The Dark Side of Liquid Bonds in Fire Sales

Number of pages: 74 Posted: 05 Jul 2017 Last Revised: 29 Apr 2018
Maria Chaderina, Alexander Muermann and Christoph Scheuch
Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, WU (Vienna University of Economics and Business) and Vienna Graduate School of Finance (VGSF)
Downloads 214 (140,743)

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Fire Sales, Liquidity, Corporate Bonds, Insurance Companies

7.

Financing Risk Transfer under Governance Problems: Mutual versus Stock Insurers

Number of pages: 39 Posted: 16 Jun 2006 Last Revised: 04 Sep 2009
Christian Laux and Alexander Muermann
Vienna University of Economics and Business and WU (Vienna University of Economics and Business)
Downloads 206 (145,801)
Citation 9

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ownership structure, insurance, owner-manager conflict, capital, default

8.

Fishing with Pearls: The Value of Lending Relationships with Prestigious Firms

Number of pages: 54 Posted: 16 Dec 2015 Last Revised: 16 Nov 2017
Alexander Muermann, Thomas Rauter and Christoph Scheuch
WU (Vienna University of Economics and Business), University of Chicago - Booth School of Business and Vienna Graduate School of Finance (VGSF)
Downloads 190 (157,967)
Citation 1

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Lending Relationships; Firm Prestige; Bank Incentives

9.

Valuation in Integrated Financial and Insurance Markets

Number of pages: 20 Posted: 02 Mar 2002
Alexander Muermann
WU (Vienna University of Economics and Business)
Downloads 190 (157,232)

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Regret, Portfolio Choice, and Guarantees in Defined Contribution Schemes

Pension Research Council WP2005-17
Number of pages: 18 Posted: 02 Nov 2005
WU (Vienna University of Economics and Business), University of Pennsylvania - The Wharton School and Temple University - Risk Management & Insurance & Actuarial Science
Downloads 145 (199,075)
Citation 22

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Regret, Portfolio Choice, and Guarantees in Defined Contribution Schemes

Insurance: Mathematics and Economics, Forthcoming, Pension Research Council WP2005-17
Posted: 21 Jul 2006
WU (Vienna University of Economics and Business), University of Pennsylvania - The Wharton School and Temple University - Risk Management & Insurance & Actuarial Science

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11.

State-Dependent Preferences and Insurance Demand

Number of pages: 16 Posted: 03 Sep 2009 Last Revised: 17 Dec 2009
Robert Kremslehner and Alexander Muermann
Vienna University of Economics and Business - Department of Accounting and Finance and WU (Vienna University of Economics and Business)
Downloads 130 (216,737)
Citation 2

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12.

Insuring Non-Verifiable Losses

Review of Finance, Forthcoming
Number of pages: 39 Posted: 20 Nov 2010 Last Revised: 30 Oct 2013
Neil A. Doherty, Christian Laux and Alexander Muermann
University of Pennsylvania - Insurance & Risk Management Department, Vienna University of Economics and Business and WU (Vienna University of Economics and Business)
Downloads 67 (333,091)
Citation 3

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Deductible Insurance, Upper Limit, Implicit Insurance Contracts, Insurance Brokers

13.

The Demand for Guarantees in Social Security Personal Retirement Accounts

Michigan Retirement Research Center Research Paper No. WP 2003-060
Number of pages: 28 Posted: 11 Feb 2008
Olivia S. Mitchell and Alexander Muermann
University of Pennsylvania - The Wharton School and WU (Vienna University of Economics and Business)
Downloads 38 (427,154)

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14.

Self-Protection and Insurance with Interdependencies

NBER Working Paper No. w12827
Number of pages: 22 Posted: 12 Jan 2007 Last Revised: 08 May 2012
Alexander Muermann and Howard Kunreuther
WU (Vienna University of Economics and Business) and University of Pennsylvania - Operations, Information and Decisions Department
Downloads 26 (481,627)
Citation 6

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15.

The Impact of Regret on the Demand for Insurance

Journal of Risk and Insurance, Vol. 71, No. 4, pp. 737-767, December 2004
Number of pages: 31 Posted: 24 Dec 2004
Michael Braun and Alexander Muermann
Southern Methodist University (SMU) - Marketing Department and WU (Vienna University of Economics and Business)
Downloads 22 (503,818)
Citation 32
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16.

Hidden Regret in Insurance Markets

Journal of Risk and Insurance, Vol. 83, Issue 1, pp. 181-216, 2016
Number of pages: 36 Posted: 19 Feb 2016
Rachel J. Huang, Alexander Muermann and Larry Y. Tzeng
National Central University at Taiwan - Department of Finance, WU (Vienna University of Economics and Business) and National Taiwan University - Department of Finance
Downloads 0 (661,885)
Citation 2
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17.

The Near-Miss Management of Operational Risk

The Journal of Risk Finance, Vol. 4, No. 1, Fall 2002
Posted: 05 Feb 2003
Alexander Muermann and Ulku Oktem
WU (Vienna University of Economics and Business) and University of Pennsylvania - Operations & Information Management Department

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