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

  • WU (Vienna University of Economics and Business)

    • Email
    • Tel: +43 1 31336 4948
    • Fax: +43 1 31336 90 4948

  • Vienna Graduate School of Finance (VGSF)

SCHOLARLY PAPERS

14

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4,717

TOTAL CITATIONS
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Top 18,711

in Total Papers Citations

84

Scholarly Papers (14)

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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 Saint Joseph's University - Haub School of Business
Downloads 980 (48,426)
Citation 40

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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 734 (71,592)
Citation 5

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3.

The Dark Side of Liquid Bonds in Fire Sales

Number of pages: 95 Posted: 05 Jul 2017 Last Revised: 19 May 2022
Maria Chaderina, Alexander Muermann and Christoph Scheuch
University of Oregon - Lundquist College of Business, WU (Vienna University of Economics and Business) and wikifolio Financial Technologies AG
Downloads 530 (108,181)

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Fire Sales, Liquidity, Corporate Bonds, Insurance Companies

4.

Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior

Downloads 506 (114,448)
Citation 7

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 301 (204,400)
Citation 7

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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 205 (299,833)

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

5.

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
École Polytechnique Fédérale de Lausanne (EPFL), Vienna University of Economics and Business - Department of Accounting and Finance and WU (Vienna University of Economics and Business)
Downloads 465 (126,583)

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

6.

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 338 (181,918)
Citation 2

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Market Power, Futures Markets, Strategic Trading, Manipulation

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 258 (241,058)
Citation 8

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

8.

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 219 (282,853)
Citation 4

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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 218 (284,078)
Citation 1

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10.

Regret, Portfolio Choice, and Guarantees in Defined Contribution Schemes

Downloads 198 (310,862)
Citation 11

Regret, Portfolio Choice, and Guarantees in Defined Contribution Schemes

Pension Research Council WP2005-17
Number of pages: 18 Posted: 02 Nov 2005
Alexander Muermann, Olivia S. Mitchell and Jacqueline Volkman Wise
WU (Vienna University of Economics and Business), and Saint Joseph's University - Haub School of Business
Downloads 198 (309,866)
Citation 11

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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
Alexander Muermann, Olivia S. Mitchell and Jacqueline Volkman Wise
WU (Vienna University of Economics and Business), and Saint Joseph's University - Haub School of Business

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11.

Self-Protection and Insurance with Interdependencies

NBER Working Paper No. w12827
Number of pages: 22 Posted: 12 Jan 2007 Last Revised: 21 Jul 2022
Alexander Muermann, Howard Kunreuther and Howard Kunreuther
WU (Vienna University of Economics and Business) and National Bureau of Economic Research (NBER)University of Pennsylvania - Wharton Risk Management and Decision Processes Center
Downloads 105 (521,388)
Citation 3

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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 103 (528,565)
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
and WU (Vienna University of Economics and Business)
Downloads 63 (701,325)

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14.

The Near-Miss Management of Operational Risk

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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