Hato Schmeiser

University of Münster - Faculty of Economics

Universitätsstr. 14-16

48143 Munster

Germany

University of St. Gallen - I.VW-HSG

Kirchlistrasse 2

St. Gallen, 9010

Switzerland

SCHOLARLY PAPERS

21

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14

CROSSREF CITATIONS

13

Scholarly Papers (21)

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
Institute of Insurance Economics (University of St. Gallen), University of Münster - Faculty of Economics and University of St. Gallen - I.VW-HSG
Downloads 653 (75,412)
Citation 5

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Portfolio Theory, Solvency II, Market Risk, Asset Management

2.

Management Strategies and Dynamic Financial Analysis

Variance, Vol. 2, No. 1, pp. 54-66
Number of pages: 23 Posted: 10 Nov 2006 Last Revised: 10 Jun 2013
Martin Eling, Thomas Parnitzke and Hato Schmeiser
University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - SEPS: Economics and Political Sciences and University of Münster - Faculty of Economics
Downloads 642 (77,063)
Citation 2

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Dynamic Financial Analysis, Performance Measurement, Simulation, Non-Life Insurance

3.

Asset-Liability Management for Long-Term Insurance Business

Swiss Finance Institute Research Paper No. 17-69
Number of pages: 18 Posted: 21 Dec 2017 Last Revised: 09 Jan 2018
University of Lausanne, University of Wisconsin-Madison, Swiss Federal Institute of Technology Zurich, École Polytechnique Fédérale de Lausanne, University of Zurich - Department Finance, University of Kaiserslautern - Department of Mathematics, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA), Maastricht University, MunichRe, University of Münster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Downloads 489 (108,174)
Citation 6

Abstract:

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asset-liability management, long-term insurance, valuation, insurance products, investments, models

4.

Insurance: Models, Digitalization, and Data Science

Swiss Finance Institute Research Paper No. 19-26
Number of pages: 14 Posted: 03 May 2019 Last Revised: 09 May 2019
University of Lausanne, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, École Polytechnique Fédérale de Lausanne, University of Zurich - Department Finance, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and University of Münster - Faculty of Economics
Downloads 467 (114,266)
Citation 1

Abstract:

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5.

Insurability of Pandemic Risks

Number of pages: 42 Posted: 16 Dec 2020 Last Revised: 03 Jul 2023
Goethe University Frankfurt - Department of Finance, University of St. Gallen, University of St. Gallen - I.VW-HSG and University of Münster - Faculty of Economics
Downloads 448 (119,976)
Citation 8

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pandemic insurance, catastrophe risk transfer, private-public partnerships

6.

Pricing Double-Trigger Reinsurance Contracts: Financial Versus Actuarial Approach

Number of pages: 34 Posted: 25 Mar 2002
Hato Schmeiser and Helmut Gründl
University of Münster - Faculty of Economics and Goethe University Frankfurt - Department of Finance
Downloads 423 (128,341)

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7.

Regulating Insurance Groups: A Comparison of Risk-Based Solvency Models

Journal of Financial Perspectives, Vol. 1, No. 2, 2013
Number of pages: 18 Posted: 27 Nov 2017
Hato Schmeiser and Caroline Siegel
University of Münster - Faculty of Economics and University of St. Gallen - Institute of Insurance Economics
Downloads 43 (753,102)

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8.

The Influence of Corporate Taxes on Pricing and Capital Structure in Property-Liability Insurance

Insurance: Mathematics and Economics, Vol. 42, No. 1, 2008
Posted: 21 Aug 2012
Nadine Gatzert and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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9.

Combining Fair Pricing and Capital Requirements for Non-Life Insurance Companies

Journal of Banking and Finance, Vol. 32, No. 10, 2008
Posted: 21 Aug 2012
Nadine Gatzert and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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10.

Pricing and Performance of Mutual Funds: Lookback Versus Interest Rate Guarantees

The Journal of Risk, Vol. 11, No. 4, pp. 31-49, 2009
Posted: 21 Aug 2012
Nadine Gatzert and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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11.

On the Valuation of Investment Guarantees in Unit-Linked Life Insurance: A Customer Perspective

Geneva Papers on Risk and Insurance, Vol. 36, No. 1, pp. 3-29, 2011
Posted: 21 Aug 2012
Nadine Gatzert, Carin Huber and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg, Zurich Insurance Group and University of Münster - Faculty of Economics

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12.

An Analysis of Pricing and Basis Risk for Industry Loss Warranties

Zeitschrift für die gesamte Versicherungswissenschaft Vol. 100, No. 4, pp. 517-537, 2011
Posted: 21 Aug 2012
Nadine Gatzert, Hato Schmeiser and Denis Toplek
Friedrich-Alexander University Erlangen-Nürnberg, University of Münster - Faculty of Economics and University of St. Gallen

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13.

Industry Loss Warranties: Contract Features, Pricing, and Central Demand Factors

Journal of Risk Finance, Vol. 13, No. 1, pp. 13-31, 2012
Posted: 21 Aug 2012
Nadine Gatzert and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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14.

The Merits of Pooling Claims Revisited

Journal of Risk Finance Vol. 13, No. 3, pp. 184-198, 2012
Posted: 21 Aug 2012
Nadine Gatzert and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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15.

Optimal Risk Classification with an Application to Substandard Annuities

Posted: 21 Aug 2012
Nadine Gatzert, Gudrun Hoermann and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg, affiliation not provided to SSRN and University of Münster - Faculty of Economics

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16.

How Do Price Presentation Effects Influence Consumer Choice? The Case of Life Insurance Products

Posted: 21 Aug 2012
Nadine Gatzert, Carin Huber and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg, Zurich Insurance Group and University of Münster - Faculty of Economics

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17.

The Swiss Solvency Test and its Market Implications

Geneva Papers on Risk and Insurance, Vol. 33, No. 3, pp. 418-439, 2008
Posted: 21 Aug 2012
Martin Eling, Nadine Gatzert and Hato Schmeiser
Ulm University, Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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18.

Minimum Standards for Investment Performance: A New Perspective on Non-Life Insurer Solvency

Insurance: Mathematics and Economics, Vol. 43, No. 1, 2009
Posted: 21 Aug 2012
Martin Eling, Nadine Gatzert and Hato Schmeiser
Ulm University, Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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19.

On the Risk Situation of Financial Conglomerates: Does Diversification Matter?

Financial Markets and Portfolio Management, Vol. 25, No. 1, pp. 3-26, 2011
Posted: 06 Apr 2011
Nadine Gatzert and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg and University of Münster - Faculty of Economics

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Financial conglomerate, Diversification, Risk-neutral valuation, Conglomerate discount

20.

Enterprise Risk Management in Financial Groups: Analysis of Risk Concentration and Default Risk

Financial Markets and Portfolio Management, Vol. 22, No. 3, pp. 241-258, 2008
Posted: 17 Sep 2008
Nadine Gatzert, Hato Schmeiser and Stefan Schuckmann
Friedrich-Alexander University Erlangen-Nürnberg, University of Münster - Faculty of Economics and affiliation not provided to SSRN

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Enterprise risk management, Copulas, Financial groups, Joint default risk

21.

Portfolio Management and Retirement: What is the Best Arrangement for a Family?

Financial Markets and Portfolio Management, Vol. 20, No. 1, pp. 265-285, 2006
Posted: 17 Sep 2006
Thomas Post, Helmut Gründl and Hato Schmeiser
Maastricht University - School of Business and Economics - Department of Finance, Goethe University Frankfurt - Department of Finance and University of Münster - Faculty of Economics

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Self-annuitization, Life-cycle asset allocation, Savings behavior, Retirement decisions