Hato Schmeiser

University of Muenster - Faculty of Economics

Universitätsstr. 14-16

48143 Munster

Germany

University of St. Gallen - I.VW-HSG

Kirchlistrasse 2

St. Gallen, 9010

Switzerland

  • University of Muenster - Faculty of Economics

  • University of St. Gallen - I.VW-HSG

SCHOLARLY PAPERS

36

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23

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140

Scholarly Papers (36)

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1.

The Solvency II Process: Overview and Critical Analysis

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Citation 25

The Solvency II Process: Overview and Critical Analysis

Risk Management and Insurance Review, Vol. 10, No. 1, pp. 69-85
Number of pages: 24 Posted: 13 Jan 2006 Last Revised: 10 Jun 2013
Martin Eling, Hato Schmeiser and Joan T. Schmit
University of St. Gallen - Institute of Insurance Economics, University of Muenster - Faculty of Economics and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
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Citation 4

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Regulation, Market Discipline, Solvency II

The Solvency Ii Process: Overview and Critical Analysis

Risk Management and Insurance Review, Vol. 10, Issue 1, pp. 69-85, 2007
Number of pages: 17 Posted: 09 Apr 2012
Martin Eling, Hato Schmeiser and Joan T. Schmit
University of St. Gallen - Institute of Insurance Economics, University of Muenster - Faculty of Economics and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
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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 Muenster - Faculty of Economics
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Citation 2

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

3.

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 Muenster - Faculty of Economics and University of St. Gallen - I.VW-HSG
Downloads 460 (67,801)
Citation 6

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Portfolio Theory, Solvency II, Market Risk, Asset Management

4.

Pricing Double-Trigger Reinsurance Contracts: Financial Versus Actuarial Approach

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Citation 8

Pricing Double-Trigger Reinsurance Contracts: Financial Versus Actuarial Approach

Number of pages: 34 Posted: 25 Mar 2002
Hato Schmeiser and Helmut Gründl
University of Muenster - Faculty of Economics and Goethe University Frankfurt - Department of Finance
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Pricing Double-Trigger Reinsurance Contracts: Financial Versus Actuarial Approach

Number of pages: 20 Posted: 15 Feb 2003
Helmut Gründl and Hato Schmeiser
Goethe University Frankfurt - Department of Finance and University of Muenster - Faculty of Economics
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5.

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
Hansjoerg Albrecher, Daniel Bauer, Paul Embrechts, Damir Filipović, Pablo Koch-Medina, Ralf Korn, Stéphane Loisel, Antoon Pelsser, Frank Schiller, Hato Schmeiser and Joël Wagner
University of Lausanne, University of Alabama, Swiss Federal Institute of Technology Zurich, Ecole Polytechnique Fédérale de Lausanne, University of Zurich - Department of Banking and 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 Muenster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
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asset-liability management, long-term insurance, valuation, insurance products, investments, models

6.

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
Hansjoerg Albrecher, Antoine Bommier, Damir Filipović, Pablo Koch-Medina, Stéphane Loisel and Hato Schmeiser
University of Lausanne, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, Ecole Polytechnique Fédérale de Lausanne, University of Zurich - Department of Banking and Finance, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and University of Muenster - Faculty of Economics
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7.

Capital Allocation for Insurance Companies - What Good is it?

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 301-317, June 2007
Number of pages: 17 Posted: 24 May 2007
Helmut Gründl and Hato Schmeiser
Goethe University Frankfurt - Department of Finance and University of Muenster - Faculty of Economics
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8.

Life Annuity Insurance versus Self-Annuitization: An Analysis from the Perspective of the Family

Risk Management & Insurance Review, Vol. 8, No. 2, pp. 239-255, September 2005
Number of pages: 17 Posted: 14 Feb 2007
Thomas Post and Hato Schmeiser
Maastricht University - School of Business and Economics - Department of Finance and University of Muenster - Faculty of Economics
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9.

New Risk-Based Capital Standards in the European Union: A Proposal Based on Empirical Data

Number of pages: 12 Posted: 07 Jul 2004
Hato Schmeiser
University of Muenster - Faculty of Economics
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10.

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 Muenster - Faculty of Economics and University of St. Gallen - Institute of Insurance Economics
Downloads 12 (620,487)

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11.

The Impact of the Secondary Market on Life Insurers’ Surrender Profits

Journal of Risk and Insurance, Vol. 76, Issue 4, pp. 887-908, December 2009
Number of pages: 22 Posted: 09 Nov 2009
Nadine Gatzert, Gudrun Hoermann and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg, affiliation not provided to SSRN and University of Muenster - Faculty of Economics
Downloads 5 (670,313)
Citation 1
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12.

Is Fair Pricing Possible? An Analysis of Participating Life Insurance Portfolios

Journal of Risk and Insurance, Vol. 86, Issue 2, pp. 521-560, 2019
Number of pages: 40 Posted: 11 May 2019
Carolina Orozco‐Garcia and Hato Schmeiser
University of St. Gallen - Institute of Insurance Economic and University of Muenster - Faculty of Economics
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Citation 1
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13.

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula

Journal of Risk and Insurance, Vol. 84, Issue 1, pp. 177-207, 2017
Number of pages: 31 Posted: 06 Feb 2017
Alexander Braun, Hato Schmeiser and Florian Schreiber
Institute of Insurance Economics (University of St. Gallen), University of Muenster - Faculty of Economics and University of St. Gallen - I.VW-HSG
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14.

Life Settlement Funds: Current Valuation Practices and Areas for Improvement

Risk Management and Insurance Review, Vol. 19, Issue 2, pp. 173-195, 2016
Number of pages: 23 Posted: 26 Sep 2016
Alexander Braun, Sarah Affolter and Hato Schmeiser
Institute of Insurance Economics (University of St. Gallen), KPMG AG (Zurich) and University of Muenster - Faculty of Economics
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Citation 1
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15.

The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure

Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 273-308, 2013
Number of pages: 36 Posted: 22 May 2013
Hato Schmeiser and Joël Wagner
University of Muenster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
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16.

Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts

Journal of Risk & Insurance, Vol. 75, Issue 3, pp. 691-712, September 2008
Number of pages: 22 Posted: 05 Aug 2008
Nadine Gatzert and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg and University of Muenster - Faculty of Economics
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17.

Consumption‐Based Asset Pricing in Insurance Markets: Yet Another Puzzle?

Journal of Risk and Insurance, Vol. 86, Issue 3, pp. 629-661, 2019
Number of pages: 33 Posted: 28 May 2020
Alexander Braun, Daliana Luca and Hato Schmeiser
Institute of Insurance Economics (University of St. Gallen), affiliation not provided to SSRN and University of Muenster - Faculty of Economics
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18.

A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts

Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 659-686, 2015
Number of pages: 28 Posted: 28 Aug 2015
Hato Schmeiser and Joël Wagner
University of Muenster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
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19.

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

Journal of Risk and Insurance, Vol. 82, Issue 2, pp. 401-432, 2015
Number of pages: 31 Posted: 14 May 2015
Carin Huber, Nadine Gatzert and Hato Schmeiser
Zurich Insurance Group, Friedrich-Alexander University Erlangen-Nürnberg and University of Muenster - Faculty of Economics
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20.

The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test

Journal of Risk and Insurance, Vol. 81, Issue 1, pp. 113-158, 2014
Number of pages: 46 Posted: 15 Feb 2014
Alexander Braun, Hato Schmeiser and Caroline Siegel
Institute of Insurance Economics (University of St. Gallen), University of Muenster - Faculty of Economics and University of St. Gallen - Institute of Insurance Economics
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21.

Creating Customer Value in Participating Life Insurance

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 645-670, 2012
Number of pages: 26 Posted: 23 Aug 2012
Nadine Gatzert, Ines Holzmüller and Hato Schmeiser
Friedrich-Alexander University Erlangen-Nürnberg, affiliation not provided to SSRN and University of Muenster - Faculty of Economics
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22.

Under What Conditions is an Insurance Guaranty Fund Beneficial for Policyholders?

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 785-815, 2012
Number of pages: 31 Posted: 23 Aug 2012
Przemysław Rymaszewski, Hato Schmeiser and Joël Wagner
affiliation not provided to SSRN, University of Muenster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
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Citation 1
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23.

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 Muenster - Faculty of Economics

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24.

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 Muenster - Faculty of Economics

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25.

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 Muenster - Faculty of Economics

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26.

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 Muenster - Faculty of Economics

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27.

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 Muenster - Faculty of Economics and University of St. Gallen

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28.

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 Muenster - Faculty of Economics

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29.

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 Muenster - Faculty of Economics

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30.

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 Muenster - Faculty of Economics

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31.

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 Muenster - Faculty of Economics

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32.

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
University of Ulm, Friedrich-Alexander University Erlangen-Nürnberg and University of Muenster - Faculty of Economics

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33.

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
University of Ulm, Friedrich-Alexander University Erlangen-Nürnberg and University of Muenster - Faculty of Economics

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34.

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 Muenster - Faculty of Economics

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

35.

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 Muenster - Faculty of Economics and affiliation not provided to SSRN

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

36.

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 Muenster - Faculty of Economics

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