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

37

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29

CROSSREF CITATIONS

139

Scholarly Papers (37)

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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
Downloads 2,102 (8,593)
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 499 (69,763)
Citation 5

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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
Downloads 368 (99,073)

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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.

Insurability of Pandemic Risks

Number of pages: 42 Posted: 16 Dec 2020 Last Revised: 24 Mar 2021
Helmut Gründl, Danjela Guxha, Anastasia V. Kartasheva and Hato Schmeiser
Goethe University Frankfurt - Department of Finance, University of St. Gallen, University of St. Gallen - I.VW-HSG and University of Muenster - Faculty of Economics
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pandemic insurance, catastrophe risk transfer, private-public partnerships

6.

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 Wisconsin-Madison, 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)
Downloads 275 (136,904)
Citation 5

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

7.

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
Downloads 264 (142,698)
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8.

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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9.

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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10.

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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11.

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 16 (655,531)

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12.

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 (739,866)
Citation 3
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13.

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 2
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14.

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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15.

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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16.

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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17.

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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Citation 1
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18.

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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19.

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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20.

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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21.

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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22.

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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23.

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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24.

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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25.

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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26.

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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27.

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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28.

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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29.

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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30.

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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31.

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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32.

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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33.

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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34.

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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35.

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

36.

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

37.

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