Nicolaus Grochola

Goethe University Frankfurt

Theodor-W.-Adorno-Platz 3

Frankfurt, 60323

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

426

TOTAL CITATIONS

6

Scholarly Papers (4)

1.

The Influence of Negative Interest Rates on Life Insurance Companies

ICIR Working Paper Series No. 53
Number of pages: 44 Posted: 29 Nov 2023 Last Revised: 10 Jan 2025
Nicolaus Grochola
Goethe University Frankfurt
Downloads 190 (338,117)

Abstract:

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Life insurance, interest rate risk, negative interest rates

2.
Downloads 86 (624,592)
Citation 2

Life Insurance Convexity

ECB Working Paper No. 2023/2829
Number of pages: 71 Posted: 14 Jul 2023
Nicolaus Grochola, Helmut Gründl and Christian Kubitza
Goethe University Frankfurt, Goethe University Frankfurt - Department of Finance and European Central Bank (ECB) - Directorate General Research
Downloads 58 (788,621)
Citation 2

Abstract:

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Interest Rates, Life Insurance, Liquidity Risk, Surrender Options, Systemic Risk

Life Insurance Convexity

Number of pages: 85 Posted: 20 Mar 2025
Christian Kubitza, Nicolaus Grochola and Helmut Gründl
European Central Bank (ECB) - Directorate General Research, Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 28 (1,068,470)

Abstract:

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Life Insurance, Liquidity Risk, Interest Rates, Surrender Options, Systemic Risk

3.

Exploring the Market Risk Profiles of U.S. and European Stock Insurers

Number of pages: 53 Posted: 25 Jul 2023 Last Revised: 05 Jul 2024
Goethe University Frankfurt, St. John's University - Peter J. Tobin College of Business, Goethe University Frankfurt - Department of Finance and University of Applied Sciences Mainz
Downloads 83 (637,925)
Citation 4

Abstract:

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Life insurance, interest rate risk, credit risk

4.

Discretionary Decisions in Capital Requirements under Solvency II

Number of pages: 45 Posted: 25 Jul 2023
Nicolaus Grochola and Sebastian Schlütter
Goethe University Frankfurt and University of Applied Sciences Mainz
Downloads 67 (718,513)

Abstract:

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Solvency II, capital requirements, discretionary decisions