Nadine Gatzert

Friedrich-Alexander University Erlangen-Nürnberg

Lange Gasse 20

Nuremberg, 90403

Germany

http://www.vwrm.rw.fau.de

SCHOLARLY PAPERS

60

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11

CROSSREF CITATIONS

82

Scholarly Papers (60)

1.

The Impact of Corporate Reputation and Reputation Damaging Events on Financial Performance: Empirical Evidence from the Literature

Number of pages: 35 Posted: 12 Mar 2015 Last Revised: 04 Sep 2015
Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg
Downloads 389 (77,090)
Citation 2

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Corporate reputation, financial performance, reputation risk, reputation risk management, stakeholder behavior

2.

Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock, Corporate Bond, and Credit Default Swap Markets

Number of pages: 57 Posted: 19 Dec 2017 Last Revised: 21 Mar 2019
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 289 (107,981)
Citation 6

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Spillover Effects, Volkswagen Emissions Scandal, Event Study

3.

Determinants and Value of Enterprise Risk Management: Empirical Evidence from Germany

Number of pages: 31 Posted: 21 Feb 2016 Last Revised: 26 Apr 2016
Philipp Lechner and Nadine Gatzert
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 282 (110,403)

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Enterprise risk management, firm characteristics, shareholder value

4.

Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms

Number of pages: 36 Posted: 29 Jan 2015 Last Revised: 14 Aug 2015
Christian Eckert and Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 238 (131,603)
Citation 4

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Operational risk, reputation risk, Solvency II, Basel III, loss distribution approach, Value at Risk

5.

On Risk Charges and Shadow Account Options in Pension Funds

Number of pages: 34 Posted: 27 Oct 2012 Last Revised: 19 Dec 2013
Peter Løchte Jørgensen and Nadine Gatzert
University of Aarhus - Business and Social Sciences and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 151 (198,974)

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Pension contracts, options, guarantees, valuation, risk management

6.

An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry

Number of pages: 27 Posted: 20 Mar 2018
Nadine Gatzert and Dinah Heidinger
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 139 (212,958)

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7.

Supporting Strategic Success Through Enterprise-Wide Reputation Risk Management

Number of pages: 25 Posted: 08 Sep 2015
Nadine Gatzert and Joan T. Schmit
Friedrich-Alexander University Erlangen-Nürnberg and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
Downloads 136 (216,713)
Citation 1

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Corporate reputation, reputation risk, reputation risk management, stakeholder behavior

8.

The Impact of European Initiatives to Promote Infrastructure Investments from the Insurance Industry's Perspective

Number of pages: 27 Posted: 19 Feb 2016 Last Revised: 26 Apr 2016
Nadine Gatzert and Thomas Kosub
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 120 (238,564)

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Infrastructure, investment barriers, European Fund for Strategic Investment (EFSI), Solvency II

9.

Risk- and Value-Based Management for Non-Life Insurers under Solvency Constraints

Number of pages: 37 Posted: 24 Feb 2016 Last Revised: 26 Jan 2017
Johanna Eckert and Nadine Gatzert
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 106 (260,840)

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Risk- and Value-Based Decision-Making; Non-Life Insurance; Solvency II; Shareholder Value Optimization; Default-Risk-Driven Premium; Market Discipline

10.

Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk

Number of pages: 29 Posted: 08 Mar 2014 Last Revised: 17 Jun 2014
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg
Downloads 67 (345,094)

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11.

Evaluating Investments in Renewable Energy Under Policy Risks

Number of pages: 37 Posted: 18 Oct 2015 Last Revised: 12 May 2016
Nadine Gatzert and Nikolai Vogl
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 58 (371,235)
Citation 5

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Renewable energy, wind parks, policy risk, diversification, value at risk

12.

Determinants of Policy Risks of Renewable Energy Investments

Department of Insurance Economics and Risk Management, Friedrich-Alexander University Erlangen-Nürnberg (FAU) Working Paper
Number of pages: 24 Posted: 02 Nov 2015
Nadine Gatzert and Thomas Kosub
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 49 (400,893)
Citation 3

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Renewable energy, regulatory risk, policy risk

13.

Analysis of Participating Life Insurance Contracts: A Unification Approach

Journal of Risk & Insurance, Vol. 74, No. 3, pp. 547-570, September 2007
Number of pages: 24 Posted: 27 Aug 2007
Nadine Gatzert and Alexander Kling
Friedrich-Alexander University Erlangen-Nürnberg and University of Ulm - Department of Finance
Downloads 17 (552,146)
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14.

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 (629,272)
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15.

Understanding the Death Benefit Switch Option in Universal Life Policies

Journal of Risk and Insurance, Vol. 78, Issue 4, pp. 823-852, 2011
Number of pages: 30 Posted: 24 Nov 2011
Nadine Gatzert and Gudrun Schmitt‐Hoermann
Friedrich-Alexander University Erlangen-Nürnberg and affiliation not provided to SSRN
Downloads 4 (636,289)
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16.

The Secondary Market for Life Insurance in the United Kingdom, Germany, and the United States: Comparison and Overview

Risk Management and Insurance Review, Vol. 13, Issue 2, pp. 279-301, 2010
Number of pages: 23 Posted: 09 Apr 2012
Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg
Downloads 3 (643,969)
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17.

Performance and Risks of Open‐End Life Settlement Funds

Journal of Risk and Insurance, Vol. 79, Issue 1, pp. 193-230, 2012
Number of pages: 37 Posted: 24 Feb 2012
Alexander Braun and Nadine Gatzert
Institute of Insurance Economics (University of St. Gallen) and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 3 (643,969)
Citation 1
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Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective

Journal of Risk and Insurance, Vol. 81, Issue 3, pp. 683-708, 2014
Number of pages: 26 Posted: 20 Aug 2014
Nadine Gatzert and Andreas Kolb
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University of Erlangen-Nuremberg
Downloads 2 (684,553)
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Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective

Posted: 08 Oct 2012 Last Revised: 19 Dec 2012
Nadine Gatzert and Andreas Kolb
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University of Erlangen-Nuremberg

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19.

What Do We Know About Annuitization Decisions?

Risk Management and Insurance Review, Vol. 22, Issue 1, pp. 57-100, 2019
Number of pages: 44 Posted: 12 Mar 2019
Maria Alexandrova and Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg (FAU) and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 1 (665,297)
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20.

Convergence of Capital and Insurance Markets: Consistent Pricing of Index‐Linked Catastrophe Loss Instruments

Journal of Risk and Insurance, Vol. 86, Issue 1, pp. 39-72, 2019
Number of pages: 34 Posted: 12 Feb 2019
Nadine Gatzert, Sebastian Pokutta and Nikolai Vogl
Friedrich-Alexander University Erlangen-Nürnberg, Georgia Institute of Technology and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 1 (665,297)
Citation 1
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21.

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
Downloads 1 (665,297)
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22.

Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence From the Banking and Insurance Industry

Posted: 16 Mar 2018
Dinah Heidinger and Nadine Gatzert
Friedrich-Alexander-Universität Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg

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23.

The Cost of Life Distribution in Europe

Posted: 14 Nov 2015
Udo Klotzki, Nadine Gatzert and Bjoern Muenstermann
Friedrich-Alexander University Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg and McKinsey & Company

Abstract:

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Distribution cost, distribution channels, life insurance, acquisition costs

24.

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
Downloads 0 (682,176)
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25.

Innovative Equity-Linked Life Insurance Based on Traditional Products: The Case of Select Products

Posted: 30 Mar 2015 Last Revised: 26 May 2016
Friedrich-Alexander University Erlangen-Nürnberg (FAU), Friedrich-Alexander University Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg and University of Ulm - Institut fur Finanz- und Aktuarwissenschaften

Abstract:

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Equity-indexed annuities, IndexSelect, collective policy reserves, collective saving, smoothing mechanism

26.

Enhanced Annuities: Drivers and Barriers of Supply and Demand

Posted: 24 Mar 2015 Last Revised: 17 Jul 2015
Nadine Gatzert and Udo Klotzki
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg

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27.

Risks and Risk Management of Renewable Energy Projects: The Case of Onshore and Offshore Wind Parks

Posted: 10 Dec 2014
Nadine Gatzert and Thomas Kosub
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg

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Wind park, renewable energy, insurance, policy risk, diversification

28.

Assessing Inflation Risk in Non-Life Insurance

Insurance: Mathematics and Economics, Vol. 66, No. 1, 2016
Posted: 09 Dec 2014 Last Revised: 15 Dec 2015
Alexander Bohnert, Nadine Gatzert and Andreas Kolb
Friedrich-Alexander University Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University of Erlangen-Nuremberg

Abstract:

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Separation method, claims inflation, regression analysis, simulation, Vasicek

29.

The Effectiveness of Gap Insurance with Respect to Basis Risk in a Shareholder Value Maximization Setting

Journal of Risk and Insurance, Vol. 81, Issue 4, pp. 831-860, 2014
Number of pages: 29 Posted: 25 Nov 2014
Nadine Gatzert and Ralf Kellner
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg
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Critical Illness Insurances: Challenges and Opportunities for Insurers

Risk Management and Insurance Review, Vol. 18, Issue 2, pp. 255-272, 2015
Number of pages: 18 Posted: 24 Sep 2015
Nadine Gatzert and Alexander Maegebier
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg - Department of Insurance Economics and Risk Management
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Critical Illness Insurances: Challenges and Opportunities for Insurers

Risk Management and Insurance Review, Forthcoming
Posted: 15 Jun 2014 Last Revised: 19 Aug 2014
Nadine Gatzert and Alexander Maegebier
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg - Department of Insurance Economics and Risk Management

Abstract:

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Critical illness insurance, dread disease market, health insurance, product design

31.

Dynamic Hybrid Products in Life Insurance: Assessing the Policyholders’ Viewpoint

Insurance: Mathematics and Economics, Vol. 59, No. 1, 2014
Posted: 17 May 2014 Last Revised: 09 Dec 2014
Alexander Bohnert, Patricia Born and Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg, Florida State University - College of Business and Friedrich-Alexander University Erlangen-Nürnberg

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Life insurance, guaranteed interest rates, dynamic hybrid, constant proportion portfolio insurance, customer value, mean-variance preferences, risk-return profiles

32.

Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance

Journal of Risk and Insurance, Vol. 81, Issue 1, pp. 57-90, 2014
Number of pages: 34 Posted: 15 Feb 2014
Nadine Gatzert and Hannah Wesker
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg
Downloads 0 (682,176)
Citation 1
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Assessing the Risks of Insuring Reputation Risk

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 641-679, 2016
Number of pages: 39 Posted: 09 Aug 2016
Nadine Gatzert, Joan T. Schmit and Andreas Kolb
Friedrich-Alexander University Erlangen-Nürnberg, University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance and Friedrich-Alexander-University of Erlangen-Nuremberg
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Assessing the Risks of Insuring Reputation Risk

Posted: 07 Jan 2014 Last Revised: 10 Jun 2014
Nadine Gatzert, Joan T. Schmit and Andreas Kolb
Friedrich-Alexander University Erlangen-Nürnberg, University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance and Friedrich-Alexander-University of Erlangen-Nuremberg

Abstract:

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Reputation risk; insurance; operational risk; accumulation risk

Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature

Risk Management and Insurance Review, Vol. 18, Issue 1, pp. 29-53, 2015
Number of pages: 25 Posted: 27 Mar 2015
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg
Downloads 0
Citation 1
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Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature

Risk Management and Insurance Review (Forthcoming)
Posted: 07 Sep 2013 Last Revised: 11 Mar 2014
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg

Abstract:

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35.

Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss Instruments

Posted: 04 Sep 2013 Last Revised: 15 Sep 2016
Nadine Gatzert, Sebastian Pokutta and Nikolai Vogl
Friedrich-Alexander University Erlangen-Nürnberg, Georgia Institute of Technology and Friedrich-Alexander University Erlangen-Nürnberg

Abstract:

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Alternative risk transfer, cat bonds, industry loss warranties, pricing approaches, risk-neutral valuation

36.

Insurers' Investment in Infrastructure: Overview and Treatment under Solvency II

Posted: 06 Jul 2013 Last Revised: 26 Nov 2013
Nadine Gatzert and Thomas Kosub
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg

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Infrastructure, Solvency II, capital requirements, renewable energy, performance

37.

Fair Valuation and Risk Assessment of Dynamic Hybrid Products in Life Insurance: A Portfolio Consideration

The Geneva Papers on Risk and Insurance - Issues and Practice, Vol. 39, No. 1, 2014
Posted: 22 Dec 2012 Last Revised: 16 May 2014
Alexander Bohnert and Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg

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Life insurance, risk measurement, risk-neutral valuation, dynamic hybrid, constant proportion portfolio insurance

38.

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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39.

The Effectiveness of Gap Insurance with Respect to Basis Risk in a Shareholder Value Maximization Setting

Posted: 22 Aug 2012
Nadine Gatzert and Ralf Kellner
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg

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40.

Quantifying Credit and Market Risk Under Solvency II: Standard Approach Versus Internal Model

Insurance: Mathematics and Economics, Vol. 51, No. 3, 2012
Posted: 22 Aug 2012 Last Revised: 05 Sep 2013
Nadine Gatzert and Michael Martin
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander-University Erlangen-Nuremberg

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41.

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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42.

Implicit Options in Life Insurance: An Overview

Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 98, No. 2, pp. 141-164, 2009
Posted: 21 Aug 2012
Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg

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43.

Asset Management and Surplus Distribution Strategies in Life Insurance: An Examination with Respect to Risk Pricing and Risk Measurement

Insurance: Mathematics and Economics, Vol. 42, No. 2, 2008
Posted: 21 Aug 2012
Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg

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44.

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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45.

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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46.

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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47.

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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48.

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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49.

The Influence of Non-Linear Dependencies on the Basis Risk of Industry Loss Warranties

Insurance: Mathematics and Economics, Vol. 49, No. 1, 2011
Posted: 21 Aug 2012
Nadine Gatzert and Ralf Kellner
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg

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50.

A Comparative Assessment of Basel II/III and Solvency II

The Geneva Papers on Risk and Insurance, Forthcoming
Posted: 21 Aug 2012
Nadine Gatzert and Hannah Wesker
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg

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51.

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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52.

The Impact of Natural Hedging on a Life Insurer's Risk Situation

Journal of Risk Finance, Forthcoming
Posted: 21 Aug 2012
Nadine Gatzert and Hannah Wesker
Friedrich-Alexander University Erlangen-Nürnberg and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg

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53.

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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54.

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

Abstract:

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55.

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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56.

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

Abstract:

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57.

On the Management of Life Insurance Company Risk by Strategic Choice of Product Mix, Investment Strategy and Surplus Appropriation Schemes

Insurance: Mathematics and Economics, Vol. 60, No. 1, 2015
Posted: 26 Jul 2012 Last Revised: 09 Dec 2014
Friedrich-Alexander University Erlangen-Nürnberg, Friedrich-Alexander University Erlangen-Nürnberg and University of Aarhus - Business and Social Sciences

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Participating life insurance, surplus distribution, risk-neutral valuation, management mechanisms

58.

Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer's and the Policyholder's Perspective

Insurance: Mathematics and Economics, Vol. 50, No. 1, 2012
Posted: 24 Jul 2012
Alexander Bohnert and Nadine Gatzert
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg

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59.

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

60.

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