Lehrstuhl für Versicherungswirtschaft und Risikomanagement


Description:

Prof. Dr. Nadine Gatzert

Address:
Lange Gasse 20
90403 Nürnberg


Research Fields

Weitere Forschung (Lehrstuhl für Versicherungsmanagement und Risikomanagement)
Alternative Risk Transfer
Asset Management under Solvency II
Enterprise Risk Management
Investments in Infrastructure and Renewable Energy
Life Insurance & Pensions
Measuring and Managing Reputation Risk
Value and risk oriented management


Related Project(s)

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Market Consistent Valuation and Solvency Assessment in the Insurance Industry
Prof. Dr. Nadine Gatzert
(01/01/2011 - 31/12/2012)



Publications (Download BibTeX)

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Amin, R.W., Bohnert, A., & Banks, D. (2019). Patterns of Pediatric Cancers in Florida: 2000-2015. Statistics and Public Policy, 6(1), 24-35. https://dx.doi.org/10.1080/2330443X.2019.1574686
Gatzert, N., Pokutta, S., & Vogl, N. (2019). CONVERGENCE OF CAPITAL AND INSURANCE MARKETS: CONSISTENT PRICING OF INDEX-LINKED CATASTROPHE LOSS INSTRUMENTS. Journal of Risk and Insurance, 86(1), 39-72. https://dx.doi.org/10.1111/jori.12191
Gatzert, N. (2019). An analysis of transaction costs in participating life insurance under mean-variance preferences. Insurance Mathematics & Economics, 85, 185-197. https://dx.doi.org/10.1016/j.insmatheco.2019.01.003
Eckert, C., Gatzert, N., & Pisula, A. (2019). Spillover effects in the European financial services industry from internal fraud events: Comparing three cases of rogue trader scandals. The Journal of Risk Finance. https://dx.doi.org/10.1108/JRF-07-2018-0117
Krömer, S. (2019). Model risk regarding monthly wind energy production for the valuation of a wind farm investment. International Journal of Energy Sector Management. https://dx.doi.org/10.1108/IJESM-10-2018-0010
Bohnert, A., Gatzert, N., Hoyt, R.E., & Lechner, P. (2019). The Drivers and Value of Enterprise Risk Management: Evidence from ERM Ratings. European Journal of Finance, 25(3), 234–255. https://dx.doi.org/10.1080/1351847X.2018.1514314
Fritzsche, A., & Bohnert, A. (2019). Structural change in insurance: The emergence of comprehensive value networks. In Fabian Lorig, Ingo J. Timm, Peter Mertens (Eds.), CEUR Workshop Proceedings (pp. 30-37). Siegen, DE: CEUR-WS.
Eckert, C., & Gatzert, N. (2019). The impact of spillover effects from operational risk events: a model from a portfolio perspective. The Journal of Risk Finance. https://dx.doi.org/10.1108/JRF-09-2018-0143
Musiol, A., Steul-Fischer, M., & Gatzert, N. (2018). Digitalisierte Beratungsunterstützung im Versicherungsvertrieb. Versicherungsvermittlung, 5, 174-177.
Heidinger, D., & Gatzert, N. (2018). Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry. Journal of Banking & Finance, 91, 106-118. https://dx.doi.org/10.1016/j.jbankfin.2018.04.004
Klotzki, U., Bohnert, A., Gatzert, N., & Vogelgesang, U. (2018). Economies of Scale in European Life Insurance. The Journal of Risk Finance, 19(2), 190-207. https://dx.doi.org/10.1108/JRF-03-2017-0055
Krömer, S., & Gatzert, N. (2018). Renewable Energy Investments with Storage: A Risk-Return Analysis. International Journal of Energy Sector Management.
Gatzert, N., Pokutta, S., & Vogl, N. (2017). Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss Instruments. Journal of Risk and Insurance. https://dx.doi.org/10.1111/jori.12191
Hoppe, F., Gatzert, N., & Gruner, P. (2017). Betriebsunterbrechungsversicherung bei kleinen und mittleren Unternehmen – Eine empirische Analyse von Einflussfaktoren auf die Versicherungsentscheidung. Zeitschrift für die gesamte Versicherungswissenschaft, Supplement.
Eckert, C., & Gatzert, N. (2017). Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms. Insurance Mathematics & Economics. https://dx.doi.org/10.1016/j.insmatheco.2016.11.005
Lechner, P., & Gatzert, N. (2017). Determinants and Value of Enterprise Risk Management: Empirical Evidence from Germany. European Journal of Finance. https://dx.doi.org/10.1080/1351847X.2017.1347100
Barth, F., Eckert, C., Gatzert, N., & Scholz, H. (2017). Spillover effects from the Volkswagen emissions scandal: An analysis of stock, corporate bond, and credit default swap markets.
Eckert, J., & Gatzert, N. (2017). Risk- and Value-Based Management for Non-Life Insurers under Solvency Constraints. European Journal of Operational Research.
Gatzert, N., & Kosub, T. (2017). Determinants of Policy Risks of Renewable Energy Investments. International Journal of Energy Sector Management. https://dx.doi.org/10.1108/IJESM-11-2015-0001
Alexandrova, M., Bohnert, A., Gatzert, N., & Russ, J. (2017). Equity-Linked Life Insurance Based on Traditional Products: The Case of Select Products. European Actuarial Journal, 7(2), 379-404. https://dx.doi.org/10.1007/s13385-017-0157-z


Publications in addition (Download BibTeX)


Bohnert, A., Fritzsche, A., & Gregor, S. (2019). Digital Agendas in the Insurance Industry: The Importance of Comprehensive Approaches. Geneva Papers on Risk and Insurance-Issues and Practice, 44(1), 1-19. https://dx.doi.org/10.1057/s41288-018-0109-0
Heidinger, D., & Gatzert, N. (2018). Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry. Journal of Banking & Finance, 91, 106-118. https://dx.doi.org/10.1016/j.jbankfin.2018.04.004
Krömer, S., & Gatzert, N. (2018). Renewable Energy Investments with Storage: A Risk-Return Analysis. International Journal of Energy Sector Management.

Last updated on 2019-24-04 at 10:19