Lehrstuhl für Versicherungswirtschaft und Risikomanagement


Prof. Dr. Nadine Gatzert

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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Assessing Spillover Effects from the Insurance Industry’s Perspective
Prof. Dr. Nadine Gatzert
(01/06/2017 - 30/11/2018)

Infrastructure and Renewable Energy Investments from the Insurance Industry’s Perspective
Prof. Dr. Nadine Gatzert
(01/06/2015 - 31/05/2017)

Sustainable Business Models in Energy Markets: Perspectives for the Implementation of Smart Energy Systems
Prof. Dr. Nadine Gatzert
(01/01/2014 - 31/12/2017)

Forum V: Forum V
Prof. Dr. Nadine Gatzert; Prof. Dr. Martina Steul-Fischer
(01/06/2013 - 31/05/2018)

Implicit Constraints, Incentives, and Systemic Risk Imposed by New Insurance Regulation
Prof. Dr. Nadine Gatzert
(01/01/2013 - 31/12/2014)

Publications (Download BibTeX)

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Gatzert, N., & Wesker, H. (2014). Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance. Journal of Risk and Insurance, 81(1), 57-90. https://dx.doi.org/10.1111/j.1539-6975.2012.01496.x
Gatzert, N., & Kolb, A. (2014). Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective. Journal of Risk and Insurance, 81(3), 683-708. https://dx.doi.org/10.1111/j.1539-6975.2013.01519.x
Amin, R., Hendryx, M., Shull, M., & Bohnert, A. (2014). A Cluster Analysis of Pediatric Cancer Incidence Rates in Florida: 2000–2010. Statistics and Public Policy, 1(1), 69-77. https://dx.doi.org/10.1080/2330443X.2014.928245
Gatzert, N., & Kosub, T. (2014). Insurers' Investment in Infrastructure Projects: Overview and Treatment under Solvency II. Geneva Papers on Risk and Insurance-Issues and Practice, 39(2), 351-372. https://dx.doi.org/10.1057/gpp.2013.34
Bohnert, A., & Gatzert, N. (2014). Fair Valuation and Risk Assessment of Dynamic Hybrid Products in Life Insurance: A Portfolio Consideration. Geneva Papers on Risk and Insurance-Issues and Practice, 39(1), 148-172. https://dx.doi.org/10.1057/gpp.2013.10
Gatzert, N. (2013). On the Relevance of Premium Payment Schemes for the Performance of Mutual Funds with Investment Guarantees. The Journal of Risk Finance, 14(5), 436-452. https://dx.doi.org/10.1108/JRF-04-2013-0030
Bohnert, A. (2013). The Market of Dynamic Hybrid Products in Germany: Concept, Risk-Return Profiles, and Market Overview. Zeitschrift für die gesamte Versicherungswissenschaft, 102(5), 555-575. https://dx.doi.org/10.1007/s12297-013-0250-6
Gatzert, N., & Schmeiser, H. (2013). New Life Insurance Financial Products. In Dionne Georges (Eds.), Handbook of Insurance, second edition. (pp. 1061-1095). New York: Springer.
Kellner, R., & Gatzert, N. (2013). Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory. Journal of Banking & Finance, 37(11), 4353-4367. https://dx.doi.org/10.1016/j.jbankfin.2013.07.043
Gatzert, N., & Wesker, H. (2012). The Impact of Natural Hedging on a Life Insurer's Risk Situation. The Journal of Risk Finance, 13(5), 396-423. https://dx.doi.org/10.1108/15265941211273731
Gatzert, N., Holzmüller, I., & Schmeiser, H. (2012). Creating Customer Value in Participating Life Insurance. Journal of Risk and Insurance, 79(3), 645-670. https://dx.doi.org/10.1111/j.1539-6975.2011.01453.x
Gatzert, N., & Schmeiser, H. (2012). The Merits of Pooling Claims Revisited. The Journal of Risk Finance, 13(3), 184-198. https://dx.doi.org/10.1108/15265941211229226
Gatzert, N., & Schmeiser, H. (2012). Industry Loss Warranties: Contract Features, Pricing, and Central Demand Factors. The Journal of Risk Finance, 13(1), 13-31. https://dx.doi.org/10.1108/15265941211191912
Gatzert, N., Köck, C., & Voß, J. (2012). Herausforderungen bei der Erzeugung von Szenarien für den Kapitalmarkt. Versicherungswirtschaft, 67(6), 388-392.
Gatzert, N., Schmitt-Hoermann, G., & Schmeiser, H. (2012). Optimal Risk Classification with an Application to Substandard Annuities. North American Actuarial Journal, 16(4), 462-486. https://dx.doi.org/10.1080/10920277.2012.10597643
Gatzert, N., & Martin, M. (2012). Quantifying Credit and Market Risk Under Solvency II: Standard Approach Versus Internal Model. Insurance Mathematics & Economics, 51(3), 649-666. https://dx.doi.org/10.1016/j.insmatheco.2012.09.002
Bohnert, A., & Gatzert, N. (2012). Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer's and the Policyholder's Perspective. Insurance Mathematics & Economics, 50(1), 64-78. https://dx.doi.org/10.1016/j.insmatheco.2011.09.004
Gatzert, N., & Wesker, H. (2012). A Comparative Assessment of Basel II/III and Solvency II. Geneva Papers on Risk and Insurance-Issues and Practice, 37(3), 539-570. https://dx.doi.org/10.1057/gpp.2012.3
Braun, A., Gatzert, N., & Schmeiser, H. (2012). Performance and Risks of Open-End Life Settlement Funds. Journal of Risk and Insurance, 79(1), 193-230. https://dx.doi.org/10.1111/j.1539-6975.2011.01414.x
Gatzert, N., & Kellner, R. (2011). The Influence of Non-Linear Dependencies on the Basis Risk of Industry Loss Warranties. Insurance Mathematics & Economics, 49(1), 132-144. https://dx.doi.org/10.1016/j.insmatheco.2011.02.005

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