Prof. Dr. Nadine Gatzert

Curriculum Vitae (academic)


  • 1999-2005 Diploma studies in Mathematics and
    Economics (Wirtschaftsmathematik) at the University of Ulm with focus on
    Mathematical Finance and Actuarial Science (Dipl.-Math. oec.)
  • 2003-2004 Ph.D.-Program in Applied Mathematics at
    the University of Southern California, Los Angeles, USA; Master of
    Science in Mathematical Finance (M.Sc.)
  • 2005-2007 Project manager and research assistant
    at the Institute of Insurance Economics, University of St. Gallen; 2007
    doctoral degree (Dr. oec. (HSG)) at the University of St. Gallen; Title
    of dissertation: „Implicit Options in Life Insurance: Valuation and Risk
    Assessment“
  • 2007-2009 Habilitation and project manager at the
    Institute of Insurance Economics, University of St. Gallen, 2009
    Habilitation in Business Administration and appointment to
    „Privatdozentin an der Universität St. Gallen“
  • 2008/2009 Qualified Actuary of the German Actuarial Association (Aktuarin (DAV))
  • 2008 Offer of a Chair (W3) of Business
    Administration with focus on Financial Services at the
    Justus-Liebig-University of Giessen
  • 2009 Offer of a Chair (W3) of Insurance Economics
    (Versicherungswirtschaft) at the Friedrich-Alexander University
    Erlangen-Nürnberg (FAU)
  • Since 8/2009 Chair of Insurance Economics and Risk Management at the Friedrich-Alexander University Erlangen-Nürnberg
  • Since 2009 Member of the Board of Directors (since
    2010 Chair of the Board) of Forum V, Northern Bavarian Institute of
    Insurance Science and Practice at the Friedrich-Alexander University
    Erlangen-Nürnberg
  • 10/2012-4/2015 Dean of Research, School of Business and Economics, FAU
  • Since 3/2013 Member of the Board of Directors of the German Insurance Science Association (DVfVW)
  • 4/2015-12/2016 Vice President for Research and Member of the Executive Board, FAU
  • Since 8/2016 Member of the Board of Directors of the American Risk and Insurance Association (ARIA)

Research Fields


  • (Life) Insurance Mathematics
  • Alternative Risk Transfer
  • Valuation and Management of Financial Guarantees
  • Enterprise Risk Management
  • Measuring and Managing Reputation Risk
  • Regulation and Solvency Assessment
  • Asset Management under Solvency II



Organisation


Lehrstuhl für Versicherungswirtschaft und Risikomanagement
Fachbereich Wirtschaftswissenschaften


Awards / Honours

Go to first page Go to previous page 3 of 3 Go to next page Go to last page

2009 : Dr. Hans Kessler Preis 2008 am Institut für Versicherungswirtschaft für die beste Forschungsarbeit im Jahr 2008 mit dem Titel „Combining Fair Pricing and Capital Requirements for Non-Life Insurance Companies“, Journal of Banking & Finance 2009 (mit H. Schmeiser)
2008 : Ernst-Meyer Preis 2007 der International Association for the Study of Insurance Economics (The Geneva Association) für die Dissertationsschrift “Implicit Options in Life Insurance: Valuation and Risk Assessment”



Project lead

Go to first page Go to previous page 1 of 2 Go to next page Go to last page

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)


Other Research Activities

Go to first page Go to previous page 1 of 2 Go to next page Go to last page

Editorship of a scientific journal / series
Prof. Dr. Nadine Gatzert
Associate Editor - Geneva Risk and Insurance Review (ISSN: 1554-964X)
(01/01/2017)
Editorship of a scientific journal / series
Prof. Dr. Nadine Gatzert
Associate Editor - Risk Management and Insurance Review (ISSN: 1098-1616)
(01/01/2017)
Editorship of a scientific journal / series
Prof. Dr. Nadine Gatzert
Member of editorial board - Insurance and Risk Management
(01/01/2017)
Editorship of a scientific journal / series
Prof. Dr. Nadine Gatzert
Member of editorial board - Risks (ISSN: 2227-9091)
(01/01/2017)
Editorship of a scientific journal / series
Prof. Dr. Nadine Gatzert
Member of editorial board - Risk & Control
(01/01/2017)


Publications (Download BibTeX)

Go to first page Go to previous page 1 of 9 Go to next page Go to last page

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
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
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
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
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
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
Musiol, A., Steul-Fischer, M., & Gatzert, N. (2018). Digitalisierte Beratungsunterstützung im Versicherungsvertrieb. Versicherungsvermittlung, 5, 174-177.
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.
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.

Last updated on 2018-19-11 at 14:50