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

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2018 : Outstanding Paper Award (International Journal of Energy Sector Management, Literati Network Awards for Excellence) for the paper „Determinants of policy risks of renewable energy investments“ (with T. Kosub)
2017 : Mitgliedschaft Bayerische Akademie der Wissenschaften
2017 : State Medal for outstanding services to the Bavarian economy (Staatsmedaille für besondere Verdienste um die bayerische Wirtschaft)
2014 : Highly Commended Paper Award 2013 of the Journal of Risk Finance (Literati Network Awards for Excellence) for the paper “On the Relevance of Premium Payment Schemes for the Performance of Mutual Funds with Investment Guarantees”
2014 : SCOR/EGRIE Best Paper Award 2014 at the 41st Annual Seminar of the European Group of Risk and Insurance Economists (EGRIE) in St. Gallen for the paper "Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss Instruments" (mit S. Pokutta, N. Vogl)



Project lead

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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)


Other Research Activities

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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)

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Eling, M., Gatzert, N., & Schmeiser, H. (2008). The Swiss Solvency Test and its Market Implications. Geneva Papers on Risk and Insurance-Issues and Practice, 33(3), 418-439. https://dx.doi.org/10.1057/gpp.2008.20
Gatzert, N., & Kling, A. (2007). Analysis of Participating Life Insurance Contracts: A Unification Approach. Journal of Risk and Insurance, 74(3), 547-570. https://dx.doi.org/10.1111/j.1539-6975.2007.00224.x
Gatzert, N., & Schmeiser, H. (2007). Bewertung und Risikomanagement von impliziten Optionen in Lebenspolicen. Versicherungswirtschaft, 62(10), 769-771.
Gatzert, N., & Schmeiser, H. (2006). Implicit Options in Life Insurance: Valuation and Risk Management. Zeitschrift für die gesamte Versicherungswissenschaft, 95, 111-128. https://dx.doi.org/10.1007/BF03353443

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