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Fachbereich Wirtschaftswissenschaften
Related Project(s)
Assessing Spillover Effects from the Insurance Industry’s Perspective
Prof. Dr.
Nadine
Gatzert
(
Lehrstuhl für Versicherungswirtschaft und Risikomanagement
)
(
01/06/2017
-
30/11/2018
)
Infrastructure and Renewable Energy Investments from the Insurance Industry’s Perspective
Prof. Dr.
Nadine
Gatzert
(
Lehrstuhl für Versicherungswirtschaft und Risikomanagement
)
(
01/06/2015
-
31/05/2017
)
Sustainable Business Models in Energy Markets: Perspectives for the Implementation of Smart Energy Systems
Prof. Dr.
Nadine
Gatzert
(
Lehrstuhl für Versicherungswirtschaft und Risikomanagement
)
(
01/01/2014
-
31/12/2016
)
Implicit Constraints, Incentives, and Systemic Risk Imposed by New Insurance Regulation
Prof. Dr.
Nadine
Gatzert
(
Lehrstuhl für Versicherungswirtschaft und Risikomanagement
)
(
01/01/2013
-
31/12/2014
)
Market Consistent Valuation and Solvency Assessment in the Insurance Industry
Prof. Dr.
Nadine
Gatzert
(
Lehrstuhl für Versicherungswirtschaft und Risikomanagement
)
(
01/01/2011
-
31/12/2012
)
Publications
1 of 3
Journal article
Gatzert N, Kosub T
(
2017
)
The Impact of European Initiatives on the Treatment of Insurers‘ Infrastructure Investments under Solvency II
Geneva Papers on Risk and Insurance-Issues and Practice
Journal article
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
Journal article
Eckert C, Gatzert N
(
2017
)
Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms
Insurance Mathematics & Economics
Journal article
Gatzert N, Kosub T
(
2017
)
Determinants of Policy Risks of Renewable Energy Investments
International Journal of Energy Sector Management
Journal article
Klotzki U, Gatzert N, Muenstermann B
(
2017
)
The Cost of Life Distribution in Europe
Geneva Papers on Risk and Insurance-Issues and Practice
-
Other publication type
(
Working paper
)
Maier M, Scholz H
(
2016
)
A return-based approach to identify the home bias of European equity funds
Journal article
Bohnert A, Gatzert N, Kolb A
(
2016
)
Assessing Inflation Risk in Non-Life Insurance
Insurance Mathematics & Economics
Journal article
Herrmann U, Rohleder M, Scholz H
(
2016
)
Does Style-Shifting Activity Predict Performance? Evidence from Equity Mutual Funds
Quarterly Review of Economics and Finance
Journal article
Gatzert N, Klotzki U
(
2016
)
Enhanced Annuities: Drivers and Barriers of Supply and Demand
Geneva Papers on Risk and Insurance-Issues and Practice
Journal article
Breloer B, Hühn H, Scholz H
(
2016
)
Jensen Alpha and Market Climate
Journal of Asset Management
Journal article
Mägebier A, Gatzert N
(
2016
)
The Impact of Disability Insurance on a Portfolio of Life Insurances
North American Actuarial Journal
Journal article
Gatzert N, Kosub T
(
2016
)
Risks and Risk Management of Renewable Energy Projects: The Case of Onshore and Offshore Wind Parks
Renewable & Sustainable Energy Reviews
Journal article
Eckert J, Gatzert N, Martin M
(
2016
)
Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk
Insurance Mathematics & Economics
Journal article
Gatzert N, Vogl N
(
2016
)
Evaluating Investments in Renewable Energy Projects under Policy Risks
Energy Policy
Other publication type
(
Working paper
)
Barth F, Hühn H, Scholz H
(
2016
)
Momentum in the Corporate Bond Market: European Evidence
Other publication type
(
Working paper
)
Hühn H, Scholz H
(
2016
)
Alpha Momentum and Price Momentum
Journal article
Jørgensen P, Gatzert N
(
2015
)
On Risk Charges and Shadow Account Options in Pension Funds
Scandinavian Actuarial Journal
Journal article
Gatzert N, Mägebier A
(
2015
)
Critical Illness Insurances: Challenges and Opportunities for Insurers
Risk Management and Insurance Review
Journal article
Gatzert N
(
2015
)
The Impact of Corporate Reputation and Reputation Damaging Events on Financial Performance: Empirical Evidence from the Literature
European Management Journal
Other publication type
(
Working paper
)
Hühn H, Scholz H
(
2015
)
Reversal and momentum patterns in weekly stock returns: European evidence
Journal article
Gatzert N, Schmit J, Kolb A
(
2015
)
Assessing the Risks of Insuring Reputation Risk
Journal of Risk and Insurance
Journal article
Bohnert A
(
2015
)
The Impact of Guarantees on the Performance of Pension Saving Schemes: Insights from the Literature
Risks
Journal article
Gatzert N, Schmit J
(
2015
)
Supporting Strategic Success through Enterprise-Wide Reputation Risk Management
The Journal of Risk Finance
Journal article
Gatzert N, Martin M
(
2015
)
Determinants and Value of Enterprise Risk Management: Empirical Evidence from the Literature
Risk Management and Insurance Review
Journal article
Bohnert A, Gatzert N, Jørgensen P
(
2015
)
On the Management of Life Insurance Company Risk by Strategic Choice of Product Mix, Investment Strategy and Surplus Appropriation Schemes
Insurance Mathematics & Economics
Journal article
Huber C, Gatzert N, Schmeiser H
(
2015
)
How Does Price Presentation Influence Consumer Choice? The Case of Life Insurance Products
Journal of Risk and Insurance
Journal article
Gatzert N, Wesker H
(
2014
)
Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance
Journal of Risk and Insurance
Journal article
Gatzert N, Kellner R
(
2014
)
The Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting
Journal of Risk and Insurance
Journal article
Bohnert A, Born P, Gatzert N
(
2014
)
Dynamic Hybrid Products in Life Insurance: Assessing the Policyholders' Viewpoint
Insurance Mathematics & Economics
Journal article
Gatzert N, Kolb A
(
2014
)
Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective
Journal of Risk and Insurance
Other publication type
(
Working paper
)
Rohleder M, Scholz H, Wilkens M
(
2014
)
Survival of the Fattest – Evidence from Corporate Bond Funds
Journal article
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
Journal article
Breloer B, Scholz H, Wilkens M
(
2014
)
Performance of International and Global Equity Mutual Funds: Do Country Momentum and Sector Momentum Matter?
Journal of Banking & Finance
Journal article
Amin R, Hendryx M, Shull M, et al.
(
2014
)
A Cluster Analysis of Pediatric Cancer Incidence Rates in Florida: 2000–2010
Statistics and Public Policy
Journal article
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
Journal article
Herrmann U, Scholz H
(
2013
)
Short-Term Persistence in Hybrid Mutual Fund Performance: The Role of Style-Shifting Abilities
Journal of Banking & Finance
Journal article
Czaja M, Kaufmann P, Scholz H
(
2013
)
Enhancing the Profitability of Earnings Momentum Strategies: The Role of Price Momentum, Information Diffusion and Earnings Uncertainty
Journal of Investment Strategies
Journal article
Kellner R, Gatzert N
(
2013
)
Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory
Journal of Banking & Finance
Journal article
Bohnert A
(
2013
)
The Market of Dynamic Hybrid Products in Germany: Concept, Risk-Return Profiles, and Market Overview
Zeitschrift für die gesamte Versicherungswissenschaft
Journal article
Gatzert N
(
2013
)
On the Relevance of Premium Payment Schemes for the Performance of Mutual Funds with Investment Guarantees
The Journal of Risk Finance
Article in Edited Volumes
Gatzert N, Schmeiser H
-
Ed.:
Dionne Georges
(
2013
)
New Life Insurance Financial Products
Handbook of Insurance, second edition
Journal article
Gatzert N, Schmitt-Hoermann G, Schmeiser H
(
2012
)
Optimal Risk Classification with an Application to Substandard Annuities
North American Actuarial Journal
Journal article
Gatzert N, Schmeiser H
(
2012
)
Industry Loss Warranties: Contract Features, Pricing, and Central Demand Factors
The Journal of Risk Finance
Journal article
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
Other publication type
(
Working paper
)
Bunnenberg S, Rohleder M, Scholz H, et al.
(
2012
)
Selection, Timing and Total Performance of Equity Funds: Wasting Time Measuring Timing.
Journal article
Bunnenberg S, Scholz H, Wilkens M
(
2012
)
The Sharpe Ratio's Market Climate Bias: Theoretical and Empirical Evidence from US Equity Mutual Funds.
Journal of Asset Management
Journal article
Braun A, Gatzert N, Schmeiser H
(
2012
)
Performance and Risks of Open-End Life Settlement Funds
Journal of Risk and Insurance
Journal article
Gatzert N, Wesker H
(
2012
)
A Comparative Assessment of Basel II/III and Solvency II
Geneva Papers on Risk and Insurance-Issues and Practice
Journal article
Gatzert N, Holzmüller I, Schmeiser H
(
2012
)
Creating Customer Value in Participating Life Insurance
Journal of Risk and Insurance
Journal article
Gatzert N, Schmeiser H
(
2012
)
The Merits of Pooling Claims Revisited
The Journal of Risk Finance