CRIS.FAU.DE - Current Research Information System of FAU

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