Versicherungen und Risiko


Related Project(s)



Publications
1 of 3

Journal article
Gatzert N, Kosub T (2017)
Determinants of Policy Risks of Renewable Energy Investments
International Journal of Energy Sector Management

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
Klotzki U, Gatzert N, Muenstermann B (2017)
The Cost of Life Distribution in Europe
Geneva Papers on Risk and Insurance-Issues and Practice

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

Other publication type (Working paper)
Hühn H, Scholz H (2016)
Alpha Momentum and Price Momentum

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
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
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
Mägebier A, Gatzert N (2016)
The Impact of Disability Insurance on a Portfolio of Life Insurances
North American Actuarial Journal

Journal article
Bohnert A, Gatzert N, Kolb A (2016)
Assessing Inflation Risk in Non-Life Insurance
Insurance Mathematics & Economics

Journal article
Gatzert N, Vogl N (2016)
Evaluating Investments in Renewable Energy Projects under Policy Risks
Energy Policy

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
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, Schmit J, Kolb A (2015)
Assessing the Risks of Insuring Reputation Risk
Journal of Risk and Insurance

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 (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
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
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

Other publication type (Working paper)
Rohleder M, Scholz H, Wilkens M (2014)
Survival of the Fattest – Evidence from Corporate Bond Funds

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
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

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

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

Journal article
Gatzert N, Wesker H (2012)
The Impact of Natural Hedging on a Life Insurer's Risk Situation
The Journal of Risk Finance

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