Insurance Mathematics & Economics
Journal Abbreviation: INSUR MATH ECON
ISSN: 0167-6687
Publisher: Elsevier
Publications (15)
Empirically assessing and modeling spillover effects from operational risk events in the insurance industry (2020)
Eckert C, Gatzert N, Heidinger D
Journal article
An analysis of transaction costs in participating life insurance under mean-variance preferences (2019)
Gatzert N
Journal article
Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms (2017)
Eckert C, Gatzert N
Journal article, Original article
Assessing Inflation Risk in Non-Life Insurance (2016)
Bohnert A, Gatzert N, Kolb A
Journal article, Original article
Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk (2016)
Eckert J, Gatzert N, Martin M
Journal article, Original article
On the Management of Life Insurance Company Risk by Strategic Choice of Product Mix, Investment Strategy and Surplus Appropriation Schemes (2015)
Bohnert A, Gatzert N, Jørgensen PL
Journal article, Original article
Dynamic Hybrid Products in Life Insurance: Assessing the Policyholders' Viewpoint (2014)
Bohnert A, Born P, Gatzert N
Journal article, Original article
Valuation and Risk Assessment of Disability Insurance using a Discrete Time Trivariate Markov Renewal Reward Process (2013)
Mägebier A
Journal article
Quantifying Credit and Market Risk Under Solvency II: Standard Approach Versus Internal Model (2012)
Gatzert N, Martin M
Journal article, Original article
Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer's and the Policyholder's Perspective (2012)
Bohnert A, Gatzert N
Journal article, Original article