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Institut für Versicherungswirtschaft

Journal-Publikationen des I·VW

Identification of Customer Groups in the German Term Life Market: A Benefit Segmentation
Florian Schreiber
Annals of Operations Research (forthcoming)

Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update
Martin Eling, Ruo Jia
Risk Management and Insurance Review (forthcoming)

Basel III versus Solvency II: An Analysis of Regulatory Consistency under the New Capital Standards
Daniela Laas, Caroline Siegel
Journal of Risk & Insurance (forthcoming)

What Transaction Costs are Acceptable in Life Insurance Products from the Policyholders' Viewpoint?
Hato Schmeiser Joël Wagner
The Journal of Risk Finance (forthcoming)

On Consumer Preferences and the Willingness to Pay for Term Life Insurance
Alexander Braun, Hato Schmeiser, Florian Schreiber
European Journal of Operational Research (forthcoming)

Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies
Katja Müller, Hato Schmeiser, Joël Wagner
Variance (forthcoming)

Empiricial Findings on Motor Insurance Pricing in Germany, Austria, and Switzerland
Daniela Laas, Hato Schmeiser, Joël Wagner
Geneva Papers on Risk and Insurance (forthcoming)

The Impact of Auditing Strategies on Insurers' Profitability
Katja Müller, Hato Schmeiser, Joël Wagner
The Journal of Risk Finance (forthcoming)

Between-Group Adverse Selection: Evidence from Group Critical Illness Insurance
Martin Eling, Ruo Jia, Yi Yao
Journal of Risk & Insurance (forthcoming)

Portfolio Optimization under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
Alexander Braun, Hato Schmeiser, Florian Schreiber
Journal of Risk & Insurance (forthcoming)

Evolution of Strategic Levers in Insurance Claims Management: An Industry Survey
Nils Mahlow, Joël Wagner
Risk Management and Insurance Review (forthcoming)

Life Settlement Funds: Current Valuation Practices and Areas for Improvement
Sarah Affolter, Alexander Braun, Hato Schmeiser
Risk Management and Insurance Review (forthcoming)

Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
Alexander Braun
Journal of Risk and Insurance (forthcoming)

Sharing intangibles: Uncovering individual motives for engagement in a sharing serivce setting
Veselina Milanova, Peter Maas
Journal of Business Research, Vol. 75 (2017), 159-171

The Impact of Time Discretization on Solvency Measurement
Hato Schmeiser, Daliana Luca
The Journal of Risk Finance, Vol. 18 (2017), Iss 1 pp. 2 – 20 

The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope
Christian Biener, Martin Eling, Ruo Jia
Journal of Banking and Finance (2017), 77(1): 213–229

Under Pressure: How the Business Environment Affects Productivity and Efficiency of European Life Insurance Companies
Martin Eling, Philipp Schaper
European Journal of Operational Research, Vol. 258 (2017), No. 3, S. 1082–1094 

Process Landscape and Efficiency in Non-Life Insurance Claims Management: An Industry Benchmark
Nils Mahlow, Joël Wagner
Journal of Risk Finance, 17(2), S. 218-244, (2016) 

Costs and Benefits of Financial Regulation – An Empirical Assessment for Insurance Companies
Martin Eling, David Pankoke
Geneva Papers on Risk and Insurance, Vol. 41 (2016), No. 4, S. 529–554 

Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics
Marcus Christiansen, Martin Eling, Jan-Philipp Schmidt und Lorenz Zirkelbach
Journal of Risk & Insurance, Vol. 83 (2016), No. 2, S. 269–300 

Systemic Risk in the Insurance Sector – What Do we Know?
Martin Eling, David Pankoke
Risk Management and Insurance Review, Vol. 19 (2016), No. 2, S. 249-284 

What Do We Know About Cyber Risk and Cyber Insurance?
Martin Eling, Werner Schnell
Journal of Risk Finance, Vol. 17 (2016), No. 5, S. 474–491 

The Determinants of Efficiency and Productivity in the Swiss Insurance Industry
Christian Biener, Martin Eling, Jan H. Wirfs
European Journal of Operational Research, Vol. 248 (2016), No. 2, S. 703–714

How Sensitive is the Pricing of Look-Back and Interest Rate Guarantees when Changing the Modelling Assumptions?
Carolina Orozco-Garcia, Hato Schmeiser
Insurance: Mathematics and Economics, Vol. 65 (2015), No. 1, S. 77–93

Common Risk Factors of Infrastructure Firms
Martin Eling, Semir Ben Ammar
Energy Economics, Vol. 49 (2015), S. 257–273

Drivers of Long-Term Savings from the Consumers' Perspective
Matthias Rüfenacht, Tobias Schlager, Peter Maas, Pekka Puustinen
The International Journal of Bank Marketing, Vol. 33 (2015), No. 7, S. 922–943

Solvency II's Market Risk Standard Formula: How Credible is the Proclaimed Ruin Probability?
Alexander Braun, Hato Schmeiser, Florian Schreiber
Journal of Insurance Issues, Vol. 38 (2015), No. 1, S. 1–30
(ausgezeichnet mit dem Journal of Insurance Issues Best Paper Award 2014, JII/CSIR)

How Does Price Presentation Influence Consumer Choice? The Case of Life Insurance Products
Nadine Gatzert, Carin Huber, Hato Schmeiser
The Journal of Risk and Insurance, Vol. 82 (2015), No. 2, S. 401–432 

A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts
Hato Schmeiser, Joël Wagner
The Journal of Risk and Insurance, Vol. 82 (2015), No. 3, S. 659–686

Systemic risk through contagion in a core-periphery structured banking network
Oliver Kley, Claudia Klüppelberg, Lukas Reichel
Banach Center Publications, Vol. 104 (2015), S. 133-149

Insurability of Cyber Risk: An Empirical Analysis
Christian Biener, Martin Eling und Jan Wirfs
Geneva Papers on Risk and Insurance, Vol. 40 (2015), No. 1, S. 131-158

Recent Research Developments Affecting Nonlife Insurance - The CAS Risk Premium Project 2013 Update
Christian Biener, Martin Eling, Shailee Pradhan
Risk Management and Insurance Review, Vol. 18 (2015), No. 1, S. 129-141

Stock. vs. Mutual Insurers: Who Does and Who Should Charge More?
Alexander Braun, Przemyslaw Rymaszewski, Hato Schmeiser
European Journal of Operational Research, Vol. 242 (2015), No. 3, S. 875–889

Basis Risk, Procyclicality, and Systemic Risk in the Solvency II Equity Risk Module
Martin Eling, David Pankoke
Journal of Insurance Regulation, Vol. 33 (2014), No. 1, S. 1–30

The Pricing of Hedging Longevity Risk with the Help of Annuity Securitizations: An Application to the German Market
Jonas Lorson, Joël Wagner
Journal of Risk Finance, Vol. 15 (2014), No. 4, S. 385–416

Proposal for a Capital Market-Based Guaranty Scheme for the Financial Industry
Hato Schmeiser, Joël Wagner, Alexandra Zemp
European Journal of Finance, Vol. 20 (2014), No. 12, S. 1133–1160

Risk Culture: What It Is and How It Affects an Insurer’s Risk Management
Angela Zeier Röschmann
Risk Management and Insurance Review, Vol. 17 (2014), No. 2, S. 277–296

Sales Efficiency in Life Insurance: On Growth and Profitability in the German Market
Jonas Lorson, Joël Wagner
Geneva Papers on Risk and Insurance, Vol. 139 (2014), No. 3, S. 493–524

A Note on the Appropriate Choice of Risk Measures in the Solvency Assessment of Insurance Companies
Joël Wagner
Journal of Risk Finance, Vol. 15 (2014), No. 2, S. 110–130

The Determinants of Microinsurance Demand
Shailee Pradhan, Joan T. Schmit, Martin Eling
Geneva Papers on Risk and Insurance, Vol. 39 (2014), No. 2, S. 224-263

Discontinued business in non-life insurance: An empirical test of the market development in the German-speaking countries
David Pankoke, Martin Eling
European Actuarial Journal, Vol. 4 (2014), No. 1, S. 31-48

Fitting Asset Returns to Skewed Distributions: Are the Skew-Normal and Skew-Student Good Models?
Martin Eling
Insurance: Mathematics and Economics, Vol. 59 (2014), No. 1, S. 45-56

Unisex Insurance Pricing: Consumers’ Perception and Market Implications
Hato Schmeiser, Tina Störmer, Joël Wagner
Geneva Papers on Risk and Insurance, Vol. 39 (2014), No. 2, S. 322-350

What is being exchanged? Framing the logic of value creation in financial services
Pekka Puustinen, Hannu Saarijärvi und Peter Maas
Journal of Financial Services Marketing, Vol. 19 (2014), No. 1, S. 43-51

Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development
Christian Biener, Martin Eling, Joan T. Schmit
World Development, Vol. 58 (2014), No. 1, S. 21-40

The Impact of Private Equity on a Life Insurer's Capital Charges under Solvency II and the Swiss Solvency Test
Alexander Braun, Hato Schmeiser, Caroline Siegel
The Journal of Risk and Insurance, Vol. 81 (2014), No. 1, S. 113-158

Factors that Affect the Performance of Distressed Securities Hedge Funds
Georgi Bontschev, Martin Eling
Journal of Derivatives & Hedge Funds, Vol. 19 (2013), No. 3, S. 159–180

What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market
Martin Eling, Dieter Kiesenbauer
The Journal of Risk and Insurance, Vol. 81 (2013), No. 2, S. 241-269

Maximum Technical Interest Rates in Life Insurance: An International Overview
Stefan Holder, Martin Eling
Geneva Papers on Risk and Insurance, Vol. 38 (2013), No. 2, S. 354-375

Recent Research Developments Affecting Nonlife Insurance - The CAS Risk Premium Project 2011 Update
Martin Eling
Risk Management and Insurance Review, Vol. 16 (2013), No.1, S. 35-46

Modeling Parameter Risk in Premium Risk in Multi-year Internal Models
Dorothea Diers, Marc Linde
Journal of Risk Finance, Vol. 14 (2013), No. 3, S. 234-250

The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structures
Hato Schmeiser, Joël Wagner
The Journal of Risk and Insurance, Vol. 80 (2013), No. 2, S. 273-308

Research on Lapse in Life Insurance - What Has Been Done and What Needs to Be Done?
Michael Kochanski, Martin Eling
Journal of Risk Finance, Vol. 14 (2013), No. 4, S. 392-413

Multi-Year Non-Life Insurance Risk
Dorothea Diers, Marc Linde, Christian Kraus, Martin Eling
Journal of Risk Finance, Vol. 14 (2013), No. 4, S. 353-377

Intergenerational Transfers and the Stability of the Swiss Retirement System
Martin Eling
Geneva Papers on Risk and Insurance, Vol. 38 (2013), No. 4, S. 701-728

The Value of Interest Rate Guarantees in Participating Life Insurance Contracts: Status Quo and Alternative Product Design, Insurance
Stefan Holder, Martin Eling
Mathematics and Economics, Vol. 53 (2013), No. 3, S. 491-503

How a skewness shock influences optimal allocation in a risky asset
Sudheesh Kumar Kattumannil, Luisa Tibiletti, Martin Eling
Applied Economics Letters, Vol. 20 (2013), No. 9, S. 842-846

Recent Research Developments Affecting Non-life Insurance: The CAS Risk Premium Project 2012 Update
Christian Biener, Martin Eling
Risk Management and Insurance Review, Vol. 16 (2013), No. 2, S. 219-231

New Solvency Regulation: What CEOs of Insurance Companies Think
Markus Kreutzer, Joël Wagner
Geneva Papers on Risk and Insurance, Vol. 38 (2013), No. 2, S. 213-249

Fitting International Segmentation for Emerging Markets - Conceptual Development and Empirical Illustrations
Tobias Schlager, Peter Maas
Journal of International Marketing, Vol. 21 (2013), No. 2, S. 39-61

Development and Validation of the Perceived Investment Value (PIV) Scale. Journal of Economic Psychology,
Pekka Puustinen, Peter Maas, Heikki Karjaluoto
Journal of Economic Psychology, Vol. 36 (2013), S. 41-54

Solvency Assessment for Insurance Groups in the United States and Europe - A Comparison of Regulatory Frameworks
Caroline Siegel
Geneva Papers on Risk and Insurance, Vol. 38 (2013), No. 2, S. 308-331

An Efficiency Comparison of the Non-life Insurance Industry in the BRIC Countries
Martin Eling, Wei Huang 
European Journal of Operational Research, Vol. 226 (2013), No. 3, S. 577-591 

Regulating Insurance Groups: A Comparison of Risk-Based Solvency Models
Hato Schmeiser, Caroline Siegel
The Journal of Financial Perspectives , Vol. 1 (2013), No. 2, S. 1-13.

Pricing in Microinsurance Markets  
Christian Biener
World Development, Vol. 41 (2013), No. 1, S. 132-144 

What Drives Insurers' Demand for Cat Bond Investments? Evidence from a Pan-European Survey
Alexander Braun, Katja Müller, Hato Schmeiser
Geneva Papers on Risk and Insurance, Vol. 38 (2012), S. 273-308

Evaluation of Benefits and Costs of Insurance Regulation - A Conceptional Model for Solvency II
Jonas Lorson, Hato Schmeiser, Joël Wagner
Journal of Insurance Regulation, Vol. 31 (2012), S. 125-156

Optimal Risk Classification with an Application for Substandard Annuities
Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser
North American Actuarial Journal, Vol. 16 (2012), No. 4, S. 462-486

A Performance Analysis of Participating Life Insurance Contracts
Roger Faust, Hato Schmeiser, Alexandra Zemp
Insurance: Mathematics and Economics, Vol. 51 (2012), No. 1, S. 158-171

Creating Customer Value in Participating Life Insurance
Nadine Gatzert, Ines Holzmüller, Hato Schmeiser
The Journal of Risk and Insurance, Vol. 79 (2012), No. 3, S. 645-670

Do Underwriting Cycles Matter? An Analysis Based on Dynamic Financial Analysis
Martin Eling, Sebastian Marek
Variance, Vol. 6, No. 2 (2012), S. 131-142

A Decision-theoretic Foundation for Two-parameter Performance Measures
Martin Eling, Frank Schuhmacher
Journal of Banking & Finance, Vol. 36 (2012), No. 7, S. 2077-2082

Reframing Customer Value from a Dominant Logics Perspective
Tobias Schlager, Peter Maas
International Journal of Marketing, Vol. 51 (2012), S. 101-113 

Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms
Joël Wagner, Alexandra Zemp
Risk Management and Insurance Review, Vol. 15 (2012), No. 2, S. 225-254 

The Risk of Model Misspecification and its Impact on Solvency Measurement in the Insurance Sector
Hato Schmeiser, Caroline Siegel, Joël Wagner
The Journal of Risk Finance, Vol. 13 (2012), No. 4, S. 285-308 

Fitting Insurance Claims to Skewed Distributions: Are Skew-Normal and Skew-Student Good Models?
Martin Eling 
Insurance: Mathematics and Economics, Vol. 51 (2012), No. 2, S.  239-248 

What Do We Know About Market Discipline in Insurance?
Martin Eling
Risk Management and Insurance Review, Vol. 15 (2012), No. 2, S.185-223  
 
Under What Conditions is an Insurance Guaranty Fund Beneficial for Policyholders?
Przemyslaw Rymaszewski, Hato Schmeiser, Joël Wagner
The Journal of Risk and Insurance, Vol. 79 (2012), No. 3, S. 785-815

Is there Market Discipline in the European Insurance Industry? An Analysis of the German Insurance Market
Martin Eling, Joan T. Schmit
Geneva Risk and Insurance Review, Vol. 37 (2012), No. 2, S. 180-207 

Market Consistent Embedded Value in Non-Life Insurance: How to measure it and why 
Dorothea Diers, Martin Eling, Christian Kraus, Andreas Reuss
The Journal of Risk Finance, Vol. 13 (2012), No. 4, S. 320-346

Does Surplus Participation Reflect Market Discipline? An Analysis of the German Life Insurance Market
Martin Eling, Dieter Kiesenbauer
Journal of Financial Services Research, Vol. 42 (2012), No. 3, S. 159-185

Organization and Efficiency in the International Insurance Industry: A Cross-frontier Analysis
Christian Biener, Martin Eling
European Journal of Operational Research, Vol. 221 (2012), No. 2, S. 454-468

The Merits of Pooling Claims Revisited
Nadine Gatzert, Hato Schmeiser
The Journal of Risk Finance, Vol. 13 (2012), No. 3, S. 184-198 
(ausgezeichnet mit dem Outstanding Paper Award 2013 - Journal of Risk Finance, Emerald Literati Network Award for Excellence)

Performance and Risks of Open-End Life Settlement Funds
Alexander Braun, Nadine Gatzert, Hato Schmeiser
The Journal of Risk and Insurance, Vol. 79 (2012), No. 1, S. 193-230 

Dependence Modelling in Non-Life Insurance Using the Bernstein Copula
Dorothea Diers, Martin Eling, Sebastian Marek
Insurance: Mathematics and Economics, Vol. 50 (2012), No. 3, S. 430-436

Industry Loss Warranties: Contract Features, Pricing, and Central Demand Factors
Nadine Gatzert, Hato Schmeiser
The Journal of Risk Finance, Vol. 13 (2012), No. 1, S. 13-31

Insurability in Microinsurance Markets: An Analysis of Problems and Potential Solutions
Martin Eling, Christian Biener
Geneva Papers on Risk and Insurance, Vol. 37 (2012), No. 1, S. 77-107 

Internal and External Drivers for Risk Taking in U.K. and German Insurance Markets
Martin Eling, Sebastian Marek
International Journal of Banking, Accounting and Finance, Vol. 4 (2012), No. 1, S. 48-76

Price Presentation and Consumers' Choice
Nadine Gatzert, Carin Huber, Hato Schmeiser
Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 101 (2012), No. 1, S. 63-73 

A Joint Valuation of Premium Payment and Surrender Options in Participating Life Insurance Contracts
Hato Schmeiser, Joël Wagner
Insurance: Mathematics and Economics, Vol. 49 (2011), No. 3, S. 580-596

Corporate Governance and Risk Taking: Evidence from European Insurance Markets
Martin Eling, Sebastian Marek
The Journal of Risk and Insurance, Vol. 81, 2014, No. 3, S. 653–682

Pricing Catastrophe Swaps: A Contingent Claims Approach
Alexander Braun
Insurance: Mathematics and Economics, Vol. 49 (2011), No. 3, S. 520-536

The influence of the Employer Brand on Employee Attitudes relevant for Service Branding : An Empirical Investigation
Tobias Schlager, Mareike Bodderas, Peter Maas, Joel-Luc Cachelin
Journal of Services Marketing, Vol. 27 (2011), No. 5, S. 497-508

Understanding the Death Benefit Switch Option in Universal Life Policies
Nadine Gatzert, Gudrun Hoermann
The Journal of Risk and Insurance, Vol. 78 (2011), No. 4, S. 823-852

Sufficient Conditions for Expected Utility to Imply Drawdown-Based Performance Rankings
Martin Eling, Frank Schuhmacher
Journal of Banking & Finance, Vol. 35 (2011), No. 9, S. 2311-2318

The Performance of Microinsurance Programs: A Data Envelopment Analysis
Martin Eling, Christian Biener
The Journal of Risk and Insurance, Vol. 78 (2011), No. 1, S. 83-115

Risk Comparison of Different Bonus Distribution Approaches in Participating Life Insurance
Alexandra Zemp
Insurance: Mathematics and Economics, Vol. 49 (2011), No. 2, S. 249-264

A Traffic Light Approach to Solvency Measurement of Swiss Occupational Pension Funds
Alexander Braun, Przemyslaw Rymaszewski, Hato Schmeiser
Geneva Papers on Risk and Insurance, Vol. 36 (2011), No. 3, S. 254-282

On the Risk Situation of Financial Conglomerates: Does Diversification Matter?
Nadine Gatzert, Hato Schmeiser
Financial Markets and Portfolio Management, Vol. 25 (2011), No. 1, pp. 3-26
 
On the Valuation of Investment Guarantees in Unit-Linked Life Insurance: A Customer Perspective
Carin Huber, Nadine Gatzert, Hato Schmeiser
Geneva Papers on Risk and Insurance, Vol. 36 (2011), No. 1, S. 3-29

An Analysis of Pricing and Basis Risk for Industry Loss Warranties
Nadine Gatzert, Denis Toplek, Hato Schmeiser
Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 100 (2011), No. 4, S. 517-537

The Performance of Hedge Funds and Mutual Funds in Emerging Markets
Martin Eling, Roger Faust
Journal of Banking & Finance, Vol. 34 (2010), No. 8, S. 1993-2009

Efficiency in the International Insurance Industry: A Cross-Country Comparison
Martin Eling, Michael Luhnen
Journal of Banking & Finance, Vol. 34 (2010), No. 7, S. 1497-1509

Internal vs. External Risk Measures: How Capital Requirements Differ in Practice
Martin Eling, Luisa Tibiletti
Operations Research Letters, Vol. 38 (2010), No. 5, S. 482-488
 
Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry
Martin Eling, Michael Luhnen
Geneva Papers on Risk and Insurance, Vol. 35 (2010), No. 2, S. 217-265

Wo investieren Distressed-Securities-Hedgefonds?
Georgi Bontschev, Martin Eling
Kredit und Kapital, Vol. 43 (2010), No. 3, S. 375-406

Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision
Martin Eling, Hato Schmeiser
Geneva Papers on Risk and Insurance, Vol. 35 (2010), No. 1, S. 9-34
 
One-Size or Tailor-Made Performance Ratios for Ranking Hedge Funds?
Martin Eling, Simone Farinelli, Damiano Rossello, Luisa Tibiletti
Journal of Derivatives and Hedge Funds, Vol. 16 (2010), No. 4, S. 267-277

Skewness in Hedge Funds: Classical Skewness Coefficients vs. Azzalini's Skewness Parameter
Martin Eling, Simone Farinelli, Damiano Rossello, Luisa Tibiletti
International Journal of Managerial Finance, Vol. 6 (2010), No. 4, S. 290-304
 
Sharpe Ratio for Skew-Normal Distributions: A Skewness-Dependent Performance Trade-Off?
Martin Eling, Luisa Tibiletti
Journal of Performance Measurement, Vol. 14 (2010), No. 4, S. 34-48

The Secondary Market for Life Insurance in the U.K., Germany, and the U.S.: Comparison and Overview
Nadine Gatzert
Risk Management & Insurance Review, Vol. 13 (2010), No. 2, S. 279-301

How Insurance Broker Create Value: A Functional Approach
Peter Maas
Risk Management & Insurance Review, Vol. 13 (2010), No. 1, S. 1-20

Die Risikoübernahme von Versicherungsunternehmen: Eine empirische Analyse für Deutschland und Grossbritannien
Martin Eling, Sebastian Marek
Zeitschrift für die gesamte Versicherungswissenschaft, 99 Bd. (2010), No. 5, S. 711-724

The Impact of the Secondary Market on Life Insurers' Surrender Profits
Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser
The Journal of Risk and Insurance, Vol. 74 (2009), No. 4, S. 887-908

Minimum Standards for Investment Performance: A New Perspective on Non-Life Insurer Solvency
Martin Eling, Nadine Gatzert, Hato Schmeiser
Insurance: Mathematics and Economics, Vol. 45 (2009), No. 1, S. 113-122

Modeling and Management of Nonlinear Dependencies - Copulas in Dynamic Financial Analysis
Martin Eling, Denis Toplek
The Journal of Risk and Insurance, Vol. 76 (2009), No. 3, S. 653-681

Pricing and Performance of Mutual Funds: Lookback versus Interest Rate Guarantees
Nadine Gatzert, Hato Schmeiser
The Journal of Risk, Vol. 11 (2009), No. 4, S. 31-49

Risk and Return of Reinsurance Under Copula Models
Martin Eling, Denis Toplek
European Journal of Finance, Vol. 15 (2009), No. 7, S. 751-775

Determinants of Efficiency and Productivity in German Property-Liability Insurance: Evidence for 1995-2006
Michael Luhnen
Geneva Papers on Risk and Insurance, Vol. 3 (2009), No. 3, S. 483-505

The United States RBC Standards, Solvency II, and the Swiss Solvency Test: A Comparative Assessment
Ines Holzmüller
Geneva Papers on Risk and Insurance, Vol. 34 (2009), No. 1, S. 56-77

Implicit Options in Life Insurance: An Overview
Nadine Gatzert
Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 98 (2009), No. 2, S. 141-164

Good News and Bad News on Ellipicity in the Distribution of Capital Market Returns
Martin Eling, Luisa Tibiletti
Atlantic Economic Journal, Vol. 37 (2009), No. 2, S. 209-210

Does Hedge Fund Performance Persist? Overview and New Empirical Evidence
Martin Eling
European Financial Management, Vol. 15 (2009), No. 2, S. 362-401

Combining Fair Pricing and Capital Requirements for Non-Life Insurance Companies
Nadine Gatzert, Hato Schmeiser
Journal of Banking & Finance, Vol. 32 (2008), No. 10, S. 2589-2596

Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts
Nadine Gatzert, Hato Schmeiser
The Journal of Risk and Insurance, Vol. 75 (2008), No. 3, S. 691-712

Management Strategies and Dynamic Financial Analysis
Hato Schmeiser, Martin Eling, Thomas Parnitzke
Variance, Vol. 2 (2008), No. 1, S. 54-66
(ausgezeichnet mit dem "Best Paper Award 2008" der Casualty Actuarial Society CAS)

Enterprise Risk Management in Financial Groups: Analysis of Risk Concentration and Default Risk
Nadine Gatzert, Hato Schmeiser, Stefan Schuckmann
Financial Markets and Portfolio Management, Vol. 22 (2008), No. 3, S. 241-258

Enhanced Annuities and the Impact of Individual Underwriting on an Insurer’s Profit Situation
Gudrun Hoermann, Jochen Russ
Insurance: Mathematics and Economics, Vol. 43 (2008), No. 1, S. 150-157

Customer Value Analysis in Financial Services
Peter Maas, Albert Graf
Journal of Financial Services Marketing, Vol. 13 (2008), No. 2, S. 107-120

The Swiss Solvency Test and its Market Implications
Martin Eling, Nadine Gatzert, Hato Schmeiser
Geneva Papers on Risk and Insurance, Vol. 33 (2008), No. 3, S. 418-439

Performance Measurement in the Investment Industry
Martin Eling
Financial Analysts Journal, Vol. 64 (2008), No. 3, S. 54-66

Asset Management and Surplus Distribution Strategies in Life Insurance: An Examination with respect to Risk Pricing and Risk Measurement
Nadine Gatzert
Insurance: Mathematics and Economics, Vol. 42 (2008), No. 2, S. 839-849

An Overview and Comparison of Risk-Based Capital Standards
Martin Eling, Ines Holzmüller
Journal of Insurance Regulation, Vol. 26 (2008), No. 4, S. 31-60

The Influence of Corporate Taxes on Pricing and Capital Structure in Property-Liability Insurance
Nadine Gatzert, Hato Schmeiser
Insurance: Mathematics and Economics, Vol. 42 (2008), No. 1, S. 50-58

Customer Value from a Customer Perspective: A Comprehensive Review
Albert Graf, Peter Maas
Journal für Betriebswirtschaft, Vol. 58 (2008), No. 1, S. 1-20
(ausgezeichnet mit dem JfB Best Paper Award 2008)

Risk and Capital Transfer in Insurance Group
Nadine Gatzert, Hato Schmeiser
Zeitschrift für die gesamte Versicherungswissenschaft, 97. Bd. (2007), Heft 4, S. 463-477

The Solvency II Process: Overview and Critical Analysis
Martin Eling, Hato Schmeiser, Joan T. Schmit
Risk Management & Insurance Review, Vol. 10 (2007), No. 1, S. 69-85.
(ausgezeichnet mit dem "Best Perspective Article Award 2008" der American Risk and Insurance Association (ARIA))

Changing Roles of Customers: Consequences for HRM
Albert Graf
International Journal of Service Industry Management, Vol. 18 (2007), No. 5, S. 491-509

Analysis of Participating Life Insurance Contracts: A Unification Approach
Nadine Gatzert, Alexander Kling
The Journal of Risk and Insurance, Vol. 74 (2007), No. 3, S. 547-570

Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds?
Martin Eling, Frank Schuhmacher
Journal of Banking & Finance, Vol. 31 (2007), No. 9, S. 2632-2647

Capital Allocation for Insurance Companies – What Good is it?
Helmut Gründl, Hato Schmeiser
The Journal of Risk and Insurance, Vol. 74 (2007), No. 2, S. 301-317

Dynamic Financial Analysis: Classification, Conception, and Implementation
Martin Eling, Thomas Parnitzke
Risk Management & Insurance Review, Vol. 10 (2007), No. 1, S. 33-50.

Finanzwirtschaftliche Garantien bei Investmentfondsprodukten und ihre bilanzielle Abbildung gemäss IFRS
Martin Eling, Hato Schmeiser
BankArchiv, 55. Jg (2007), Heft 10, S. 785-793

Performance Measurement of Hedge Funds Using Data Envelopment Analysis
Martin Eling
Financial Markets and Portfolio Management, Vol. 20 (2006), No. 4, S. 442-471

Analysis of Embedded Options in Individual Pension Schemes in Germany
Alexander Kling, Jochen Russ, Hato Schmeiser
Geneva Risk and Insurance Review, Vol. 31 (2006), No. 1, S. 43-60

Portfolio Management and Retirement: What is the Best Arrangement for a Family?
Thomas Post, Helmut Gründl, Hato Schmeiser
Financial Markets and Portfolio Management, Vol. 20 (2006), No. 3, S. 265-285

Hat die Wahl des Performancemasses einen Einfluss auf die Beurteilung von Hedgefonds-Indizes?
Martin Eling, Frank Schuhmacher
Kredit und Kapital, 39. Jg. (2006), Heft 3, S. 419-454

Autocorrelation, Bias, and Fat Tails – Are Hedge Funds Really Attractive Investments?
Martin Eling
Derivative Use, Trading & Regulation, Vol. 12 (2006), No. 1, S. 28-47

Das Shareholder-Value-Prinizip im Spannungsfeld von Theorie und Praxis
Hato Schmeiser
Zeitschrift für die gesamte Versicherungswissenschaft, Ergänzungsband 2006, S. 3-14

Implicit Options in Life Insurance: Valuation and Risk Management
Nadine Gatzert, Hato Schmeiser
Zeitschrift für die gesamte Versicherungswissenschaft, Ergänzungsband 2006, S. 111-128

Das deutsche und schweizer Krankenversicherungssystem: Kosten, Leistungen und Anreizwirkungen aus Sicht der Versicherten
Martin Eling, Thomas Parnitzke
Zeitschrift für die gesamte Versicherungswissenschaft, 95. Bd. (2006), Heft 4, S. 597-614

Hedgefonds-Strategien – Systematisierung und Überblick
Martin Eling
BankArchiv, 54. Jg. (2006), Heft 8, S. 543-555

Kapitalanlagepolitik und -performance der deutschen Lebensversicherer im Spannungsfeld von Buch- und Zeitwerten
Martin Eling
Zeitschrift für die gesamte Versicherungswissenschaft, 95. Bd. (2006), Heft 2, S. 185-224

Versicherungsaufsicht unter Solvency II: Zwei Phasen, drei Säulen und zwei Stufen
Martin Eling, Hato Schmeiser
Zeitschrift für das gesamte Kreditwesen, 59 Jg. (2006), Heft 15, S. 768-770

Der Markt für Hedgefonds in Deutschland – Erfahrungen zwei Jahre nach Einführung des Investmentmodernisierungsgesetzes
Martin Eling
Zeitschrift für das gesamte Kreditwesen, 59. Jg. (2006), Heft 11, S. 561-563

Life Annuity Insurance versus Self-Annuitization: An Analysis from the Perspective of the Family
Hato Schmeiser, Thomas Post
Risk Management & Insurance Review, Vol. 8 (2005), No. 2, S. 239-255

The Parent Company Puzzle on the German Stock Market
Martin Eling, Frank Schuhmacher
Financial Markets and Portfolio Management, Vol. 19 (2005), No. 1, S. 7-28

Asset Liability Management in Finanzdienstleistungsunternehmen
Martin Eling, Thomas Parnitzke
Die Betriebswirtschaft, 65. Jg. (2005), Heft 3, S. 323-326

New Risk-Based Capital Standards in the EU: A Proposal Based on Empirical Data
Hato Schmeiser
Risk Management & Insurance Review, Vol. 7 (2004), No. 1, S. 41-52
(ausgezeichnet mit dem "Best Feature Article Award 2005" der American Risk and Insurance Association (ARIA))

Leadership By Customers? New Roles of Service Companies‘ Customers
Albert Graf, Peter Maas
German Journal of Human Resource Research, Vol. 18 (2004), No. 3, S. 329-345

Zur Zusage der nominalen Kapitalerhaltung bei investmentfondsbasierten Riester-Produkten: Einige Überlegungen aus finanzierungstheoretischer Sicht
Helmut Gründl, Bernhard Nietert, Hato Schmeiser
Zeitschrift für Betriebswirtschaft, 74. Jg. (2004), Heft 2, S. 119-137

Eignung von Hedgefonds für das Asset Management der deutschen Versicherungsindustrie
Martin Eling
Zeitschrift für die gesamte Versicherungswissenschaft, 93. Bd. (2004), Heft 3, S. 325-347

Überlegungen zu einem fairen Risikomanagement-Mix in Versicherungsunternehmen
Hato Schmeiser
Zeitschrift für die gesamte Versicherungswissenschaft, 93. Bd. (2004), Heft 2, S. 207-220

Pricing Double-Trigger Reinsurance Contracts: Financial versus Actuarial Approach
Helmut Gründl, Hato Schmeiser
The Journal of Risk and Insurance, Vol. 69 (2002), No. 4, S. 449-468

Marktwertorientierte Unternehmens- und Geschäftsbereichssteuerung in Finanzdienstleistungsunternehmen
Helmut Gründl, Hato Schmeiser
Zeitschrift für Betriebswirtschaft, 72. Jg. (2002), Heft 8, S. 797-822

 

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