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Institut für Versicherungswirtschaft

Working Paper

Working Paper Series on Risk Management and Insurance
Editor: Professor Dr. Hato Schmeiser

No. 195
The many faces of sharing: A conceptual framework for collaborative consumption
Veselina Milanova
Version: 2017-05-15

No. 194
One size does not fit all: A typology of financial consumer vulnerability
Veselina Milanova, Florian Schreiber
Version: 2017-05-15

No. 193
The Price of Delegating Decisions: Effects on Individual Responsibility and Future Decisions
Veselina Milanova, Peter Maas
Version: 2017-05-15

No. 192
The Influence of Stochastic Interest Rates on the Valuation of Premium Payment Options in Participating Life Iinsurance Contracts
Hsiaoyin Chang, Hato Schmeiser
Version: 2017-03-21

No. 191
An Empirical Comparison of Medical Underwriters in the Life Settlements Market
Alexander Braun, Jiahua Xu

No. 190
Evolution or Revolution? How Solvency II will Change the Balance between Reinsurance and ILS
Alexander Braun, Joel Weber
Version: 2017-02-15

No. 189
Data Breaches: Goodness of Fit, Pricing and Risk Measurement
Martin Eling, Nicola Loperfido

No. 188
Liability-Regime-Switching in Multiple Risk-Sharing: An Analysis of Policyholders' Preferences
Lukas Reichel, Hato Schmeiser, Florian Schreiber

No. 187
Return on Risk-Adjusted Capital under Solvency II: Implications for the Asset Management of Insurance Companies
Alexander Braun, Hato Schmeiser, Florian Schreiber

No. 186
Saving for Retirement in a Low Interest Rate Environment: Are Life Insurance Products Good Investments?
Alexander Braun, Marius Fischer, Hato Schmeiser

No. 185
Managing Parameter Risk for Life Insurance Embedded Options: The Role of Volatility Target Strategies
Marius Fischer

No. 184
Determinants for the Demand of Political Risk Insurance: Evidence from an International Survey
Alexander Braun, Marius Fischer

No. 183
How to Organize Cyber Risk Transfer?
Jan Hendrik Wirfs
Version: 2016-08-29

No. 182
Drivers of Satisfaction and Loyalty in the Insurance Industry – A Multinational Analysis
Matthias Rüfenacht
Version: 2016-08-15

No. 181
The Impact of Time Discretization on Solvency Measurement
Daliana Luca, Hato Schmeiser

No. 180
Posters Versus Lurkers: When do Social Media Community Members Share their Experiences with Others?
Philipp Hendrik Steiner
Version: 2016-07-14

No. 179
Design Social Media Channels to Meet the Customer Needs
Philipp Hendrik Steiner, Peter Maas
Version: 2016-07-14

No. 178
Social Media Usage Increases the Probability of Purchasing Online
Philipp Hendrik Steiner, Tobias Schlager, Peter Maas
Version: 2016-07-14

No. 177
When Customers Are Willing to Disclose Information: The Role of Customer Value And Trust
Philipp Hendrik Steiner, Peter Maas
Version: 2016-07-14

No. 176
Pricing of Catastrophe Risk and the Implied Volatility Smile
Semir Ben Ammar
Version: 2016-07-22

No. 175
Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns
Semir Ben Ammar, Alexander Braun, Martin Eling
Version: 2016-11-30

No. 174
Extreme Value Mixture Models: Are they Able to Cope with Extreme Insurance Losses?
Daniela Laas
Version: 2016-04-04

No. 173
Bayesian Estimation of Extreme Value Mixture Models: Simplifications and Enhancements
Daniela Laas
Version: 2016-04-04

No. 172
Individual and Cross-Cultural Differences in Decision Processes Under Risk
Christian Biener, Pascal J. Kieslich, Andreas Landmann

No. 171
What Transaction Costs are Acceptable in Life Insurance Products from the Policyholders' Viewpoint?
Hato Schmeiser, Joël Wagner

No. 170
How to Derive Optimal Guarantee Levels in Participating Life Insurance Contracts 
Alexander Braun, Marius Fischer, Hato Schmeiser

No. 169
Participating Life Insurance Portfolios: Is Fair Pricing Possible?
Carolina Orozco-Garcia, Hato Schmeiser

No. 168
The Liability Regime of Insurance Pools and Its Impact on Pricing
Lukas Reichel, Hato Schmeiser

No. 167
Performance Measurement in the Life Insurance Industry: An Asset-Liability Perspective
Alexander Braun, Florian Schreiber

No. 166
Process Landscape and Efficiency in Non-life Insurance Claims Management: An Industry Benchmark
Nils Mahlow, Joël Wagner

No. 165
Consumption-Based Asset Pricing in Insurance Markets: Yet Another Puzzle?
Alexander Braun, Daliana Luca, Hato Schmeiser
Version: 2015-11-02

No. 164
Globalization of the Life Insurance Industry: Blessing or Curse?
Christian Biener, Martin Eling, Ruo Jia

No. 163
Which Insurance Companies Have to Leave the Market?
Martin Eling, Ruo Jia

No. 162
Contract Nonperformance and Ambiguity in Insurance Markets: Evidence From a Field Lab
Christian Biener, Martin Eling Andreas Landmann, Isabel Santana

No. 161, in: European Jounal of Operational Research
Under Pressure: How the Business Environment Affects Productivity and Efficiency of European Life Insurance Companies
Martin Eling, Philipp Schaper
Version: 2016-01-14 

No. 160
Cyber Risk is Different
Martin Eling, Jan H. Wirfs
Version: 2016-08-29

No. 159
Role of Commitment and Information in Multi-Period Insurance Contracting: A Synthesis Review and New Empirical Evidence
Ruo Jia

No. 158, in: Annals of Operations Research
Identification of Customer Groups in the German Term Life Market: A Benefit Segmentation
Florian Schreiber
Verision: 2014-09-05

No. 157
Sophisticated vs. Simple Systemic Risk Measurers
David Pankoke
Version: 2014-12-28

No. 156, in: Insurance: Mathematics and Economics
How Sensitive is the Pricing of Look-Back and Interest Rate Guarantees when Changing the Modelling Assumptions?
Carolina Orozco-Garcia, Hato Schmeiser
Version: 2014-10-30

No. 155
Empiricial Findings on Motor Insurance Pricing in Germany, Austria, and Switzerland
Daniela Laas, Hato Schmeiser, Joël Wagner
Version: 2016-04-04

No. 154
Explaining the Reinsurance Market Structure
Christian Biener, Martin Eling, Ruo Jia 
Version: 2014-12-11

No. 153, in: European Journal of Operational Research
The Determinants of Efficiency and Productivity in the Swiss Insurance Industry
Christian Biener, Martin Eling, Jan Wirfs
Version: 2014-10-25

No. 152
Ex-Ante Moral Hazard: Experimental Evidence from Low-Income Insurance
Christian Biener, Martin Eling, Andreas Landmann, Shailee Pradhan
Version: 2014-10-25

No. 151, in: Geneva Papers on Risk and Insurance
Insurability of Cyber Risk: An Empirical Analysis
Christian Biener, Martin Eling, Jan Wirfs
Version: 2014-10-23

No. 150
The Impact of Insurance Games on Insurance Enrollment: Experimental Evidence from the Philippines
Shailee Pradhan
Version: 2014-10-23

No. 149, in: Geneva Papers on Risk and Insurance
Costs and Benefits of Financial Regulation – An Empirical Assessment for Insurance Companies
Martin Eling, David Pankoke
Version: 2014-10-23

No. 148, in: Insurance: Mathematics and Economics
Fitting Asset Returns to Skewed Distributions: Are the Skew-Normal and Skew-Student Good Models?
Martin Eling
Version: 2014-10-23

No. 147, in: European Actuarial Journal
Discontinued Business in Non-Life Insurance: An Empirical Test of the Market Development in the German-Speaking Countries
Martin Eling, David Pankoke
Version: 2014-10-23

No. 146, in: Journal of Derivatives & Hedge Funds
Factors that Affect the Performance of Distressed Securities Hedge Funds
Georgi Bontschev, Martin Eling
Version: 2014-10-23

No. 145, in: European Jounal of Operational Research
On Consumer Preferences and the Willingness to Pay for Term Life Insurance
Alexander Braun, Hato Schmeiser, Florian Schreiber
Version: 2014-10-01 

No. 144
Do Customers Value Cost-Based Price Transparency in Motor Insurance? Effects on Consumers' Purchase Intentions, Loyalty and Willingness to Pay
Tina Störmer
Version: 2014-04-03

No. 143, in: Risk Management and Insurance Review
Life Settlement Funds: Current Valuation Practices and Areas for Improvement
Sarah Affolter, Alexander Braun, Hato Schmeiser
Version: 2014-09-10

No. 142, in: Risk Management and Insurance Review
Risk Culture: What It Is and How It Affects an Insurer’s Risk Management
Angela Zeier Röschmann
Version: 2014-02-27

No. 141, in: Journal of Risk & Insurance
Evidence of Adverse Selection in the Group Insurance Market
Martin Eling, Ruo Jia, Yi Yao
Version: 2014-10-27

No. 140
Optimizing Insurance Pricing by Incorporating Consumers' Perceptions of Risk Classification
Tina Störmer
Version: 2013-12-08

No. 139
A Comparison of Insurers' Usage and Consumers' Perception of Price Differentiation Factors
Tina Störmer, Joël Wagner
Version: 2013-09-30

No. 138
A Performance Analysis of Riester Pension Schemes
Nils Mahlow, Hato Schmeiser, Joël Wagner
Version: 2013-07-23

No. 137
The Identification of Insurance Fraud – An Empirical Analysis –
Katja Müller
Version: 2013-06-17

No. 136, in: ZVersWiss
Deutscher Aufsichtsrat versus Schweizer Verwaltungsrat – Systematischer Abgleich und Evaluation der zentralen Kontroll- und Leitungsgremien im deutschsprachigen Versicherungsbereich
Martin Eling, David Pankoke
Version: 2013-06-13 

No. 135, in: Geneva Papers on Risk and Insurance
The Determinants of Microinsurance Demand
Martin Eling, Shailee Pradhan, Joan T. Schmit
Version: 2013-06-13

No. 134
The Impact of Auditing Strategies on Insurers' Profitability
Katja Müller, Hato Schmeiser, Joël Wagner
Version: 2013-05-29

No. 133, in: Journal of Insurance Issues
Solvency II’s Market Risk Standard Formula: How Credible is the Proclaimed Ruin Probability?
Alexander Braun, Hato Schmeiser, Florian Schreiber
Version: 2013-05-16

No. 132
Basel III versus Solvency II: An Analysis of Regulatory Consistency under the new Capital Standard
Daniela Laas, Caroline Siegel
Version: 2016-04-04

No.131, in: Geneva Papers on Risk and Insurance
Sales Efficiency in Life Insurance: On Growth and Profitability in the German Market
Jonas Lorson, Joël Wagner 
Version: 2013-05-01

No.130, in: Journal of Risk & Insurance
Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
Alexander Braun, Hato Schmeiser, Florian Schreiber
Version: 2013-05-01

No.129, in: Energy Economics
Common Risk Factors of Infrastructure Firms
Semir Ben Ammar, Martin Eling
Version: 2013-05-06

No. 128, in: Journal of Insurance Regulation
Basis Risk, Procyclicality, and Systemic Risk in the Solvency II Equity Risk Module
Martin Eling, David Pankoke
Version: 2013-02-28

No. 127, in: World Development
Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development
Christian Biener, Martin Eling, Joan T. Schmit
Version: 2013-01-24

No. 126, in: Journal of Risk Finance
Research on Lapse in Life Insurance - What Has Been Done and What Needs to Be Done?
Martin Eling, Michael Kochanski
Version: 2012-12-23

No. 125, in: Journal of Risk & Insurance 
Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics
Marcus Christiansen, Martin Eling, Jan-Philipp Schmidt, Lorenz Zirkelbach
Version: 2012-12-05

No. 124, in: Risk Management & Insurance Review
Systemic Risk in the Insurance Sector - What Do we Know?
Martin Eling, David Pankoke
Version: 2012-10-27

No. 123, in: Insurance: Mathematics and Economics
The Value of Interest Rate Guarantees in Participating Life Insurance Contracts: Status Quo and Alternative Product Design
Martin Eling, Stefan Holder
Version: 2012-09-28

No. 122, in: European Journal of Finance
Skewed Distributions in Finance and Actuarial Science
Chris Adcock, Martin Eling, Nicola Loperfido
Version: 2012-06-10

No. 121, in: Geneva Papers on Risk and Insurance
Maximum Technical Interest Rates in Life Insurance: An International Overview
Martin Eling, Stefan Holder
Version: 2012-10-06

No. 120, in: Applied Economics Letters
How Skewness Influences Optimal Allocation in a Risky Asset
Martin Eling, Kattumannil Sudheesh, Luisa Tibiletti
Version: 2012-12-05

No. 119, in: Journal of Risk Finance
Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models
Dorothea Diers, Martin Eling, Marc Linde
Version: 2012-11-28

No. 118, in: Journal of Risk Finance
The Pricing of Hedging Longevity Risk with the Help of Annuity Securitzation: An Application to the German Market
Jonas Lorson, Joël Wagner
Version: 2012-10-22

No. 117 
The Impact of Life Insurance Securitization on the Issuer's Default Risk
Jonas Lorson
Version: 2012-10-22

No. 116, in: Journal of Risk and Insurance
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
Alexander Braun
Version: 2014-08-18

No. 115, in: Journal of Insurance Regulation
Evaluation of Benefits and Costs of Insurance Regulation - A Conceptual Model for Solvency II
Jonas Lorson, Hato Schmeiser, Joël Wagner
Version: 2012-09-27

No. 114, in: Geneva Papers on Risk and Insurance
New Solvency Regulation: What CEOs of Insurance Companies Think
Markus Kreutzer, Joël Wagner
Version: 2012-06-15

No. 113
What Drives Insurers' Demand for Cat Bond Investments? Evidence from a Pan-European Survey
Alexander Braun, Katja Müller, Hato Schmeiser
Version: 2012-06-01

No. 112, in: Geneva Papers on Risk and Insurance
Unisex Insurance Pricing: Consumers’ Perception and Market Implications
Hato Schmeiser, Tina Störmer, Joël Wagner
Version: 2012-06-01

No. 111, in: Journal of Risk & Insurance
A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts
Hato Schmeiser, Joël Wagner
Version: 2013-01-10

No. 110, in: Geneva Papers on Risk and Insurance
Solvency Assessment for Insurance Groups in the United States and Europe - A Comparison of Regulatory Frameworks
Caroline Siegel
Version: 2012-02-03

No. 109
Understanding CEO's Short-term Orientation: A Processual Framework on Megatrends
Christine Scheef, Tobias Schlager
Version: 2012-01-15

No. 108
How to Segment Developing Countries: An International Investigation
Tobias Schlager, Peter Maas
Version: 2012-01-15

No. 107
Determining Consumer Choice regarding Interaction Points - A Process oriented Approach
Tobias Schlager
Version: 2011-10-20

No. 106, in: World Development
Pricing in Microinsurance Markets
Christian Biener
Version: 2011-11-15

No. 105, in: Handbook of Insurance
New Life Insurance Financial Products
Nadine Gatzert, Hato Schmeiser
Version: 2012-10-12

No. 104, in: The Journal of RIsk Finance
Market Consistent Embedded Value in Non-Life Insurance: How to Measure It and Why
Martin Eling, Dorothea Diers, Christian Kraus, Andreas Reuß
Version: 2011-10-30

No. 103, in: Journal of Risk and Insurance
Corporate Governance and Risk Taking: Evidence from European Insurance Markets
Martin Eling, Sebastian Marek
Version: 2011-10-30

No. 102, in: International Journal of Banking, Accounting and Finance
Internal and External Drivers for Risk Taking in U.K. and German Insurance Markets
Martin Eling, Sebastian Marek
Version: 2011-10-30

No. 101, in: Risk Management and Insurance Review
What Do We Know About Market Discipline in Insurance?
Martin Eling
Version: 2011-10-30

No. 100, in: Variance
Do Underwriting Cycles Matter? An Analysis Based on Dynamic Financial Analysis
Martin Eling, Sebastian Marek
Version: 2011-10-30

No. 99, in: Insurance: Mathematics and Economics
Dependence Modelling in Non-Life Insurance Using the Bernstein Copula
Martin Eling, Dorothea Diers, Sebastian Marek
Version: 2011-10-30

No. 98, in: Insurance: Mathematics and Economics
Fitting Insurance Claims to Skewed Distributions: Are Skew-Normal and Skew-Student Good Models?
Martin Eling
Version: 2011-10-30

No. 97, in: European Journal of Operational Research
Organization and Efficiency in the International Insurance Industry: A Cross-frontier Analysis
Martin Eling, Christian Biener
Version: 2011-10-30

No. 96, in: The Journal of Risk Finance
The Multi-Year Non-Life Insurance Risk
Martin Eling, Dorothea Diers, Marc Linde, Christian Kraus
Version: 2011-10-30

No. 95, in: Journal of Risk and Insurance
What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market
Martin Eling, Dieter Kiesenbauer
Version: 2011-10-30

No. 94, in: European Journal of Operational Research
An Efficiency Comparison of the Non-life Insurance Industry in the BRIC Countries
Martin Eling, Wei Huang 
Version: 2011-10-30

No. 93 in: Journal of Banking and FInance
A Decision-Theoretic Foundation for Two-Parameter Performance Measures
Martin Eling, Frank Schuhmacher
Version: 2011-10-30

No. 92
Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies
Katja Müller, Hato Schmeiser, Joël Wagner
Version: 2011-09-11

No. 91, in: Journal of Risk and Insurance
The Impact of Private Equity on a Life Insurer's Capital Charges under Solvency II and the Swiss Solvency Test
Alexander Braun, Caroline Siegel, Hato Schmeiser
Version: 2012-02-13

No. 90 
To Buy or not to Buy Insurance? The Antecedents in the Decision-Making Process and the Influence of Consumer Attitudes and Perceptions
Carin Huber, Tobias Schlager
Version: 2011-09-06

No. 89
The Effects of Ratings on Financial Decision-Making
Carin Huber
Version: 2011-09-06

No. 88, in: Risk Management and Insurance Review
Comparison of Stakeholder Perspectives on current Regulatory and Reporting Reforms
Joël Wagner, Alexandra Zemp
Version: 2011-05-05

No. 87, in: European Journal of Operational Research
Stock. vs. Mutual Insurers: Who Does and Who Should Charge More?
Alexander Braun, Przemyslaw Rymaszewski, Hato Schmeiser
Version: 2014-06-23

No. 86, in: Journal of Risk Finance 
Model Uncertainty and its Impact on Solvency Measurement in Property-Liability Insurance
Hato Schmeiser, Caroline Siegel, Joël Wagner
Version: 2011-02-10

No. 85, in: European Journal of Finance
A Proposal for a Capital Market-Based Guaranty Scheme for the Financial Industry
Hato Schmeiser, Joël Wagner, Alexandra Zemp
Version: 2011-01-24 

No. 84, in: The Future of Insurance Regulation and Supervision
Insurance Guaranty Funds and Their Relation to Solvency Regulation
Przemyslaw Rymaszewski, Hato Schmeiser
Version: 2010-11-15

No. 83, in: Insurance: Mathematics and Economics
Risk Comparison of Different Bonus Distribution Approaches in Participating Life Insurance
Alexandra Zemp
Version: 2010-10-15 

No. 82
How Do Price Presentation Effects Influence Consumer Choice? The Case of Life Insurance Products
Nadine Gatzert, Carin Huber, Hato Schmeiser
Version: 2011-04-01 

No. 81, in: The Journal of Risk Finance
The Merits of Pooling Claims Revisitied 
Nadine Gatzert, Hato Schmeiser
Version: 2011-07-10

No. 80, in: The Journal of Risk and Insurance 
The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structures
Hato Schmeiser, Joël Wagner
Version: 2010-09-27

No. 79, in: Journal of Financial Perspectives 
Regulating Insurance Groups: A Comparison of Risk-Based Solvency Models
Hato Schmeiser, Caroline Siegel
Version: 2011-03-03

No. 78, in: Insurance: Mathematics and Economics
Pricing Catastrophe Swaps: A Contingent Claims Approach
Alexander Braun
Version: 2011-01-17 

No. 77, in: Insurance: Mathematics and Economics
A Joint Valuation of Premium Payment and Surrender Options in Particpating Life Insurance Contracts
Hato Schmeiser, Joël Wagner
Version: 2010-03-15

No. 76, in: Insurance: Mathematics and Economics 
A Benchmark Analysis of Participating Life Insurance Contracts
Roger Faust, Hato Schmeiser, Alexandra Zemp
Version: 2010-06-01

No. 75, in: The Journal of Risk and Insurance
Under What Conditions is an Insurance Guaranty Fund Beneficial for Policyholders?
Przemyslaw Rymaszewski, Hato Schmeiser, Joël Wagner
Version: 2010-05-06 

No. 74, in: Geneva Papers on Risk and Insurance
A Traffic Light Approach to Solvency Measurement of Swiss Occupational Pension Funds
Alexander Braun, Przemyslaw Rymaszewski, Hato Schmeiser
Version: 2010-02-15

No. 73, in: The Journal of Risk and Insurance
Performance and Risks of Open-End Life Settlement Funds
Alexander Braun, Nadine Gatzert, Hato Schmeiser
Version: 2009-12-01

No. 72, in: Journal of Banking & Finance
Efficiency in the International Insurance Industry: A Cross-Country Comparison
Martin Eling, Michael Luhnen
Version: 2009-11-01

No. 71, in: Journal of Risk Finance
What Drives the Demand for Industry Loss Warranties?
Nadine Gatzert, Hato Schmeiser
Version: 2009-11-30 

No. 70, in: Geneva Papers on Risk and Insurance
Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision
Martin Eling, Hato Schmeiser
Version: 2009-07-01

No. 69, in: Geneva Papers on Risk and Insurance
On the Valuation of Investment Guarantees in Unit-Linked Life Insurance: A Behavioral Perspective
Nadine Gatzert, Carin Huber, Hato Schmeiser
Version: 2010-05-01

No. 68
The Influence of Corporate Risk, Debt, and Diversification on Shareholder Value
Roger Faust
Version: 2009-07-01 

No. 67, in: Journal of Banking & Finance
The Performance of Hedge Funds and Mutual Funds in Emerging Markets
Martin Eling, Roger Faust
Version: 2010-01-20

No. 66, in: Risk Management & Insurance Review
The Secondary Market for Life Insurance in the U.K., Germany, and the U.S.: Comparison and Overview
Nadine Gatzert
Version: 2009-01-15

No. 65, in: North American Actuarial Journal 
Optimal Risk Classification and Underwriting Risk for Substandard Annuities
Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser
Version: 2009-03-15

No. 64, in: The Journal of Risk and Insurance
Creating Customer Value in Participating Life Insurance Contracts
Nadine Gatzert, Ines Holzmueller, Hato Schmeiser
Version: 2009-01-01

No. 63, in: Geneva Papers on Risk and Insurance
Determinants of Efficiency and Productivity in German Property-Liability Insurance: Evidence for 1995-2006
Michael Luhnen
Version: 2008-12-01

No. 62
Underwriting Cycles in German Property-Liability Insurance
Martin Eling, Michael Luhnen
Version: 2008-12-01 

No. 61, in: The Journal of Risk and Insurance
Understanding the Death Benefit Switch Option in Universal Life Policies
Nadine Gatzert, Gudrun Hoermann
Version: 2008-09-30 

No. 60, in: Geneva Risk and Insurance Review
Is there Market Discipline in the European Insurance Industry? An Analysis of the German Insurance Market
Martin Eling, Joan T. Schmit
Version: 2008-09-30 

No. 59, in: Geneva Papers on Risk and Insurance
The United States RBC Standards, Solvency II, and the Swiss Solvency Test: A Comparative Assessment
Ines Holzmüller
Version: 2008-09-30 

No. 58, in: Zeitschrift für die gesamte Versicherungswissenschaft
Understanding Price Competition in German Motor Insurance
Martin Eling, Michael Luhnen
Version: 2008-07-31 

No. 57, in: Journal of Insurance Regulation
An Overview and Comparison of Risk-Based Capital Standards
Martin Eling, Ines Holzmüller
Version: 2008-06-15 

No. 56, in: Geneva Papers on Risk and Insurance
Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry
Martin Eling, Michael Luhnen
Version: 2008-08-31 

No. 55
A Discussion of the Risk Assessment Methods for the German Automobile Insurance Industry
Thomas Parnitzke
Version: 2008-04-11 

No. 54, in: Journal of Risk and Insurance
The Impact of the Secondary Market on Life Insurers' Surrender Profits
Nadine Gatzert, Gudrun Hoermann, Hato Schmeiser
Version: 2008-05-01 

No. 53, in: Geneva Papers on Risk and Insurance
The Swiss Solvency Test and its Market Implications
Martin Eling, Nadine Gatzert, Hato Schmeiser
Version: 2008-02-29 

No. 52, in: Journal für Betriebswirtschaft
Customer Value from a Customer Perspective: A Comprehensive Review
Albert Graf, Peter Maas
Version: 2008-02-29 

No. 51, in: Insurance: Mathematics and Economics
Enhanced Annuities and the Impact of Individual Underwriting on an Insurer’s Profit Situation
Gudrun Hoermann, Jochen Russ
Version: 2008-01-10 

No. 50, in: Financial Markets and Portfolio Management (forthcoming)
On the Risk Situation of Financial Conglomerates: Does Diversification Matter?
Nadine Gatzert, Hato Schmeiser
Version: 2008-12-15 

No. 49, in: Financial Analysts Journal
Performance Measurement in the Investment Industry
Martin Eling
Version: 2008-01-10 

No. 48, in: Insurance: Mathematics and Economics
Minimum Standards for Investment Performance: A New Perspective on Non-Life Insurer Solvency
Martin Eling, Nadine Gatzert, Hato Schmeiser
Version: 2008-09-30 

No. 47, in: Kredit und Kapital
Wo investieren Distressed-Securities-Hedgefonds? Ein Asset-Based Style-Faktorenmodell
Georgi Bontschev, Martin Eling
Version: 2008-09-15 

No. 46, in: Journal of Banking & Finance
Combining Fair Pricing and Capital Requirements for Non-Life Insurance Companies
Nadine Gatzert, Hato Schmeiser
Version: 2007-08-16 

No. 45, in: Zeitschrift für die gesamte Versicherungswissenschaft
Auswirkungen von Enhanced Annuities auf den Bestand eines Versicherers
Gudrun Hoermann, Jochen Russ
Version: 2007-08-22 

No. 44
The Impact of Solvency II on Insurance Market Competition - An Economic Assessment
Stefan Schuckmann
Version: 2007-08-03 

No. 43, in: Zeitschrift für die gesamte Versicherungswissenschaft  
An Analysis of Pricing and Basis Risk for Industry Loss Warranties
Nadine Gatzert, Hato Schmeiser, Denis Toplek
Version: 2007-06-01 

No. 42, in: Zeitschrift für die gesamte Versicherungswissenschaft
Zur Integration heuristischer Managementstrategien in die Dynamische Finanzanalyse
Martin Eling, Thomas Parnitzke, Hato Schmeiser
Version: 2007-10-01 

No. 41
Deferred Annuity Contracts under Stochastic Mortality and Interest Rates: Pricing and Model Risk Assessment
Denis Toplek
Version: 2007-05-18 

No. 40, in: The Journal of Risk
Pricing and Performance of Mutual Funds: Lookback versus Interest Rate Gurantees
Nadine Gatzert, Hato Schmeiser
Version: 2008-04-30 

No. 39, in: Solvency II Handbook, London, hrsg. von M. Cruz
Risk Assessment of Life Insurance Contracts: A Comparative Study in a Lévy Framework
Nadine Gatzert, Stefan Kassberger
Version: 2007-10-08 

No. 38, in: Finanz Betrieb
Der Swiss Solvency Test: Ein Vorbild für Solvency II?
Martin Eling
Version: 2007-03-13 

No. 37, in: European Financial Management
Does Hedge Fund Performance Persist? Overview and New Empirical Evidence
Martin Eling
Version: 2008-08-01 

No. 36, in: Journal of Financial Services Marketing
Customer Value Analysis in Financial Services
Peter Maas, Albert Graf
Version: 2007-02-01 

No. 35, in: Financial Markets and Portfolio Management
Enterprise Risk Management in Financial Groups: Analysis of Risk Concentration and Default Risk
Nadine Gatzert, Hato Schmeiser, Stefan Schuckmann
Version: 2007-09-10 

No. 34, in: Journal of Risk and Insurance
Modeling and Management of Nonlinear Dependencies - Copulas in Dynamic Financial Analysis
Martin Eling, Denis Toplek
Version: 2009-08-01 

No. 33, in: Zeitschrift für die gesamte Versicherungswissenschaft
Implicit Options in Life Insurance: An Overview
Nadine Gatzert
Version: 2009-01-15 

No. 32, in: Finanz Betrieb
Wo sind die Grenzen des Marktwachstums von Hedgefonds?
Martin Eling
Version: 2006-10-11 

No. 31, in: Zeitschrift für die gesamte Versicherungswissenschaft
Das Shareholder-Value-Prinzip im Spannungsfeld von Theorie und Praxis
Hato Schmeiser
Version: 2006-09-11 

No. 30, in: Variance
Management Strategies and Dynamic Financial Analysis
Martin Eling, Thomas Parnitzke, Hato Schmeiser
Version: 2007-08-15 

No. 29, in: Journal of Banking & Finance
Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds?
Martin Eling, Frank Schuhmacher
Version: 2006-09-07 

No. 28, in: Insurance: Mathematics and Economics
Asset Management and Surplus Distribution Strategies in Life Insurance: An Examination with Respect to Risk Pricing and Risk Measurement
Nadine Gatzert
Version: 2007-09-30 

No. 27, in: Risk Management & Insurance Review
How Insurance Brokers Create Value - a Functional Approach
Peter Maas
Version: 2006-07-30 

No. 26, in: Zeitschrift für die gesamte Versicherungswissenschaft
Implicit Options in Life Insurance: Valuation and Risk Management
Nadine Gatzert, Hato Schmeiser
Version: 2006-09-13 

No. 25, in: Financial Markets and Portfolio Management
Performance Measurement of Hedge Funds Using Data Envelopment Analysis
Martin Eling
Version: 2006-11-30 

No. 24, in: Insurance: Mathematics and Economics
The Influence of Corporate Taxes on Pricing and Capital Structure in Property-Liability Insurance
Nadine Gatzert, Hato Schmeiser
Version: 2006-12-28 

No. 23, in: Zeitschrift für das gesamte Kreditwesen
Der Markt für Hedgefonds in Deutschland - Erfahrungen zwei Jahre nach Einführung des Investmentmodernisierungsgesetzes
Martin Eling
Version: 2006-06-06 

No. 22, in: Journal of Risk and Insurance
Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts
Nadine Gatzert, Hato Schmeiser
Version: 2006-12-01 

No. 21, in: Zeitschrift für die gesamte Versicherungswissenschaft
Das deutsche und schweizer Krankenversicherungssystem: Kosten, Leistungen und Anreizwirkungen aus Sicht der Versicherten
Martin Eling, Thomas Parnitzke
Version: 2006-04-05 

No. 20, in: Risk Management & Insurance Review
The Solvency II Process: Overview and Critical Analysis
Martin Eling, Hato Schmeiser, Joan T. Schmit
Version: 2005-12-08 

No. 19, in: Finanz Betrieb
Eine Analyse der Zeit- und Marktphasenstabilität von Hedgefonds-Renditen
Martin Eling
Version: 2005-12-12 

No. 18, in: Journal of Risk and Insurance
Analysis of Participating Life Insurance Contracts: A Unification Approach
Nadine Gatzert, Alexander Kling
Version: 2006-12-01 

No. 17, in: Financial Markets and Portfolio Management
Portfolio Management and Retirement: What is the Best Arragement for a Family?
Thomas Post, Helmut Gründl, Hato Schmeiser
Version: 2006-05-30 

No. 16, in: Risk Management & Insurance Review
Dynamic Financial Analysis: Classification, Conception, and Implementation
Martin Eling, Thomas Parnitzke
Version: 2005-12-08 

No. 15, in: International Journal of Service Industry Management
Changing Roles of Customers: Consequences for HRM
Albert Graf
Version: 2007-04-011 

No. 14, in: Zeitschrift für die gesamte Versicherungswissenschaft
Kapitalanlagepolitik und -performance der deutschen Lebensversicherer im Spannungsfeld von Buch- und Zeitwerten
Martin Eling
Version: 2006-03-01 

No. 13, in: BankArchiv (ÖBA)
Hedgefonds-Strategien - Systematisierung und Überblick
Martin Eling
Version: 2006-05-11 

No. 12, in: BankArchiv (ÖBA)
Finanzwirtschaftliche Garantien bei Investmentfondsprodukten und ihre bilanzielle Abbildung gemäss IFRS
Martin Eling, Hato Schmeiser
Version: 2007-05-11 

No. 11, in: Handbuch Solvency II, hrsg. von H. Gründl und H. Perlet, Berlin 2005
Interne Risikosteuerungsmodelle aus wissenschaftlicher Sicht
Anna Osetrova, Hato Schmeiser
Version: 2005-10-01 

No. 10, in: Kredit und Kapital
Hat die Wahl des Performancemasses einen Einfluss auf die Beurteilung von Hedgefonds-Indizes?
Martin Eling, Frank Schuhmacher
Version: 2005-10-01 

No. 9, in: Zeitschrift für Controlling und Management
Ist die Steuerung von Finanzdienstleistungsunternehmen durch Kapitalallokation sinnvoll?
Helmut Gründl, Hato Schmeiser
Version: 2006-12-01 

No. 8, in: Derivative Use, Trading & Regulation
Autocorrelation, Bias, and Fat Tails - Are Hedge Funds Really Attractive Investments?
Martin Eling
Version: 2005-10-27 

No. 7, in: Geneva Risk and Insurance Review
Analysis of Embedded Options in Individual Pension Schemes in Germany
Alexander Kling, Jochen Russ, Hato Schmeiser
Version: 2005-11-01 

No. 6, in: Die Betriebswirtschaft
Asset Liability Management in Finanzdienstleistungsunternehmen
Martin Eling, Thomas Parnitzke
Version: 2005-04-11 

No. 5, in: Regulierung von Versicherungen: Solvency II und Vermittlerrichtlinie -
Zweiter Nürnberger Versicherungstag 2004, hrsg. von A. Wambach und H. Herrmann
Interne Risikosteuerungsmodelle unter Solvency II
Hato Schmeiser
Version: 2005-04-11 

No. 4
Credit Scoring and the Sample Selection Bias
Thomas Parnitzke
Version: 2005-04-11 

No. 3, in: Journal of Risk and Insurance
Capital Allocation for Insurance Companies - What Good is it?
Helmut Gründl, Hato Schmeiser
Version: 2005-12-10 

No. 2, in: Financial Markets and Portfolio Management
The Parent Company Puzzle on the German Stock Market
Martin Eling, Frank Schuhmacher
Version: 2005-04-11 

No. 1, in: Risk Management & Insurance Review
Life Annuity Insurance versus Self-Annuitization: An Analysis from the Perspective of the Family
Hato Schmeiser, Thomas Post
Version: 2005-04-11

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