Nadine Gatzert

Available identifiers

zbMath Open gatzert.nadineMaRDI QIDQ506078

List of research outcomes

Publication	Date of Publication	Type
The impact of dependencies between climate risks on the asset and liability side of non-life insurers	2024-06-04	Paper
Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach	2021-06-03	Paper
Empirically assessing and modeling spillover effects from operational risk events in the insurance industry	2020-08-03	Paper
The Impact of Disability Insurance on a Portfolio of Life Insurances	2019-05-28	Paper
An analysis of transaction costs in participating life insurance under mean-variance preferences	2019-03-28	Paper
On risk charges and shadow account options in pension funds	2018-07-11	Paper
Risk- and value-based management for non-life insurers under solvency constraints	2018-05-30	Paper
Equity-linked life insurance based on traditional products: the case of select products	2018-01-12	Paper
Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms	2017-01-31	Paper
Assessing inflation risk in non-life insurance	2016-01-05	Paper
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes	2015-03-13	Paper
Dynamic hybrid products in life insurance: assessing the policyholders' viewpoint	2015-02-03	Paper
Optimal Risk Classification with an Application to Substandard Annuities	2014-07-19	Paper
Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective	2012-04-18	Paper
Minimum standards for investment performance: a new perspective on non-life insurer solvency	2012-02-10	Paper
The influence of non-linear dependencies on the basis risk of industry loss warranties	2011-08-01	Paper
Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement	2009-01-28	Paper
The influence of corporate taxes on pricing and capital structure in property-liability insurance	2008-08-22	Paper

Research outcomes over time

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