Nadine Gatzert

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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