Year No. Title Author Source YearData AuthorData
2018  | No. 32

The Existence of the Miyazaki-Wilson-Spence Equilibrium with Continuous Type Distributions

Irina Gemmo, Christian Kubitza, Casey Rothschild
2018  | No. 31

The Pitfalls of Central Clearing in the Presence of Systematic Risk

Christian Kubitza, Loriana Pelizzon, Mila Getmansky Sherman
2017  | No. 30

Diversification of Business Activities and Systemic Risk

Christian Kubitza, Fabian Regele
2017  | No. 29

Rising Interest Rates, Lapse Risk, and the Stability of Life Insurers

Elia Berdin, Helmut Gründl, Christian Kubitza
2017  | No. 28

Scenario-Based Capital Requirements for the Interest Rate Risk of Insurance Companies

Sebastian Schlütter
2017  | No. 27

Corporate Governance of Insurance Firms after Sovency II

Michele Siri
2017  | No. 26

The Fair Surrender Value of a Tontine

Jan-Hendrik Weinert
2017  | No. 25

Transparency Aversion and Insurance Market Equilibria

Irina Gemmo, Mark Browne, Helmut Gründl
2016  | No. 24

Life Insurance and Demographic Change: An Empirical Analysis of Surrender Decisions Based on Panel Data

Irina Gemmo, Martin Goetz
2016  | No. 23

Interest Rate Risk, Longevity Risk and the Solvency of Life Insurers

Elia Berdin
2016  | No. 22

The Modern Tontine: An Innovative Instrument for Longevity Risk Management in an Aging Society

Jan-Hendrik Weinert, Helmut Gründl
2016  | No. 21

A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers

Elia Berdin, Cosimo Pancaro (ECB), Christoffer Kok (ECB)
2016  | No. 20

Systemic Risk and Late Resolution of Economic Shocks

Christian Kubitza, Helmut Gründl
2015  | No. 19

Insurance Activities and Systemic Risk

Elia Berdin, Matteo Sottocornola
2014  | No. 18

The Effects of Contingent Convertible (CoCo) Bonds on Insurers' Capital Requirements under Solvency II (Published in "The Geneva Papers", Vol. 40, 2015, 416-443.)

Tobias Niedrig, Helmut Gründl
2014  | No. 17

Market Reaction to Transparency: An Empirical Study on Life Insurance Demand in Europe

Ming Dong
2014  | No. 15

The Effects of a Low Interest Rate Environment on Life Insurers (Published in "The Geneva Papers", Vol. 40, 2015, 385-415.)

Elia Berdin, Helmut Gründl
2014  | No. 14

The Impact of Firm-Level Transparency on the Ex Ante Risk Decisions of Insurers: Evidence from an Empirical Study

Ming Dong
2013  | No. 13

Solvency II: A Driver for Mergers and Acquisitions? (Published in "The Geneva Papers on Risk and Insurance", Vol. 39, 2014, 417-439.)

Rayna Stoyanova, Helmut Gründl
2012  | No. 12

Is the Risk-based Mechanism Always Better? The Risk-shifting Behavior of Insurers under Different Insurance Guarantee Schemes (Published in "Journal of Insurance Issues", Vol. 38, 2015, 72-95.)

Ming Dong, Helmut Gründl, Sebastian Schlütter
2012  | No. 11

Will Solvency II Market Risk Requirements Bite? The Impact of Solvency II on Insurers' Asset Allocation

Dirk Höring
2012  | No. 10

Safety versus Affordability as Targets of Insurance Regulation: A Welfare Approach (Published in "Journal of Insurance Regulation", Vol. 34, 2015)

Rayna Stoyanova, Sebastian Schlütter
2012  | No. 9

Optimal Investment Strategies for Insurance Companies in the Presence of Standardised Capital Requirements (Published in "The Geneva Risk and Insurance Review", Vol. 40, 2015, 15-40.)

Katharina Fischer, Sebastian Schlütter
2011  | No. 8

Who Benefits from Building Insurance Groups? A Welfare Analysis based on Optimal Group Risk Management (Published in "The Geneva Papers on Risk and Insurance – Issues and Practice", Vol. 37, 2012, 571-593.)

Sebastian Schlütter, Helmut Gründl
2011  | No. 7

Optimal Taxation in Non-life Insurance Markets

Sebastian Schlütter
2011  | No. 6

An Incentive-Compatible Experiment on Probabilistic Insurance and Implications for an insurer's solvency level (Published in "The Journal of Risk and Insurance")

Anja Zimmer, Helmut Gründl, Christian D. Schade, Franca Glenzer
2011  | No. 5

Impediment of Communication in Financial Institutions: Implications for the Risk Management Organization (Published in "The Geneva Risk and Insurance Review", DOI: 10.1057/s10713-016-0015-y)

Dirk Höring, Helmut Gründl, Sebastian Schlütter
2011  | No. 4

Life Care Annuities - Trick or Treat for Insurance Companies?

Tian Zhou-Richter, Helmut Gründl
2011  | No. 3

Capital Requirements or Pricing Constraints? An Economic Analysis of Measures for Insurance Regulation (Published in "The Journal of Risk Finance", Vol. 15, 2014, 533-554.)

Sebastian Schlütter
2011  | No. 2

Investigating Risk Disclosure Practices in the European Insurance Industry (Published in "The Geneva Papers on Risk and Insurance", Vol. 36, 2011, 380-413.)

Dirk Höring, Helmut Gründl
2011  | No. 1

Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency (Published in "The Geneva Papers on Risk and Insurance", Vol. 36, 2011, 458-475.)

Katja Hanewald, Thomas Post, Helmut Gründl