| 2017 |
| No. 30 |
Diversification of Business Activities and Systemic Risk
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Christian Kubitza,
Fabian Regele
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|
2017 |
Kubitza, Christian ;
Regele, Fabian
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| 2017 |
| No. 29 |
Rising Interest Rates, Lapse Risk, and the Stability of Life Insurers
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Elia Berdin,
Helmut Gründl,
Christian Kubitza
|
|
2017 |
Berdin, Elia ;
Gründl, Helmut ;
Kubitza, Christian
|
| 2017 |
| No. 28 |
Scenario-Based Capital Requirements for the Interest Rate Risk of Insurance Companies
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Sebastian Schlütter
|
|
2017 |
Schlütter, Sebastian
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| 2017 |
| No. 27 |
Corporate Governance of Insurance Firms after Sovency II
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Michele Siri
|
|
2017 |
Siri, Michele
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| 2017 |
| No. 26 |
The Fair Surrender Value of a Tontine
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Jan-Hendrik Weinert
|
|
2017 |
Weinert, Jan-Hendrik
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| 2017 |
| No. 25 |
Transparency Aversion and Insurance Market Equilibria
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Irina Gemmo,
Mark Browne,
Helmut Gründl
|
|
2017 |
Gemmo, Irina ;
Browne, Mark ;
Gründl, Helmut
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| 2016 |
| No. 24 |
Life Insurance and Demographic Change: An Empirical Analysis of Surrender Decisions Based on Panel Data
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Irina Gemmo,
Martin Goetz
|
|
2016 |
Gemmo, Irina ;
Goetz, Martin
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| 2016 |
| No. 23 |
Interest Rate Risk, Longevity Risk and the Solvency of Life Insurers
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Elia Berdin
|
|
2016 |
Berdin, Elia
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| 2016 |
| No. 22 |
The Modern Tontine: An Innovative Instrument for Longevity Risk Management in an Aging Society
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Jan-Hendrik Weinert,
Helmut Gründl
|
|
2016 |
Weinert, Jan-Hendrik ;
Gründl, Helmut
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| 2016 |
| No. 21 |
A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers
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Elia Berdin,
Cosimo Pancaro (ECB),
Christoffer Kok (ECB)
|
|
2016 |
Berdin, Elia ;
Pancaro (ECB), Cosimo ;
Kok (ECB), Christoffer
|
| 2016 |
| No. 20 |
Systemic Risk and Late Resolution of Economic Shocks
|
Christian Kubitza,
Helmut Gründl
|
|
2016 |
Kubitza, Christian ;
Gründl, Helmut
|
| 2015 |
| No. 19 |
Insurance Activities and Systemic Risk
|
Elia Berdin,
Matteo Sottocornola
|
|
2015 |
Berdin, Elia ;
Sottocornola, Matteo
|
| 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 |
Niedrig, Tobias ;
Gründl, Helmut
|
| 2014 |
| No. 17 |
Market Reaction to Transparency: An Empirical Study on Life Insurance Demand in Europe
|
Ming Dong
|
|
2014 |
Dong, Ming
|
| 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 |
Berdin, Elia ;
Gründl, Helmut
|
| 2014 |
| No. 14 |
The Impact of Firm-Level Transparency on the Ex Ante Risk Decisions of Insurers: Evidence from an Empirical Study
|
Ming Dong
|
|
2014 |
Dong, Ming
|
| 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
|
|
2013 |
Stoyanova, Rayna ;
Gründl, Helmut
|
| 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 |
Dong, Ming ;
Gründl, Helmut ;
Schlütter, Sebastian
|
| 2012 |
| No. 11 |
Will Solvency II Market Risk Requirements Bite? The Impact of Solvency II on Insurers' Asset Allocation
|
Dirk Höring
|
|
2012 |
Höring, Dirk
|
| 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 |
Stoyanova, Rayna ;
Schlütter, Sebastian
|
| 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
|
|
2012 |
Fischer, Katharina ;
Schlütter, Sebastian
|
| 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 |
Schlütter, Sebastian ;
Gründl, Helmut
|
| 2011 |
| No. 7 |
Optimal Taxation in Non-life Insurance Markets
|
Sebastian Schlütter
|
|
2011 |
Schlütter, Sebastian
|
| 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 |
Zimmer, Anja ;
Gründl, Helmut ;
Schade, Christian D. ;
Glenzer, Franca
|
| 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 |
Höring, Dirk ;
Gründl, Helmut ;
Schlütter, Sebastian
|
| 2011 |
| No. 4 |
Life Care Annuities - Trick or Treat for Insurance Companies?
|
Tian Zhou-Richter,
Helmut Gründl
|
|
2011 |
Zhou-Richter, Tian ;
Gründl, Helmut
|
| 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 |
Schlütter, Sebastian
|
| 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 |
Höring, Dirk ;
Gründl, Helmut
|
| 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
|
|
2011 |
Hanewald, Katja ;
Post, Thomas ;
Gründl, Helmut
|