| 2019 |
| No. 35 |
Optimal Lifecycle Portfolio Choice with Natural Tontines under Systematic Longevity Risk (published in: Annals of Actuarial Science, 2020, 1–14.)
|
Irina Gemmo,
Ralph Rogalla,
Jan-Hendrik Weinert
|
|
2019 |
Gemmo, Irina ;
Rogalla, Ralph ;
Weinert, Jan-Hendrik
|
| 2019 |
| No. 34 |
Financial Literacy and Precautionary Insurance
|
Christian Kubitza
|
|
2019 |
Kubitza, Christian
|
| 2019 |
| No. 33 |
Sensitivity-implied tail-correlation matrices
|
Joachim Paulusch,
Sebastian Schlütter
|
|
2019 |
Paulusch, Joachim ;
Schlütter, Sebastian
|
| 2018 |
| No. 32 |
Constrained Efficient Equilibria in Selection Markets With Continuous Types (Published in: Journal of Public Economics, Volume 190, October 2020, 104237)
|
Irina Gemmo,
Christian Kubitza,
Casey Rothschild
|
|
2018 |
Gemmo, Irina ;
Kubitza, Christian ;
Rothschild, Casey
|
| 2018 |
| No. 31 |
The Pitfalls of Central Clearing in the Presence of Systematic Risk
|
Christian Kubitza,
Loriana Pelizzon,
Mila Getmansky Sherman
|
|
2018 |
Kubitza, Christian ;
Pelizzon, Loriana ;
Getmansky Sherman, Mila
|
| 2017 |
| No. 30 |
Insurance Business Diversification and Systemic Risk
|
Fabian Regele
|
|
2017 |
Regele, Fabian
|
| 2017 |
| No. 29 |
Rising Interest Rates and Liquidity Risk in the Life Insurance Sector
|
Elia Berdin,
Helmut Gründl,
Christian Kubitza
|
|
2017 |
Berdin, Elia ;
Gründl, Helmut ;
Kubitza, Christian
|
| 2017 |
| No. 28 |
Scenario-based Measurement of Interest Rate Risks
|
Sebastian Schlütter
|
|
2017 |
Schlütter, Sebastian
|
| 2017 |
| No. 27 |
Corporate Governance of Insurance Firms after Sovency II
|
Michele Siri
|
|
2017 |
Siri, Michele
|
| 2017 |
| No. 26 |
The Fair Surrender Value of a Tontine
|
Jan-Hendrik Weinert
|
|
2017 |
Weinert, Jan-Hendrik
|
| 2017 |
| No. 25 |
Privacy Concerns in Insurance Markets: Implications for Market Equilibria and Social Welfare
|
Irina Gemmo,
Mark Browne,
Helmut Gründl
|
|
2017 |
Gemmo, Irina ;
Browne, Mark ;
Gründl, Helmut
|
| 2016 |
| No. 24 |
Life Insurance and Demographic Change: An Empirical Analysis of Surrender Decisions Based on Panel Data
|
Irina Gemmo,
Martin Goetz
|
|
2016 |
Gemmo, Irina ;
Goetz, Martin
|
| 2016 |
| No. 23 |
Interest Rate Risk, Longevity Risk and the Solvency of Life Insurers
|
Elia Berdin
|
|
2016 |
Berdin, Elia
|
| 2016 |
| No. 22 |
The Modern Tontine: An Innovative Instrument for Longevity Risk Management in an Aging Society (published in: European Actuarial Journal)
|
Jan-Hendrik Weinert,
Helmut Gründl
|
|
2016 |
Weinert, Jan-Hendrik ;
Gründl, Helmut
|
| 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 |
Berdin, Elia ;
Pancaro (ECB), Cosimo ;
Kok (ECB), Christoffer
|
| 2016 |
| No. 20 |
Tackling the Volatility Paradox: Persistence and Systemic Risk
|
Christian Kubitza
|
|
2016 |
Kubitza, Christian
|
| 2015 |
| No. 19 |
Insurance Activities and Systemic Risk
|
Elia Berdin,
Matteo Sottocornola
|
|
2015 |
Berdin, Elia ;
Sottocornola, Matteo
|
| 2014 |
| No. 17 |
Market Reaction to Transparency: An Empirical Study on Life Insurance Demand in Europe
|
Ming Dong
|
|
2014 |
Dong, Ming
|
| 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
|
| 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. 7 |
Optimal Taxation in Non-life Insurance Markets (Published in: The Geneva Risk and Insurance Review, Vol. 44, 2019, 1-26.)
|
Sebastian Schlütter
|
|
2011 |
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
|