Professor for Quantitative Methods, University of Applied Sciences Mainz

Research Interests

(Quantitative) Risk Management
Investment Strategies, Portfolio Theory
Regulation of Insurance Companies / Solvency II


Published Articles

Schlütter, S. (2019), “Optimal Taxation in Non-life Insurance Markets”, The Geneva Risk and Insurance Review, Vol. 44, No. 1, 1-26

Höring, D., Gründl, H. and Schlütter, S. (2016), “Impediment of Communication in Financial Institutions: Implications for the Risk Management Organization”, The Geneva Risk and Insurance Review, Vol. 41, No. 2, 193-224

Fischer K. und S. Schlütter (2015), “Optimal Investment Strategies for Insurance Companies when Capital Requirements are Imposed by a Standard Formula”, The Geneva Risk and Insurance Review, Vol. 40, 15–40

Schlütter, S. (2014), “Capital Requirements or Pricing Constraints? - An Economic Analysis of Measures for Insurance Regulation”, The Journal of Risk Finance, Vol. 15, Iss. 5, pp.533-554

Schlütter, S. und H. Gründl (2012), “Who Benefits from Building Insurance Groups? A Welfare Analysis of Optimal Group Capital Management”, The Geneva Papers on Risk and Insurance – Issues and Practice, Vol. 37 (2012), pp. 571-593

Working Papers

Schlütter, S. and J. Paulusch (2019), „Making the Square-Root Formula Compatible with Capital Allocation”, ICIR Working Paper No. 33

Schlütter, S. (2018), „Scenario-Based Capital Requirements for Interest Rate Risk of Insurance Companies”, ICIR Working Paper No. 28

Curriculum Vitae