2023 | No. 52

Stage-Based Identification of Policy Effects

Christian Alemán, Christopher Busch, Alexander Ludwig, and Raul Santaeulàlia-Llopis

2023 | No. 50

Discretionary Decisions in Capital Requirements under Solvency II

Nicolaus Grochola & Sebastian Schlütter
accepted for publication in: The Geneva Papers on Risk and Insurance - Issues and Practice (2024)

2021 | No. 40

Asset Concentration Risk and Insurance Solvency Regulation

co-authored by Helmut Gründl and Fabian Regele, has been accepted for publication in: Journal of Insurance Regulation (2024).

2021 | No. 39

Exploring the market risk profiles of U.S. and European stock insurers

Nicolaus Grochola, Mark Browne, Helmut Gründl, Sebastian Schlütter
published in: Risk Management & Insurance Review, 1–55. https://doi.org/10.1111/rmir.12248

2021 | No. 37

The Long-Term Distributional and Welfare Effects of Covid-19 School Closures

Nicola Fuchs-Schündeln, Dirk Krueger, Alexander Ludwig, Irina Popova
published in: The Economic Journal, Vol. 12 No. 645, pp. 1647-1683 (2022)

2019 | No. 35

Optimal Lifecycle Portfolio Choice with Natural Tontines under Systematic Longevity Risk

Irina Gemmo, Ralph Rogalla, Jan-Hendrik Weinert
published in: Annals of Actuarial Science, Vol. 14 No. 2, pp. 302-315 (2020)

2019 | No. 33

Sensitivity-implied tail-correlation matrices

Joachim Paulusch, Sebastian Schlütter
published in: Journal of Banking & Finance, Vol. 134 (2022)

2018 | No. 32

Constrained Efficient Equilibria in Selection Markets With Continuous Types

Irina Gemmo, Christian Kubitza, Casey Rothschild
published in: Journal of Public Economics, Vol. 190 (2020)

2017 | No. 30

Insurance Business Diversification and Systemic Risk

Fabian Regele
published in: Journal of Insurance Regulation, Vol. 41 (2022)

2017 | No. 28

Scenario-based Measurement of Interest Rate Risks

Sebastian Schlütter
published in: Journal of Risk Finance, Vol. 22 No. 1, pp. 56-77 (2021)

2017 | No. 27

Corporate Governance of Insurance Firms after Sovency II

Michele Siri
published in: Marano, P., Siri, M. (eds) Insurance Regulation in the European Union. Palgrave Macmillan, Cham, pp. 129–177 (2017)

2016 | No. 22

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

Jan-Hendrik Weinert, Helmut Gründl
published in: European Acturial Journal, Vol. 11, pp. 49-86 (2021)