Year No. Title Author Source YearData AuthorData
2022  | No. 45

Responsible investments in life insurers’ optimal portfolios under solvency constraints

Sebastian Schlütter, Emmanuel S. Fianu, Helmut Gründl
2021  | No. 44

Matching and Sorting across Regions

Chiara Lacava
2021  | No. 43

Investor-Driven Corporate Finance: Evidence from Insurance Markets

Christian Kubitza
2021  | No. 42

Life Insurance Convexity

Christian Kubitza, Nicolaus Grochola, Helmut Gründl
2021  | No. 41

The Fiscal and Welfare Effects of Policy Responses to the Covid-19 School Closures

Nicola Fuchs-Schündeln, Dirk Krueger, Andre Kurmann, Etienne Lale, Alexander Ludwig, Irina Popova
2021  | No. 40

Asset Concentration Risk and Insurance Solvency Regulation

Fabian Regele, Helmut Gründl
2021  | No. 39

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

Nicolaus Grochola, Mark Browne, Helmut Gründl, Sebastian Schlütter
2021  | No. 38

Who Saves More, the Naive or the Sophisticated Agent

Alexander Ludwig, Max Groneck, Alexander Zimper
2021  | No. 37

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

Nicola Fuchs-Schündeln, Dirk Krueger, Alexander Ludwig, Irina Popova
2021  | No. 36

Higher-Order Income Risk Over the Business Cycle

Alexander Ludwig, Christopher Busch
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  | No. 34

Financial Literacy and Precautionary Insurance

Christian Kubitza
2019  | No. 33

Sensitivity-implied tail-correlation matrices (published in Journal of Banking & Finance, forthcoming)

Joachim Paulusch, Sebastian Schlütter
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  | No. 31

The Pitfalls of Central Clearing in the Presence of Systematic Risk

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

Insurance Business Diversification and Systemic Risk (published in Journal of Insurance Regulation, 2022, Volume 41)

Fabian Regele
2017  | No. 29

Rising Interest Rates and Liquidity Risk in the Life Insurance Sector

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

Scenario-based Measurement of Interest Rate Risks (published in: Journal of Risk Finance, Vol. 22 No. 1, pp. 56-77)

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

Privacy Concerns in Insurance Markets: Implications for Market Equilibria and Social Welfare

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 (published in: European Actuarial Journal)

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

Tackling the Volatility Paradox: Persistence and Systemic Risk

Christian Kubitza
2015  | No. 19

Insurance Activities and Systemic Risk

Elia Berdin, Matteo Sottocornola
2014  | No. 17

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

Ming Dong
2014  | No. 14

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

Ming Dong
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. 7

Optimal Taxation in Non-life Insurance Markets (Published in: The Geneva Risk and Insurance Review, Vol. 44, 2019, 1-26.)

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