Lehrstuhl für Versicherungswirtschaft und Risikomanagement

The Market of Dynamic Hybrid Products in Germany: Concept, Risk-Return Profiles, and Market Overview (2013) Bohnert A Journal article, Original article On the Relevance of Premium Payment Schemes for the Performance of Mutual Funds with Investment Guarantees (2013) Gatzert N Journal article, Original article Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory (2013) Kellner R, Gatzert N Journal article, Original article Assessing the Model Risk with Respect to the Interest Rate Term Structure under Solvency II (2013) Martin M Journal article Valuation and Risk Assessment of Disability Insurance using a Discrete Time Trivariate Markov Renewal Reward Process (2013) Mägebier A Journal article New Life Insurance Financial Products (2013) Gatzert N, Schmeiser H Book chapter / Article in edited volumes The Impact of Natural Hedging on a Life Insurer's Risk Situation (2012) Gatzert N, Wesker H Journal article, Original article Quantifying Credit and Market Risk Under Solvency II: Standard Approach Versus Internal Model (2012) Gatzert N, Martin M Journal article, Original article Creating Customer Value in Participating Life Insurance (2012) Gatzert N, Holzmüller I, Schmeiser H Journal article, Original article Herausforderungen bei der Erzeugung von Szenarien für den Kapitalmarkt (2012) Gatzert N, Köck C, Voß J Journal article