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Prof. Dr. Nadine Gatzert
List of publications:
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Fachbereich Wirtschaftswissenschaften
Lehrstuhl für Versicherungswirtschaft und Risikomanagement
Rechts- und Wirtschaftswissenschaftliche Fakultät
Overview
Award(s)
(13)
Project Leads
(7)
Publications
(103)
Activities
(10)
Types of publications
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Journal article
Journal article
Book chapter / Article in edited volumes
Book chapter / Article in edited volumes
Authored book
Authored book
Translation
Translation
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Thesis
Edited Volume
Edited Volume
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Conference contribution
Other publication type
Other publication type
Unpublished / Preprint
Unpublished / Preprint
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Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory (2013)
Kellner R, Gatzert N
Journal article, Original 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
Optimal Risk Classification with an Application to Substandard Annuities (2012)
Gatzert N, Schmitt-Hoermann G, Schmeiser H
Journal article, Original article
A Comparative Assessment of Basel II/III and Solvency II (2012)
Gatzert N, Wesker H
Journal article, Original article
Analyzing Surplus Appropriation Schemes in Participating Life Insurance from the Insurer's and the Policyholder's Perspective (2012)
Bohnert A, Gatzert N
Journal article, Original article
Performance and Risks of Open-End Life Settlement Funds (2012)
Braun A, Gatzert N, Schmeiser H
Journal article, Original article
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