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person:"Gatzert, Nadine"
~person:"Braun, Alexander"
~person:"Luciano, Elisa"
~subject:"Life insurance"
~type:"article"
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Search: subject_exact:"Versicherungstechnisches Risiko"
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Life insurance
Risikomodell
44
Risk model
44
Theorie
22
Theory
22
Lebensversicherung
21
Portfolio selection
13
Portfolio-Management
13
Mortality
11
Risikomanagement
11
Risk management
11
Sterblichkeit
11
EU-Versicherungsrecht
8
European insurance law
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Solvency II
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Kapitaleinkommen
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Natural disaster insurance
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Participating life insurance
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Risk-neutral valuation
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Adverse Selektion
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Adverse selection
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Asset management
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Basel Accord
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Basler Akkord
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Betriebliche Liquidität
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21
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Gatzert, Nadine
Braun, Alexander
Luciano, Elisa
Sherris, Michael
14
Schmeiser, Hato
9
Chen, An
8
Olivieri, Annamaria
7
Pitacco, Ermanno
7
Devolder, Pierre
6
Bohnert, Alexander
5
D'Amato, Valeria
5
Bauer, Daniel
4
Blake, David
4
Cairns, Andrew
4
Chan, Wai-Sum
4
Eling, Martin
4
Hanewald, Katja
4
Kleinow, Torsten
4
Kling, Alexander
4
Li, Johnny Siu-Hang
4
Regis, Luca
4
Born, Patricia
3
Buchardt, Kristian
3
Cipra, Tomáš
3
Coppola, Mariarosaria
3
Denuit, Michel
3
Diffouo, Pauline M. Ngugnie
3
Eckert, Johanna
3
Fong, Joelle H.
3
Haberman, Steven
3
Hoermann, Gudrun
3
Li, Hong
3
Loisel, Stéphane
3
MacMinn, Richard D.
3
Macdonald, Angus
3
Menzietti, Massimiliano
3
Milevsky, Moshe Arye
3
Orlando, Albina
3
Ruß, Jochen
3
Vigna, Elena
3
Yang, Sharon S.
3
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Insurance / Mathematics & economics
6
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
4
33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
1
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
1
ASTIN bulletin : the journal of the International Actuarial Association
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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ECONIS (ZBW)
21
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1
Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
Saved in:
2
An analysis of transaction costs in participating life insurance under mean-variance preferences
Gatzert, Nadine
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 185-197
Persistent link: https://www.econbiz.de/10011990634
Saved in:
3
Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa
;
Regis, Luca
;
Vigna, Elena
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
Saved in:
4
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Saved in:
5
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
Bohnert, Alexander
;
Gatzert, Nadine
;
Løchte …
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 83-97
Persistent link: https://www.econbiz.de/10010484826
Saved in:
6
Fair valuation and risk assessment of dynamic hybrid products in life insurance : a portfolio consideration
Bohnert, Alexander
;
Gatzert, Nadine
- In:
The Geneva papers on risk and insurance - issues and …
39
(
2014
)
1
,
pp. 148-172
Persistent link: https://www.econbiz.de/10010337081
Saved in:
7
The impact of private equity on a life insurer's capital charges under Solvency II and the Swiss Solvency Test
Braun, Alexander
;
Schmeiser, Hato
;
Siegel, Caroline <1983->
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 113-158
Persistent link: https://www.econbiz.de/10010340231
Saved in:
8
Mortality risk and its effect on shortfall and risk management in life insurance
Gatzert, Nadine
;
Wesker, Hannah
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 57-90
Persistent link: https://www.econbiz.de/10010340237
Saved in:
9
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
Luciano, Elisa
;
Regis, Luca
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 68-77
Persistent link: https://www.econbiz.de/10010366205
Saved in:
10
Dynamic hybrid products in life insurance : assessing the policyholders' viewpoint
Bohnert, Alexander
;
Born, Patricia
;
Gatzert, Nadine
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 87-99
Persistent link: https://www.econbiz.de/10010469171
Saved in:
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