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person:"Gatzert, Nadine"
~person:"Luciano, Elisa"
~type:"article"
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Search: subject_exact:"Versicherungstechnisches Risiko"
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33
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33
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Gatzert, Nadine
Luciano, Elisa
Schmeiser, Hato
23
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22
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21
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20
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19
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Insurance / Mathematics & economics
9
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6
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
6
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2
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
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ECONIS (ZBW)
33
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1
The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Bockius, Heike
;
Gatzert, Nadine
- In:
The journal of risk finance : JRF
23
(
2022
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10013370544
Saved in:
2
The fluctuations of insurers' risk appetite
Luciano, Elisa
;
Rochet, Jean-Charles
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543144
Saved in:
3
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:
4
Sustainability risks & opportunities in the insurance industry
Gatzert, Nadine
;
Reichel, Philipp
;
Zitzmann, Armin
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
109
(
2020
)
5
,
pp. 311-331
Persistent link: https://www.econbiz.de/10012517615
Saved in:
5
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:
6
Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna
;
Gatzert, Nadine
- In:
European journal of operational research : EJOR
266
(
2018
)
2
,
pp. 761-774
Persistent link: https://www.econbiz.de/10011811930
Saved in:
7
Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms
Eckert, Christian
;
Gatzert, Nadine
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011694399
Saved in:
8
Basis risk in static versus dynamic longevity-risk hedging
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 343-365
Persistent link: https://www.econbiz.de/10011772167
Saved in:
9
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:
10
Insurers' investment in infrastructure : overview and treatment under solvency II
Gatzert, Nadine
;
Kosub, Thomas
- In:
The Geneva papers : 40 years at the cutting edge of …
,
(pp. 74-101)
.
2016
Persistent link: https://www.econbiz.de/10011477491
Saved in:
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