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Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem; Prigent, Jean-Luc - In: European journal of operational research : EJOR 269 (2018) 1, pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
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Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben; Prigent, Jean-Luc - In: European journal of operational research : EJOR 236 (2014) 1, pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
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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
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A comparative assessment of Basel II/III and solvency II
Gatzert, Nadine; Wesker, Hannah - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 3, pp. 539-570
Persistent link: https://www.econbiz.de/10009675304
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The impact of corporate reputation and reputation damaging events on financial performance : empirical evidence from the literature
Gatzert, Nadine - In: European management journal 33 (2015) 6, pp. 485-499
Persistent link: https://www.econbiz.de/10011436660
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On path-dependent structured funds : complexity does not always pay : Asian versus average performance funds
Bertrand, Philippe; Prigent, Jean-Luc - In: Finance : revue de l'Association Française de Finance 37 (2015) 2, pp. 67-105
Persistent link: https://www.econbiz.de/10011615586
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Assessing the risks of insuring reputation risk
Gatzert, Nadine; Schmit, Joan Therese; Kolb, Andreas - In: The journal of risk and insurance : the journal of the … 83 (2016) 3, pp. 641-679
Persistent link: https://www.econbiz.de/10011561297
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Supporting strategic success through enterprise-wide reputation risk management
Gatzert, Nadine; Schmit, Joan Therese - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 26-45
Persistent link: https://www.econbiz.de/10011537418
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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
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Determinants of policy risks of renewable energy investments
Gatzert, Nadine; Kosub, Thomas - In: International journal of energy sector management : IJESM 11 (2017) 1, pp. 28-45
Persistent link: https://www.econbiz.de/10011704820