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Portfolio optimization under Solvency II : implicit constraints imposed by the market risk standard formula

Braun, Alexander; Schmeiser, Hato; Schreiber, Florian - In: The journal of risk and insurance : the journal of the … 84 (2017) 1, pp. 177-207

Persistent link: https://www.econbiz.de/10011658204

Heterogeneous premiums for homogeneous risks? : asset liability management under default probability and price-demand functions

Klein, Florian; Schmeiser, Hato - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 2, pp. 276-297

Persistent link: https://www.econbiz.de/10012180621

Asset-liability management for long-term insurance business

Albrecher, Hansjörg; Bauer, Daniel; Embrechts, Paul; … - 2017

This is a summary of the main topics and findings from the Swiss Risk and Insurance Forum 2017. That event gathered experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss past and current developments as well as future perspectives in dealing with...

Persistent link: https://www.econbiz.de/10011875661

Solvency II's market risk standard formula : how credible is the proclaimed ruin probability?

Braun, Alexander; Schmeiser, Hato; Schreiber, Florian - In: The journal of insurance issues : official journal of … 38 (2015) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10011380743

Hybrid-Rückversicherungskontrakte : grundsätzliche Überlegungen und Preiskalkulation

Schmeiser, Hato; Gründl, Helmut - 1999

Persistent link: https://www.econbiz.de/10001468533

On the pricing of double-trigger reinsurance products

Schmeiser, Hato; Gründl, Helmut - 2000 - Rev. version

Persistent link: https://www.econbiz.de/10001490291

Capital allocation for insurance companies : what good is it?

Gründl, Helmut; Schmeiser, Hato - 2003

Persistent link: https://www.econbiz.de/10001827226

Management von Finanzkonglomeraten : Diversifikation, Risikokonzentration und Conglomerate Discount

Gatzert, Nadine; Schmeiser, Hato - In: Versicherungswirtschaft : Magazin für Führungskräfte … 63 (2008) 24, pp. 2067-2071

Persistent link: https://www.econbiz.de/10003786077

The impact of the secondary market on life insurers' surrender profits

Gatzert, Nadine; Hoermann, Gudrun; Schmeiser, Hato - In: 35th Seminar of the European Group of Risk and …, (pp. 1-22). 2008

Persistent link: https://www.econbiz.de/10003852398

On the risk situation of financial conglomerates : does diversification matter?

Gatzert, Nadine; Schmeiser, Hato - 2008

Persistent link: https://www.econbiz.de/10003903222

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