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1by Gatzert, Nadine Published in European management journal (01.12.2015)“...Corporate reputation and reputation risk are becoming increasingly relevant for firms, also caused by its relevance for firm value. In this context, this paper...”
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2by Gatzert, Nadine Published in Insurance, mathematics & economics (01.03.2019)“...Transaction costs with respect to distribution and administration play a crucial role for the performance of participating life insurance products. The aim of...”
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3“...The considerable amount of required infrastructure and renewable energy investments expected in the forthcoming years also implies an increasingly relevant...”
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5“...In 2017, insurers in the European Union disclosed their Solvency and Financial Condition Reports (SFCRs) according to the third pillar of Solvency II for the...”
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6“...It has been shown in the empirical literature that operational losses of financial firms can cause severe reputational losses, which, however, are typically...”
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7by Eckert, Christian Gatzert, Nadine Heidinger, Dinah Published in Insurance, mathematics & economics (01.07.2020)“...The aim of this paper is to propose the first mathematical model for spillover effects caused by operational losses and to calibrate it based on an extensive...”
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8by Gatzert, Nadine Kosub, Thomas Published in International journal of energy sector management (03.04.2017)“...Purpose Policy or regulatory risks represent one of the major barriers for renewable energy investments, especially against the background of several...”
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9by Gatzert, Nadine Pokutta, Sebastian Vogl, Nikolai Published in The Journal of risk and insurance (01.03.2019)“...ABSTRACT Index‐linked catastrophe loss instruments have become increasingly attractive for investors and play an important role in risk management. Their...”
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10Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory“...This paper studies the empirical quantification of basis risk in the context of index-linked hedging strategies. Basis risk refers to the risk of non-payment...”
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11by Gatzert, Nadine Published in The journal of risk finance (04.11.2013)“...Purpose – In financial planning, customers are typically confronted with choosing a premium payment scheme when investing in a mutual fund, which is often...”
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12by Krömer, Sarah Gatzert, Nadine Published in International journal of energy sector management (05.11.2018)“...Purpose The purpose of this paper is to study investments in renewable energy projects which are jointly operated with an energy storage system, with...”
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13by Nadine Gatzert Joan T. Schmit Andreas Kolb Published in The Journal of risk and insurance (01.09.2016)“...Reputation risk is becoming increasingly important, especially with the rapidly growing influence of social media, heightened scrutiny on reputation risk by...”
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14“...Purpose – The purpose of this paper is to present a coherent and effective enterprise risk management (ERM) framework that includes necessary steps and...”
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15“...Purpose Financial firms announcing large operational losses have empirically been shown to cause significant negative spillover effects in other non-announcing...”
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16“...Even though insurers predominantly invest in bonds, credit risk associated with government and corporate bonds has long not been a focus in their risk...”
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17“...Operational risk can substantially impact an insurer's risk situation and is now increasingly in the focus of insurance companies, especially due to new...”
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18by Eckert, Johanna Gatzert, Nadine Martin, Michael Published in Insurance, mathematics & economics (01.11.2016)“...In participating life insurance, management decisions regarding the asset composition can substantially impact the value of a policy from the policyholders’...”
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19“...Mortality risk is a key risk factor for life insurance companies and can have a crucial impact on its risk situation. In general, mortality risk can be divided...”
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20“...This paper examines the impact of three surplus appropriation schemes often inherent in participating life insurance contracts on the insurer’s shortfall risk...”