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  • Your search results: "Gatzert, Nadine"
Showing 1 - 20 results of 188 for search '"Gatzert, Nadine"', query time: 1.67s Narrow search
  • 1
    Cover Image Journal Article
    The impact of corporate reputation and reputation damaging events on financial performance: Empirical evidence from the literature
    by 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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  • 2
    Cover Image Journal Article
    An analysis of transaction costs in participating life insurance under mean–variance preferences
    by 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
    Cover Image Journal Article
    Evaluating investments in renewable energy under policy risks
    by Gatzert, Nadine   Vogl, Nikolai Published in Energy policy (01.08.2016)
    “...The considerable amount of required infrastructure and renewable energy investments expected in the forthcoming years also implies an increasingly relevant...”
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  • 4
    Cover Image Journal Article
    Determinants and value of enterprise risk management: empirical evidence from Germany
    by Lechner, Philipp   Gatzert, Nadine Published in The European journal of finance (03.07.2018)
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  • 5
    Cover Image Journal Article
    An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry
    by Gatzert, Nadine   Heidinger, Dinah Published in The Journal of risk and insurance (01.06.2020)
    “...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
    Cover Image Journal Article
    Modeling operational risk incorporating reputation risk: An integrated analysis for financial firms
    by Eckert, Christian   Gatzert, Nadine Published in Insurance, mathematics & economics (01.01.2017)
    “...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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  • 7
    Cover Image Journal Article
    Empirically assessing and modeling spillover effects from operational risk events in the insurance industry
    by 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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  • 8
    Cover Image Journal Article
    Determinants of policy risks of renewable energy investments
    by 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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  • 9
    Cover Image Journal Article
    CONVERGENCE OF CAPITAL AND INSURANCE MARKETS: CONSISTENT PRICING OF INDEX‐LINKED CATASTROPHE LOSS INSTRUMENTS
    by 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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  • 10
    Cover Image Journal Article
    Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
    by Kellner, Ralf   Gatzert, Nadine Published in Journal of banking & finance (01.11.2013)
    “...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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  • 11
    Cover Image Journal Article
    On the relevance of premium payment schemes for the performance of mutual funds with investment guarantees
    by 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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  • 12
    Cover Image Journal Article
    Renewable energy investments with storage: a risk-return analysis
    by 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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  • 13
    Cover Image Journal Article
    Assessing the Risks of Insuring Reputation Risk
    by 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
    Cover Image Journal Article
    Supporting strategic success through enterprise-wide reputation risk management
    by Gatzert, Nadine   Schmit, Joan Published in The journal of risk finance (18.01.2016)
    “...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
    Cover Image Journal Article
    The impact of spillover effects from operational risk events: a model from a portfolio perspective
    by Eckert, Christian   Gatzert, Nadine Published in The journal of risk finance (18.03.2019)
    “...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
    Cover Image Journal Article
    Quantifying credit and market risk under Solvency II: Standard approach versus internal model
    by Gatzert, Nadine   Martin, Michael Published in Insurance, mathematics & economics (01.11.2012)
    “...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
    Cover Image Journal Article
    Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective
    by Nadine Gatzert   Andreas Kolb Published in The Journal of risk and insurance (01.09.2014)
    “...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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  • 18
    Cover Image Journal Article
    Valuation and risk assessment of participating life insurance in the presence of credit risk
    by 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
    Cover Image Journal Article
    Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance
    by Nadine Gatzert   Hannah Wesker Published in The Journal of risk and insurance (01.03.2014)
    “...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
    Cover Image Journal Article
    Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective
    by Bohnert, Alexander   Gatzert, Nadine Published in Insurance, mathematics & economics (2012)
    “...This paper examines the impact of three surplus appropriation schemes often inherent in participating life insurance contracts on the insurer’s shortfall risk...”
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