Publications

Refereed Journal Publications (double-blind review)

  1. Forecasting the next likely purchase events of insurance customers: A case study on the value of data-rich multichannel environments, in: International Journal of Bank Marketing, forthcoming (with S. Mau and I. Pletikosa Cvijikj)
  2. What Customer, Policy and Distribution Characteristics Drive the Development of Insurance Customer Relationships? – A Case Study Analysis, in: International Journal of Bank Marketing, forthcoming (with Y. Staudt)
  3. Profitability and Growth in Motor Insurance Business – Empirical Evidence from Germany, in: The Geneva Papers on Risk and Insurance – Issues and Practice, forthcoming (with L. Maichel-Guggemoos) [DOI: 10.1057/s41288-017-0053-4 , Springer Nature SharedIt]
  4. The Impact of Pension Funding Mechanisms on the Stability and the Payoff from DC Pension Schemes in Switzerland, in: The Geneva Papers on Risk and Insurance – Issues and Practice, 42(3):423–452, 2017 (with P. Müller) [DOI: 10.1057/s41288-017-0048-1]
  5. Old-Age Provision: Past, Present, Future, in: European Actuarial Journal, 6(2):287–306, 2016 (with H. Albrecher, P. Embrechts, D. Filipović, G. Harrison, P. Koch, S. Loisel, P. Panini) [DOI: 10.1007/s13385-016-0136-9, Springer Nature SharedIt]
  6. Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies, in: Variance, forthcoming (with K. Müller, H. Schmeiser)
  7. Evolution of Strategic Levers in Insurance Claims Management: An Industry Survey, in: Risk Management and Insurance Review, 19(2):197-223, 2016 (with N. Mahlow) [DOI: 10.1111/rmir.12061]
  8. What Transaction Costs are Acceptable in Life Insurance Products from the Policyholders’ Viewpoint?, in: Journal of Risk Finance, 17(3):277-294, 2016 (with H. Schmeiser) [DOI: 10.1108/JRF-02-2016-0017]
  9. Empiricial Findings on Motor Insurance Pricing in Germany, Austria, and Switzerland, in: The Geneva Papers on Risk and Insurance – Issues and Practice, 41(3):398-431, 2016 (with D. Laas, H. Schmeiser) [DOI: 10.1057/gpp.2015.30]
  10. Process Landscape and Efficiency in Non-Life Insurance Claims Management: An Industry Benchmark, in: Journal of Risk Finance, 17(2):218-244, 2016 (with N. Mahlow) [DOI: 10.1108/JRF-07-2015-0069]
  11. The Impact of Auditing Strategies on Insurers’ Profitability, in: Journal of Risk Finance, 17(1):46–79, 2016 (with K. Müller, H. Schmeiser) [DOI: 10.1108/JRF-05-2015-0045]
  12. A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts, in: The Journal of Risk and Insurance, 82(3):659–686, 2015 (with H. Schmeiser) [DOI: 10.1111/jori.12036]
  13. From Research to Purchase: An Empirical Analysis of Research-Shopping Behaviour in the Insurance Sector, in: Zeitschrift für die gesamte Versicherungswissenschaft, 104(5):573–593, 2015 (with S. Mau, I. Pletikosa Cvijikj) [DOI: 10.1007/s12297-015-0310-1]
  14. The Pricing of Hedging Longevity Risk with the Help of Annuity Securitizations: An Application to the German Market, in: Journal of Risk Finance, 15(4):385–416, 2014 (with J. Lorson) [DOI: 10.1108/JRF-02-2014-0016]
  15. Sales Efficiency in Life Insurance: The Drivers for Growth in the German Market, in: The Geneva Papers on Risk and Insurance – Issues and Practice, 39(3):493–524, 2014 (with J. Lorson) [DOI: 10.1057/gpp.2013.35]
  16. Unisex Insurance Pricing: Consumers’ Perception and Market Implications, in: The Geneva Papers on Risk and Insurance – Issues and Practice, 39(2):322-350, 2014 (with H. Schmeiser and T. Störmer) [DOI: 10.1057/gpp.2013.24]
  17. A Note on the Appropriate Choice of Risk Measures in the Solvency Assessment of Insurance Companies, in: Journal of Risk Finance, 15(2):110–130, 2014 [DOI: 10.1108/JRF-11-2013-0082]
  18. Proposal for a Capital Market-Based Guaranty Scheme for the Financial Industry, in: The European Journal of Finance, 20(12):1133–1160, 2014 (with H. Schmeiser and A. Zemp) [DOI: 10.1080/1351847X.2012.745007]
  19. New Solvency Regulation: What CEOs of Insurance Companies Think, in: The Geneva Papers on Risk and Insurance – Issues and Practice, 38(2):213–249, 2013 (with M. Kreutzer) [DOI: 10.1057/gpp.2013.5]
  20. The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure, in: The Journal of Risk and Insurance, 80(2):273–308, 2013 (with H. Schmeiser) [DOI: 10.1111/j.1539-6975.2012.01474.x]
  21. Evaluation of Benefits and Costs of Insurance Regulation – A Conceptual Model for Solvency II, in: Journal of Insurance Regulation, 31:125–156, 2012 (with J. Lorson and H. Schmeiser) [NAIC/JIR-ZA-31-06]
  22. Under What Conditions is an Insurance Guaranty Fund Beneficial for Policyholders? in: The Journal of Risk and Insurance, 79(3):785–815, 2012 (with P. Rymaszewski and H. Schmeiser) [DOI: 10.1111/j.1539-6975.2011.01444.x]
  23. Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms, in: Risk Management and Insurance Review, 15(2):225–254, 2012 (with A. Zemp) [DOI: 10.1111/j.1540-6296.2012.01218.x]
  24. The Risk of Model Misspecification and its Impact on Solvency Measurement in the Insurance Sector, in: Journal of Risk Finance, 13(4):285–308, 2012 (with H. Schmeiser and C. Siegel) [DOI: 10.1108/15265941211254435]
  25. A Joint Valuation of Premium Payment and Surrender Options in Participating Life Insurance Contracts, in: Insurance: Mathematics and Economics, 49(3):580–596, 2011 (with H. Schmeiser) [DOI: 10.1016/j.insmatheco.2011.08.004]
  26. Finite element method with patches for Poisson problems in polygonal domain, in: ESAIM Refereed Proceedings, 21:45–64, 2007 (with A. Lozinski and J. Rappaz) [DOI: 10.1051/proc:072105]
  27. Multiscale algorithm with patches of finite elements, in: Mathematics and Computers in Simulation, 76(1-3):181–187, 2007 (with A. Lozinski, M. Picasso, J. Rappaz and V. Rezzonico) [DOI: 10.1016/j.matcom.2007.02.003]
  28. On a class of implicit solutions of the continuity and Euler’s equations for 1D systems with long range interactions, II, in: Physica D – Nonlinear Phenomena, 226(2):173–180, 2007 (with Ph. Choquard) [DOI: 10.1016/j.physd.2006.12.003]
  29. Finite element approximation of multi-scale elliptic problems using patches of elements, in: Numerische Mathematik, 101(4):663–687, 2005 (with R. Glowinski, J. He, A. Lozinski and J. Rappaz) [DOI: 10.1007/s00211-005-0614-5]
  30. On a class of implicit solutions of the continuity and Euler’s equations for 1D systems with long range interactions, in: Physica D – Nonlinear Phenomena, 201(3-4):230–248, 2005 (with Ph. Choquard) [DOI: 10.1016/j.physd.2004.12.003]
  31. A multi-domain method for solving numerically multi-scale elliptic problems, in: Comptes Rendus Mathématique. Acad. Sci. Paris, Ser. I, 338(9):741–746, 2004 (with R. Glowinski, J. He and J. Rappaz) [DOI: 10.1016/j.crma.2004.02.014]
  32. On the “Mean Field” Interpretation of Burgers’ equation, in: Journal of Statistical Physics, 116(1-4):843– 853, 2004 (with Ph. Choquard) [DOI: 10.1023/B:JOSS.0000037211.80229.04]
  33. Approximation of multi-scale elliptic problems using patches of finite elements, in: Comptes Rendus Mathématique. Acad. Sci. Paris, Ser. I, 337(10):679–684, 2003 (with R. Glowinski, J. He and J. Rappaz) [DOI: 10.1016/j.crma.2003.09.029]
  34. The homogeneous Hamilton-Jacobi and Bernoulli equations revisited, II, in: Foundations of Physics, 32(8):1225–1249, 2002 (with Ph. Choquard) [DOI: 10.1016/j.crma.2003.09.029]

Selected Further Publications in Risk Management and Insurance
(non-peer-reviewed publications, conference proceedings, book chapters, case studies)

 

  1. Long-Term Care Models and Dependence Probability Tables: New Empirical Evidence from Switzerland, in: I.VW Management-Information, 3, 2017 (with M. Fuino)
  2. The impact of guaranteed interest rates on long term investments in insurance products, HECimpact, University of Lausanne, 4 September 2017 [English: link, French: link]
  3. En Suisse, les soins et la dépendance représentent un risque systémique, Le Temps, 28 June 2016 (with M. Rockinger)
  4. Trends im Schadenmanagement 2015: Digitalisierung, Betrugsbekämpfung, Dienstleistermanagement, HEC Lausanne/Innovalue, Lausanne/Hamburg, October 2015 (with N. Mahlow, S. Maier, P. Müller, J. Schmidt)
  5. Precificação de seguros sem consideração do sexo do segurado: Possìveis implicações no mercado, in Cadernos de seguro, 184:21–25, July 2015 (with T. Störmer and H. Schmeiser)
  6. Entwicklungen im Schadenmanagement: Strategische Themenfelder und Prozessmodell-Benchmark, in: I.VW Management-Information, 3:29–32, 2014 (with N. Mahlow)
  7. Possible Market Implications of Unisex Insurance Pricing, in: Asia Insurance Review, September 2014 (with T. Störmer and H. Schmeiser)
  8. Possible Market Implications of Unisex Insurance Pricing, in: The Geneva Association, Insurance Economics Newsletter, July:70, 2014 (with T. Störmer and H. Schmeiser)
  9. Pricing: Kampf geht weiter?, in: Schweizer Versicherung, July:54–55, 2014 (with D. Laas and H. Schmeiser)
  10. Steigende Kosten für Garantien, in: AWP Soziale Sicherheit, 40(7):6, 2014
  11. Pricing-Strategien in der KFZ-Versicherung, I.VW/Solution Providers, St.Gallen/Zürich, March 2014 (with M. Hartmann, D. Laas, C. Nützenadel, H. Schmeiser)
  12. Invalidität in der Schweiz – Einflussfaktoren und zukünftige Entwicklung, I.VW/PKRück, St.Gallen/ Zürich, January 2014 (with C. Curtius, E. Flückiger, A. Heimer, U. Kieser, R. Knöpfel, K. Müller, H. Schmeiser, K. Simon)
  13. Art. 8 der Lebensversicherungsrichtlinie: Prüfungsbericht zum Regelwerk zur Erstellung von Beispielrechnungen zur Wertentwicklung, St.Gallen/Zurich, November 2013 (jointly with Swiss Insurance Association)
  14. Hedging Longevity Risk with the Help of Annuity Securitizations: An Application to the German Market, in: I.VW Management-Information, 1:33–35, 2013 (with J. Lorson)
  15. Weniger ist oft mehr: Warum sich mit niedrigerem Zins ein höherer Nutzwert erzielen lässt, in: Schweizer Versicherung, November:24–25, 2012 (with H. Schmeiser)
  16. Feasible Fraud and Auditing Probabilities for Insurance Companies and Policyholders, in: Zeitschrift für die gesamte Versicherungswissenschaft, Sonderheft zur Jahrestagung 2012, 101(5):705–720, 2012 (with K. Müller and H. Schmeiser)
  17. Art. 8 der Lebensversicherungsrichtlinie: Prüfungsbericht zum Regelwerk zur Erstellung von Beispielrechnungen zur Wertentwicklung, St.Gallen/Zurich, November 2012 (jointly with Swiss Insurance Association)
  18. The Influence of Interest Rate Guarantees and Solvency Requirements on the Asset Allocation of Life Insurers, in: I.VW Management-Information, 3:31–33, 2012 (with H. Schmeiser)
  19. Unisex Insurance Pricing: Consumers’ Perception and Market Implications, in: I.VW Management- Information, 3:35–38, 2012 (with H. Schmeiser and T. Störmer)
  20. Ungleiches Risiko, gleicher Preis, in: Schweizer Versicherung, März:8–13, 2012 (with H. Schmeiser and T. Störmer)
  21. Neuerungen in Regulierung und Rechnungslegung: Aktuelle Entwicklungen in der Versicherungsindustrie, in: Strategische Unternehmensführung: Auf der Suche nach einer neuen Balance, RoCC Series No. 2, Eds. M. Menz, J. Wagner, Chr. Lechner, St. Gallen, 41–43, 2012
  22. Insurance Guaranty Schemes in a Contingent Claims Setting, in: Zeitschrift für die gesamte Versicherungswissenschaft, Sonderheft zur Jahrestagung 2011, 100(5):719–731, 2011 (with H. Schmeiser)
  23. Art. 8 der Lebensversicherungsrichtlinie: Regelwerk zur Erstellung von Beispielrechnungen zur Wertentwicklung, Institute of Insurance Economics / Swiss Insurance Association (SVV), St.Gallen/Zurich, December 2011 (with H. Schmeiser, jointly with SVV)
  24. Die strategische Steuerung des Versicherungsvertriebs im integrierten Vertriebsmodell, in: I.VW Management- Information, 4:19–23, 2011 (with C. Gaus and A. Ströbel)
  25. How Insurance Companies and Policyholders Behave Optimally in Case of Insurance Claims Fraud, in: I.VW Management-Information, 4:29–33, 2011 (with K. Müller and H. Schmeiser)
  26. Antworten mit Fragezeichen – IFRS 4 Phase II, I.VW/PricewatherhouseCoopers, St. Gallen/Zürich, June 2011 (with P. Lüssi, M. Schaeffer, H. Schmeiser, B. von Boyen and A. Zemp)
  27. Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms, in: I.VW Management- Information, 2:46–49, 2011 (with A. Zemp)
  28. Model Risk in Solvency Frameworks for Property-Liability Insurers, in: I.VW Management-Information, 1:31–34, 2011 (with H. Schmeiser and C. Siegel)
  29. Insurance Guaranty Fund – What Good is It? in: Zeitschrift für die gesamte Versicherungswissenschaft, Sonderheft zur Jahrestagung 2010, 99(5):637–648, 2010 (with P. Rymaszewski and H. Schmeiser)
  30. Case Management und seine strategische Bedeutung für Versicherer, January 2010 (with The Boston Consulting Group, Swiss Re, Intégration pour tous, Swiss Life and SVV)

Monographs

  1. Finite element methods with patches and applications, Ph.D. Thesis directed by J. Rappaz, Swiss Federal Institute of Technology Lausanne (EPFL), Thesis No. 3478, March 2006
    [library.epfl.ch/en/theses/?nr=3478]
  2. Etude par analyse numérique des équations de continuité et d’Euler associés á différents modèles uni- dimensionnels de liquides conservatifs, Master Thesis directed by J. Rappaz and Ph. Choquard, Swiss Federal Institute of Technology Lausanne (EPFL), February 2002