Working Papers

List of current working papers under review
List of publications can be found here

  1. Calibration of Annuities in Swiss DC Pension Funds under Consideration of Financial and Biometric Risks, P. Müller, J. Wagner
  2. Life insurance asset allocation and investment returns – Empirical evidence from Germany, L. Maichel-Guggemoos, J. Wagner
  3. Optimal Asset Allocation in Pension Funds Under Consideration of Higher Moments, P. Müller, J. Wagner
  4. Insurance Consumption and Customer Portfolio Characteristics in Multichannel Distribution: New Empirical Evidence, S. Mau, I. Pletikosa Cvijikj, J. Wagner
  5. Stochastic Programming for Asset Allocation in Pension Funds, I. Rudnytskyi, J. Wagner
  6. Impact of Catastrophe Events on Insurance Companies’ Market Valuation – an Event Study Analysis, M. Kreutzer, I. Rudnytskyi, J. Wagner
  7. Risk Classification, Solvency Requirements and Pricing Revisited: What Do We Know?, M.-B. Nordfang, M. Steffensen, J. Wagner
  8. Adaptation Strategies to Regulatory Uncertainty Perception and Performance Implications: Evidence from Insurers’ Reactions to Solvency Regulation in Europe, M. Kreutzer, J. Wagner
  9. A Performance Analysis of Riester Pension Schemes, N. Mahlow, H. Schmeiser, J. Wagner
  10. A Comparison of Insurers’ Usage and Consumers’ Perception of Price Differentiation Factors, T. Störmer, J. Wagner