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