Working Papers in Risk Management and Insurance

  • Working Paper No. 33 (to be available soon)
    Optimal Asset Allocation in Pension Funds Under Consideration of Higher Moments, P. Müller, J. Wagner
  • Working Paper No. 32 (in: The Geneva Papers on Risk and Insurance – Issues and Practice)
    Profitability and Growth in Motor Insurance Business – Empirical Evidence from Germany, L. Maichel-Guggemoos, J. Wagner
  • Working Paper No. 31 (under revision)
    Forecasting Customer’s Next Likely Insurance Purchase Events in Data-Rich Mulitchannel Environments, S. Mau, I. Pletikosa Cvijikj, J. Wagner
  • Working Paper No. 30 (under review)
    Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland, M. Fuino, J. Wagner
  • Working Paper No. 29 (in: European Actuarial Journal)
    Old-Age Provision: Past, Present, Future, H. Albrecher, P. Embrechts, D. Filipović, G. Harrison, P. Koch, S. Loisel, P. Vanini, J. Wagner
  • Working Paper No. 28 (under review)
    What Customer, Policy and Distribution Characteristics Drive the Development of Insurance Customer Relationships? – A Case Study Analysis, Y. Staudt, J. Wagner
  • Working Paper No. 27 (under revision)
    Insurance Consumption and Customer Portfolio Characteristics in Multichannel Distribution: New Empirical Evidence, S. Mau, I. Pletikosa Cvijikj, J. Wagner
  • Working Paper No. 26 (to be available soon)
    Impact of Catastrophe Events on Insurance Companies’ Market Valuation – an Event Study Analysis, M. Kreutzer, I. Rudnytskyi, J. Wagner
  • Working Paper No. 25 (under review)
    The Impact of Pension Funding Mechanisms on the Stability and the Payoff from DC Pension Schemes in Switzerland, P. Müller, J. Wagner
  • Working Paper No. 24 (under revision)
    Policy Characteristics and Stakeholder Returns in Participating Life Insurance: Which Contracts Can Lead to a Win-Win?, C. Mirza, J. Wagner
  • Working Paper No. 23 (in: Journal of Risk Finance)
    What Transaction Costs are Acceptable in Life Insurance Products from the Policyholders’ Viewpoint?, H. Schmeiser, J. Wagner
  • Working Paper No. 22 (under review)
    Risk Classification, Solvency Requirements and Pricing Revisited: What Do We Know?, M.-B. Nordfang, M. Steffensen, J. Wagner
  • Working Paper No. 21
    Adaptation Strategies to Regulatory Uncertainty Perception and Performance Implications: Evidence from Insurers’ Reactions to Solvency Regulation in Europe, M. Kreutzer, J. Wagner
  • Working Paper No. 20 (in: Zeitschrift für die gesamte Versicherungswissenschaft)
    From Research to Purchase: An Empirical Analysis of Research-Shopping Behaviour in the Insurance Sector, S. Mau, I. Pletikosa Cvijikj, J. Wagner
  • Working Paper No. 19 (in: The Geneva Papers on Risk and Insurance – Issues and Practice)
    Empirical Findings on Motor Insurance Pricing in Germany, Austria, and Switzerland, D. Laas, H. Schmeiser, J. Wagner
  • Working Paper No. 18 (in: Journal of Risk Finance)
    Process Landscape and Efficiency in Non-Life Insurance Claims Management: An Industry Benchmark, N. Mahlow, J. Wagner
  • Working Paper No. 17 (in: Risk Management and Insurance Review)
    Evolution of Strategic Levers in Insurance Claims Management: An Industry Survey, N. Mahlow, J. Wagner
  • Working Paper No. 16
    A Performance Analysis of Riester Pension Schemes, N. Mahlow, H. Schmeiser, J. Wagner
  • Working Paper No. 15 (in: Journal of Risk Finance)
    The Impact of Auditing Strategies on Insurers’ Profitability, K. Müller, H. Schmeiser, J. Wagner
  • Working Paper No. 14 (in: Variance)
    Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies, K. Müller, H. Schmeiser, J. Wagner
  • Working Paper No. 13 (in: The Journal of Risk and Insurance)
    A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts, H. Schmeiser, J. Wagner
  • Working Paper No. 12 (in: Journal of Risk Finance)
    The Pricing of Hedging Longevity Risk with the Help of Annuity Securitizations: An Application to the German Market, J. Lorson, J. Wagner
  • Working Paper No. 11 (in: The Geneva Papers on Risk and Insurance – Issues and Practice)
    Sales Efficiency in Life Insurance: The Drivers for Growth in the German Market, J. Lorson, J. Wagner
  • Working Paper No. 10 (in: The Geneva Papers on Risk and Insurance – Issues and Practice)
    Unisex Insurance Pricing: Consumers’ Perception and Market Implications, H. Schmeiser, T. Störmer, J. Wagner
  • Working Paper No. 9 (in: Journal of Risk Finance)
    A Note on the Appropriate Choice of Risk Measures in the Solvency Assessment of Insurance Companies, J. Wagner
  • Working Paper No. 8 (in: The European Journal of Finance)
    Proposal for a Capital Market-Based Guaranty Scheme for the Financial Industry, H. Schmeiser, J. Wagner, A. Zemp
  • Working Paper No. 7 (in: The Geneva Papers on Risk and Insurance – Issues and Practice)
    New Solvency Regulation: What CEOs of Insurance Companies Think, M. Kreutzer, J. Wagner
  • Working Paper No. 6 (in: The Journal of Risk and Insurance)
    The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure, H. Schmeiser, J. Wagner
  • Working Paper No. 5 (in: Journal of Insurance Regulation)
    Evaluation of Benefits and Costs of Insurance Regulation – A Conceptual Model for Solvency II, J. Lorson, H. Schmeiser, J. Wagner
  • Working Paper No. 4 (in: The Journal of Risk and Insurance)
    Under What Conditions is an Insurance Guaranty Fund Beneficial for Policyholders? , P. Rymaszewski, H. Schmeiser, J. Wagner
  • Working Paper No. 3 (in: Risk Management and Insurance Review)
    Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms, J. Wagner, A. Zemp
  • Working Paper No. 2 (in: Journal of Risk Finance)
    The Risk of Model Misspecification and its Impact on Solvency Measurement in the Insurance Sector, H. Schmeiser, C. Siegel, J. Wagner
  • Working Paper No. 1 (in: Insurance: Mathematics and Economics)
    A Joint Valuation of Premium Payment and Surrender Options in Participating Life Insurance Contracts, H. Schmeiser, J. Wagner