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Helmut Gründl
(Helmut Gruendl)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gal, Jens & Gründl, Helmut, 2017. "The recalibration of the European System of Financial Supervision in regard of the insurance sector: From dreary to dreamy or vice versa?," SAFE Policy Letters 60, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).

  2. Gemmo, Irina & Browne, Mark J. & Gründl, Helmut, 2017. "Transparency aversion and insurance market equilibria," ICIR Working Paper Series 25/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. David Bardey & Philippe De Donder & Cesar Mantilla, 2017. "How is the Trade-off between Adverse Selection and Discrimination Risk Affected by Genetic Testing? Theory and Experiment," CESifo Working Paper Series 6402, CESifo.
    2. Alexander Braun & Niklas Haeusle & Paul Thistle, 2023. "Risk classification with on‐demand insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(4), pages 975-990, December.

  3. Berdin, Elia & Gründl, Helmut & Kubitza, Christian, 2017. "Rising interest rates, lapse risk, and the stability of life insurers," ICIR Working Paper Series 29/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022. "Economic Scenario Generators: a risk management tool for insurance," Post-Print hal-03671943, HAL.
    2. Tobias Burkhart, 2018. "Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II," Risks, MDPI, vol. 6(3), pages 1-38, June.

  4. Weinert, Jan-Hendrik & Gründl, Helmut, 2016. "The modern tontine: An innovative instrument for longevity risk management in an aging society," ICIR Working Paper Series 22/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Weinert, Jan-Hendrik, 2017. "The fair surrender value of a tontine," ICIR Working Paper Series 26/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    2. Marcel Bräutigam & Montserrat Guillén & Jens P. Nielsen, 2017. "Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(3), pages 406-422, July.

  5. Niedrig, Tobias & Gründl, Helmut, 2015. "The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II," ICIR Working Paper Series 18/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Caporale, Guglielmo Maria & Kang, Woo-Young, 2021. "On the preferences of CoCo bond buyers and sellers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    2. Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.

  6. Brühl, Volker & Gründl, Helmut & Hackethal, Andreas & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Tröger, Tobias, 2015. "Comments on the EU Commission's capital markets union project," SAFE White Paper Series 27, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Gabrisch, Hubert, 2018. "A fire department for the Euro area: reflections on a fiscal risk-sharing capacity," MPRA Paper 83965, University Library of Munich, Germany.

  7. Berdin, Elia & Gründl, Helmut, 2014. "The effects of a low interest rate environment on life insurers," ICIR Working Paper Series 15/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Ning Wang, 2023. "A dynamic analysis of the demand for life insurance during the 2008 financial crisis: evidence from the panel Survey of Consumer Finances," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(4), pages 733-759, October.
    2. Bruszas, Sandy & Kaschützke, Barbara & Maurer, Raimond & Siegelin, Ivonne, 2018. "Unisex pricing of German participating life annuities—Boon or bane for customer and insurance company?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 230-245.
    3. Cristian Escudero & José L. Ruiz, 2021. "Life insurance companies’ investment abroad and the internal rate of return on Chilean annuities," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 688-709, October.
    4. Axel Möhlmann, 2021. "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, vol. 50(2), pages 587-612, June.
    5. Focarelli, Dario, 2017. "Why Insurance Regulation is Crucial for Long-term Investment and Economic Growth," LEAP Working Papers 2017/1, Luiss Institute for European Analysis and Policy.
    6. Robert N. Killins & Haiwei Chen, 2022. "The impact of the yield curve on the equity returns of insurance companies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1134-1153, January.
    7. Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).
    8. Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017. "The Hunt for Duration: Not Waving but Drowning?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 113-153, April.
    9. Patrick Matussek, 2017. "Low interest rates and life insurance with equity insurance fund on German market (Niskie stopy procentowe a ubezpieczenia na zycie z ubezpieczeniowym funduszem kapitalowym na rynku niemieckim)," Research Reports, University of Warsaw, Faculty of Management, vol. 2(24), pages 142-149.
    10. Grochola, Nicolaus & Browne, Mark Joseph & Gründl, Helmut & Schlütter, Sebastian, 2021. "Exploring the market risk profiles of U.S. and European life insurers," ICIR Working Paper Series 39/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    11. Ana M. Reyna & Hugo J. Fuentes & José A. Núñez, 2022. "Response of Mexican life and non-life insurers to the low interest rate environment," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(2), pages 409-433, April.
    12. Sydow, Matthias & Fukker, Gábor & Dubiel-Teleszynski, Tomasz & Franch, Fabio & Gründl, Helmut & Miccio, Debora & Pellegrino, Michela & Gallet, Sébastien & Kotronis, Stelios & Schlütter, Sebastian & So, 2024. "Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies," Working Paper Series 3000, European Central Bank.
    13. Tyler K. Jensen & Robert R. Johnson & Michael J. McNamara, 2019. "Funding conditions and insurance stock returns: Do insurance stocks really benefit from rising interest rate regimes?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(4), pages 367-391, December.
    14. Schaper, Philipp, 2017. "Under pressure: how the business environment affects productivity and efficiency of European life insurance companiesAuthor-Name: Eling, Martin," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1082-1094.

  8. Glenzer, Franca & Gründl, Helmut & Wilde, Christian, 2014. ""And lead us not into temptation": Presentation formats and the choice of risky alternatives," ICIR Working Paper Series 16/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Meyer, Steffen & Urban, Linda & Ahlswede, Sophie, 2015. "Does a personalized feedback on investment success mitigate investment mistakes of private investors? Answers from large natural field experiment," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112988, Verein für Socialpolitik / German Economic Association.
    2. Andreas Richter & Jochen Ruß & Stefan Schelling, 2019. "Insurance customer behavior: Lessons from behavioral economics," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(2), pages 183-205, July.
    3. Thomas Köhne & Christoph Brömmelmeyer, 2018. "The New Insurance Distribution Regulation in the EU—A Critical Assessment from a Legal and Economic Perspective," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(4), pages 704-739, October.
    4. Syed Aliya Zahera & Rohit Bansal, 2018. "Do investors exhibit behavioral biases in investment decision making? A systematic review," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 10(2), pages 210-251, May.
    5. Meyer, Steffen & Urban, Linda & Ahlswede, Sophie, 2016. "Does feedback on personal investment success help?," SAFE Working Paper Series 157, Leibniz Institute for Financial Research SAFE.

  9. Gründl, Helmut, 2013. "Beteiligung der Versicherungsnehmer an den Bewertungsreserven in der Lebensversicherung," SAFE Policy Letters 2, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Siegelin, Ivonne, 2016. "Accounting and actuarial smoothing of retirement payouts in participating life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 268-283.

  10. Stoyanova, Rayna & Gründl, Helmut, 2013. "Solvency II: A driver for mergers and acquisitions?," ICIR Working Paper Series 13/13, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. A. Larionov V. & А. Ларионов В., 2018. "Регулирование структуры страхового портфеля как механизм снижения рисков деятельности страховых компаний // Regulation of the Structure of the Insurance Portfolio as a Mechanism to Reduce the Risks of," Мир новой экономики // The world of new economy, Финансовый университет при Правительстве Российской Федерации // Financial University under The Governtment оf The Russian Federation, vol. 12(2), pages 40-47.

  11. Dong, Ming & Gründl, Helmut & Schlütter, Sebastian, 2012. "The risk-shifting behavior of insurers under different guarantee schemes," ICIR Working Paper Series 12/12, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Martin Eling & David Pankoke, 2016. "Costs and Benefits of Financial Regulation: An Empirical Assessment for Insurance Companies," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 529-554, October.

  12. Zimmer, Anja & Gründl, Helmut & Schade, Christian, 2012. "Be as safe as possible: A behavioral approach to the optimal corporate risk strategy of insurers," ICIR Working Paper Series 06/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Denis-Alexandre Trottier & Van Son Lai, 2017. "Reinsurance or CAT Bond? How to Optimally Combine Both," Working Papers 2017-003, Department of Research, Ipag Business School.

  13. Zhou-Richter, Tian & Gründl, Helmut, 2011. "Life care annuities: Trick or treat for insurance companies?," ICIR Working Paper Series 04/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Lambregts, Timo R. & Schut, Frederik T., 2020. "Displaced, disliked and misunderstood: A systematic review of the reasons for low uptake of long-term care insurance and life annuities," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
    2. Chen, An & Chen, Yusha & Xu, Xian, 2022. "Care-dependent tontines," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 69-89.
    3. J. Iñaki De La Peña & M. Cristina Fernández-Ramos & Asier Garayeta, 2021. "Cost-Free LTC Model Incorporated into Private Pension Schemes," IJERPH, MDPI, vol. 18(5), pages 1-16, February.
    4. J. Iñaki De La Peña & M. Cristina Fernández-Ramos & Asier Garayeta & Iratxe D. Martín, 2022. "Transforming Private Pensions: An Actuarial Model to Face Long-Term Costs," Mathematics, MDPI, vol. 10(7), pages 1-17, March.
    5. William Lim & Gaurav Khemka & David Pitt & Bridget Browne, 2019. "A method for calculating the implied no-recovery three-state transition matrix using observable population mortality incidence and disability prevalence rates among the elderly," Journal of Population Research, Springer, vol. 36(3), pages 245-282, September.
    6. Ermanno Pitacco, 2016. "Premiums for Long-Term Care Insurance Packages: Sensitivity with Respect to Biometric Assumptions," Risks, MDPI, vol. 4(1), pages 1-22, February.

  14. Höring, Dirk & Gründl, Helmut, 2011. "Investigating risk disclosure practices in the European insurance industry," ICIR Working Paper Series 02/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Gałkiewicz, Dominika Paula, 2015. "Loss potential and disclosures related to credit derivatives: A cross-country comparison of corporate bond funds under U.S. and German regulation," SFB 649 Discussion Papers 2015-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Gaganis, Chrysovalantis & Liu, Liuling & Pasiouras, Fotios, 2015. "Regulations, profitability, and risk-adjusted returns of European insurers: An empirical investigation," Journal of Financial Stability, Elsevier, vol. 18(C), pages 55-77.

  15. Hanewald, Katja & Post, Thomas & Gründl, Helmut, 2009. "Stochastic mortality, macroeconomic risks, and life insurer solvency," SFB 649 Discussion Papers 2009-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Grajek, Michał & Röller, Lars-Hendrik, 2009. "Regulation and investment in network industries: Evidence from European telecoms," SFB 649 Discussion Papers 2009-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Strausz, Roland, 2009. "The political economy of regulatory risk," SFB 649 Discussion Papers 2009-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Franca Glenzer & Bertrand Achou, 2019. "Annuities, long-term care insurance, and insurer solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 252-276, April.
    4. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015. "Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions," Working Papers 2015-03, Universitat de Barcelona, UB Riskcenter.
    5. Shang, Han Lin & Haberman, Steven, 2017. "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 166-179.
    6. Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun, 2009. "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers 2009-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "CDO and HAC," SFB 649 Discussion Papers 2009-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    8. Richter, Andreas & Weber, Frederik, 2009. "Mortality-Indexed Annuities," Discussion Papers in Business Administration 10994, University of Munich, Munich School of Management.
    9. Wang, Pengjie & Pantelous, Athanasios A. & Vahid, Farshid, 2023. "Multi-population mortality projection: The augmented common factor model with structural breaks," International Journal of Forecasting, Elsevier, vol. 39(1), pages 450-469.
    10. Höring, Dirk, 2012. "Will Solvency II market risk requirements bite? The impact of Solvency II on insurers' asset allocation," ICIR Working Paper Series 11/12, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

  16. Hanewald, Katja & Post, Thomas & Gründl, Helmut, 2009. "Stochastic mortality, macroeconomic risks, and life insurer solvency," SFB 649 Discussion Papers 2009-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Grajek, Michał & Röller, Lars-Hendrik, 2009. "Regulation and investment in network industries: Evidence from European telecoms," SFB 649 Discussion Papers 2009-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Strausz, Roland, 2009. "The political economy of regulatory risk," SFB 649 Discussion Papers 2009-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Franca Glenzer & Bertrand Achou, 2019. "Annuities, long-term care insurance, and insurer solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 252-276, April.
    4. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015. "Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions," Working Papers 2015-03, Universitat de Barcelona, UB Riskcenter.
    5. Shang, Han Lin & Haberman, Steven, 2017. "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 166-179.
    6. Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun, 2009. "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers 2009-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "CDO and HAC," SFB 649 Discussion Papers 2009-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    8. Richter, Andreas & Weber, Frederik, 2009. "Mortality-Indexed Annuities," Discussion Papers in Business Administration 10994, University of Munich, Munich School of Management.
    9. Wang, Pengjie & Pantelous, Athanasios A. & Vahid, Farshid, 2023. "Multi-population mortality projection: The augmented common factor model with structural breaks," International Journal of Forecasting, Elsevier, vol. 39(1), pages 450-469.
    10. Höring, Dirk, 2012. "Will Solvency II market risk requirements bite? The impact of Solvency II on insurers' asset allocation," ICIR Working Paper Series 11/12, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

  17. Gründl, H. & Stehle, R. & Waldow, T., 2001. "Zur Vorteilhaftigkeit von Kapitallebensversicherungen gegenüber alternativen Anlageformen - Eine Analyse aus Anlegersicht," SFB 373 Discussion Papers 2001,89, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Thaut, Michael, 2003. "Die individuelle Vorteilhaftigkeit der privaten Rentenversicherung: Steuervorteile, Lebenserwartung und Stornorisiken," Tübinger Diskussionsbeiträge 264, University of Tübingen, School of Business and Economics.

Articles

  1. Helmut Gründl & Ming (Ivy) Dong & Jens Gal, 2016. "The evolution of insurer portfolio investment strategies for long-term investing," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2016(2), pages 1-55.

    Cited by:

    1. Escobar-Anel, Marcos & Havrylenko, Yevhen & Kschonnek, Michel & Zagst, Rudi, 2022. "Decrease of capital guarantees in life insurance products: Can reinsurance stop it?," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 14-40.
    2. Patrick M. Liedtke, 2021. "Vulnerabilities and resilience in insurance investing: studying the COVID-19 pandemic," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(2), pages 266-280, April.
    3. Mihaela Tofan, 2022. "A Regulatory Perspective on the Actual Challenges for the European Deposit Insurance Scheme," Laws, MDPI, vol. 11(5), pages 1-13, October.
    4. Eling, Martin & Jung, Kwangmin, 2020. "Risk aggregation in non-life insurance: Standard models vs. internal models," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 183-198.
    5. Davide Benedetti & Enrico Biffis & Fotis Chatzimichalakis & Luciano Lilloy Fedele & Ian Simm, 2021. "Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy," Annals of Operations Research, Springer, vol. 299(1), pages 847-871, April.
    6. Braun, Nele, 2021. "The Role of the European Central Bank in a Sustainable Financial System," Junior Management Science (JUMS), Junior Management Science e. V., vol. 6(3), pages 468-488.
    7. Nadia Ameli & Paul Drummond & Alexander Bisaro & Michael Grubb & Hugues Chenet, 2020. "Climate finance and disclosure for institutional investors: why transparency is not enough," Climatic Change, Springer, vol. 160(4), pages 565-589, June.
    8. Ignacio Moreno & Purificación Parrado‐Martínez & Antonio Trujillo‐Ponce, 2020. "Economic crisis and determinants of solvency in the insurance sector: new evidence from Spain," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2965-2994, September.
    9. Li, Xuelian & Zhou, Wei & Lin, Jyh-Jiuan & Chang, Ching-Hui, 2023. "Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades," Energy Economics, Elsevier, vol. 121(C).
    10. Christopher Bayliss & Marti Serra & Armando Nieto & Angel A. Juan, 2020. "Combining a Matheuristic with Simulation for Risk Management of Stochastic Assets and Liabilities," Risks, MDPI, vol. 8(4), pages 1-14, December.
    11. Jovelyn Ferrer & Juliana Malagon & Enrique ter Horst, 2023. "Does Climate Change News Matter?," Sustainability, MDPI, vol. 15(18), pages 1-16, September.
    12. Jiří Šindelář & Michal Erben, 2021. "Does Distribution Growth Affect the Insurers' Asset Allocation in Life Insurance? The Case of Central Europe," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(1), pages 20-36.
    13. Runsheng Gu & Lioudmila Vostrikova & Bruno Séjourné, 2020. "Portfolio optimization of euro-denominated funds in French life insurance," Working Papers hal-03025191, HAL.

  2. Gründl Helmut, 2015. "Auswirkungen der anhaltenden Niedrigzinsen auf das Versicherungswesen," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 64(2), pages 191-201, August.

    Cited by:

    1. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2015. "Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16 [Focus on Future Viability. Annual Report 2015/16]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201516, September.
    2. Michael Wolgast, 2016. "Das gegenwärtige Niedrigzinsumfeld aus Sicht der Sparkassen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 85(1), pages 11-29.

  3. Elia Berdin & Helmut Gründl, 2015. "The Effects of a Low Interest Rate Environment on Life Insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(3), pages 385-415, July.
    See citations under working paper version above.
  4. Tobias Niedrig & Helmut Gründl, 2015. "The Effects of Contingent Convertible (CoCo) Bonds on Insurers’ Capital Requirements Under Solvency II," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(3), pages 416-443, July.
    See citations under working paper version above.
  5. Rayna Stoyanova & Helmut Gründl, 2014. "Solvency II: A Driver for Mergers and Acquisitions?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(3), pages 417-439, July.

    Cited by:

    1. Thomas Url, 2014. "Schwaches Wirtschaftswachstum dämpft 2013 Privatversicherungsgeschäft," WIFO Monatsberichte (monthly reports), WIFO, vol. 87(9), pages 609-618, September.
    2. Mirjana Ilić & Veselin Avdalović & Milica Obadović, 2017. "Survey Of The Readiness Of Insurance Companies In Serbia For Solvency Ii," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(215), pages 169-204, October –.

  6. Thomas Post & Helmut Gründl & Joan T. Schmit & Anja Zimmer, 2014. "The Impact of Investment Behaviour for Individual Welfare," Economica, London School of Economics and Political Science, vol. 81(321), pages 15-47, January.

    Cited by:

    1. Paya, Ivan & Wang, Peng, 2016. "Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 221-235.

  7. Katja Hanewald & Thomas Post & Helmut Gründl, 2011. "Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 458-475, July.
    See citations under working paper version above.
  8. Dirk Höring & Helmut Gründl, 2011. "Investigating Risk Disclosure Practices in the European Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 380-413, July.
    See citations under working paper version above.
  9. Tian Zhou‐Richter & Mark J. Browne & Helmut Gründl, 2010. "Don't They Care? Or, Are They Just Unaware? Risk Perception and the Demand for Long‐Term Care Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(4), pages 715-747, December.

    Cited by:

    1. Kendra Marcoux & Katherine R. H. Wagner, 2023. "Fifty Years of U.S. Natural Disaster Insurance Policy," CESifo Working Paper Series 10431, CESifo.
    2. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," Cahiers de recherche 1701, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
    3. M. Martin Boyer & Franca Glenzer, 2021. "Pensions, annuities, and long-term care insurance: on the impact of risk screening," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 133-174, September.
    4. Fuino, Michel & Wagner, Joël, 2018. "Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 51-70.
    5. M. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018. "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," Cahiers de recherche 1804, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
    6. Courbage, Christophe & Eeckhoudt, Louis, 2012. "On insuring and caring for parents’ long-term care needs," Journal of Health Economics, Elsevier, vol. 31(6), pages 842-850.
    7. M. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2020. "Long-Term Care Insurance: Information Frictions and Selection," American Economic Journal: Economic Policy, American Economic Association, vol. 12(3), pages 134-169, August.
    8. Han, Wei & Zhang, Bo & Li, Wei, 2024. "The constraining impact mechanism of financial cognitive ability on the effective demand for housing reverse mortgages in China," International Review of Financial Analysis, Elsevier, vol. 95(PC).
    9. Lambregts, Timo R. & Schut, Frederik T., 2020. "Displaced, disliked and misunderstood: A systematic review of the reasons for low uptake of long-term care insurance and life annuities," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
    10. Su H. Shin & Dean R. Lillard & Jay Bhattacharya, 2019. "Understanding the Correlation between Alzheimer’s Disease Polygenic Risk, Wealth, and the Composition of Wealth Holdings," NBER Working Papers 25526, National Bureau of Economic Research, Inc.
    11. Kerstin Roeder & Helmuth Cremer, 2016. "Social Insurance with Competitive Insurance Markets and Risk Misperception," Working Papers id:9067, eSocialSciences.
    12. Hendren, Nathaniel & Landais, Camille & Spinnewijn, Johannes, 2021. "Choice in insurance markets: a Pigouvian approach to social insurance design," LSE Research Online Documents on Economics 115050, London School of Economics and Political Science, LSE Library.
    13. Masahiro Shoji & Susumu Cato & Takashi Iida & Kenji Ishida & Asei Ito & Kenneth Mori McElwain, 2022. "Variations in Early-Stage Responses to Pandemics: Survey Evidence from the COVID-19 Pandemic in Japan," Economics of Disasters and Climate Change, Springer, vol. 6(2), pages 235-258, July.
    14. Jean Pinquet & Montserrat Guillén & Mercedes Ayuso, 2011. "Commitment and Lapse Behavior in Long-Term Insurance: A Case Study," Post-Print hal-00374303, HAL.
    15. Cremer, Helmuth & Roeder, Kerstin, 2013. "Long-term care policy, myopia and redistribution," Journal of Public Economics, Elsevier, vol. 108(C), pages 33-43.
    16. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018. "Long Term Care Risk Misperceptions," CESifo Working Paper Series 7100, CESifo.
    17. Martin Eling & Omid Ghavibazoo, 2019. "Research on long-term care insurance: status quo and directions for future research," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 303-356, April.
    18. J. Iñaki De La Peña & M. Cristina Fernández-Ramos & Asier Garayeta, 2021. "Cost-Free LTC Model Incorporated into Private Pension Schemes," IJERPH, MDPI, vol. 18(5), pages 1-16, February.
    19. Andreas Richter & Jochen Ruß & Stefan Schelling, 2019. "Insurance customer behavior: Lessons from behavioral economics," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(2), pages 183-205, July.
    20. Lifei Gao & Li Wang & Shouji Sun & Guojun Wang & Xuemeng Ding, 2023. "Does Music Encourage Residents to Purchase Commercial Insurance? Evidence From China," SAGE Open, , vol. 13(3), pages 21582440231, September.
    21. M. Martin Boyer, 2018. "La gestion et le dépistage des risques liés au vieillissement, et le rôle des régimes de retraite dans le marché de l’assurance de soins de longue durée," CIRANO Project Reports 2018rp-03, CIRANO.
    22. Kools, Lieke & Knoef, Marike, 2019. "Health and consumption preferences; estimating the health state dependence of utility using equivalence scales," European Economic Review, Elsevier, vol. 113(C), pages 46-62.
    23. Jacqueline Volkman-Wise, 2015. "Representativeness and managing catastrophe risk," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 267-290, December.
    24. Tennyson, Sharon & Yang, Hae Kyung, 2014. "The role of life experience in long-term care insurance decisions," Journal of Economic Psychology, Elsevier, vol. 42(C), pages 175-188.
    25. Katerina Gousia, 2023. "Cognitive abilities and long-term care insurance: evidence from European data," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(1), pages 68-101, January.
    26. Martin Boyer & Franca Glenzer, 2016. "Pensions, annuities, and long-term care insurance: On the impact of risk screening," Cahiers de recherche 1603, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
    27. Christophe Courbage & Guillem Montoliu-Montes & Joël Wagner, 2023. "On children’s motives to influence parents’ long-term care insurance purchase: evidence from Switzerland," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(1), pages 102-129, January.
    28. Shoji, Masahiro & Cato, Susumu & Iida, Takashi & Ishida, Kenji & Ito, Asei & McElwain, Kenneth, 2020. "COVID-19 and Social Distancing in the Absence of Legal Enforcement: Survey Evidence from Japan," MPRA Paper 100723, University Library of Munich, Germany.
    29. Mark Browne & Christian Knoller & Andreas Richter, 2015. "Behavioral bias and the demand for bicycle and flood insurance," Journal of Risk and Uncertainty, Springer, vol. 50(2), pages 141-160, April.
    30. Shang Wu & Hazel Bateman & Ralph Stevens & Susan Thorp, 2022. "Flexible insurance for long‐term care: A study of stated preferences," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(3), pages 823-858, September.
    31. Łukasz Jurek & Wioletta Wolańska, 2021. "Determinants of Demand for Private Long-Term Care Insurance (Empirical Evidence from Poland)," Risks, MDPI, vol. 9(1), pages 1-15, January.
    32. Pih-Shuw Chen & Jia-Jan Lee & Pei-Fen & Ou, 2020. "A Study of Taiwanese Banks’ Home Loan Life Insurance Attached to Home Loans," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-11.
    33. Coe, Norma B. & Skira, Meghan M. & Van Houtven, Courtney Harold, 2015. "Long-term care insurance: Does experience matter?," Journal of Health Economics, Elsevier, vol. 40(C), pages 122-131.
    34. Innocenti, Stefania & Clark, Gordon L. & McGill, Sarah & Cuñado, Juncal, 2019. "The effect of past health events on intentions to purchase insurance: Evidence from 11 countries," Journal of Economic Psychology, Elsevier, vol. 74(C).
    35. Jaspersen, Johannes G. & Richter, Andreas, 2015. "The wealth effects of premium subsidies on moral hazard in insurance markets," European Economic Review, Elsevier, vol. 77(C), pages 139-153.
    36. Montserrat Guillen & Adelina Comas-Herrera, 2011. "How much risk is mitigated by LTC Insurance? A case study of the public system in Spain," Working Papers XREAP2011-07, Xarxa de Referència en Economia Aplicada (XREAP), revised Jun 2011.
    37. Wang, Qun & Abiiro, Gilbert Abotisem & Yang, Jin & Li, Peng & De Allegri, Manuela, 2021. "Preferences for long-term care insurance in China: Results from a discrete choice experiment," Social Science & Medicine, Elsevier, vol. 281(C).

  10. Zimmer, Anja & Schade, Christian & Gründl, Helmut, 2009. "Is default risk acceptable when purchasing insurance? Experimental evidence for different probability representations, reasons for default, and framings," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 11-23, February.

    Cited by:

    1. Carin Huber & Tobias Schlager, 2018. "Testing the risk as feeling and risk as analysis perspective for insurance: the antecedents of purchasing unit-linked life insurance products," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 23(1), pages 25-37, March.
    2. Eckert, Johanna & Gatzert, Nadine, 2018. "Risk- and value-based management for non-life insurers under solvency constraints," European Journal of Operational Research, Elsevier, vol. 266(2), pages 761-774.
    3. Yang Ann Shawing, 2015. "Measuring Self-Service Technology Latent Difficulties: Insurance Decisions on Utilitarian and Hedonic Influences," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 9(1), pages 1-33, January.
    4. Zhou-Richter, Tian & Gründl, Helmut, 2011. "Life care annuities: Trick or treat for insurance companies?," ICIR Working Paper Series 04/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    5. Christian Knoller, 2016. "MULTIPLE REFERENCE POINTS AND THE DEMAND FOR PRINCIPAL-PROTECTED LIFE ANNUITIES: An EXPERIMENTAL ANALYSIS," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(1), pages 163-179, January.
    6. Maathumai Nirmalendran & Michael Sherris & Katja Hanewald, 2012. "Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers," Working Papers 201213, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
    7. Martin Eling, 2012. "What Do We Know About Market Discipline in Insurance?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 15(2), pages 185-223, September.
    8. Burren, Daniel, 2013. "Insurance demand and welfare-maximizing risk capital—Some hints for the regulator in the case of exponential preferences and exponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 551-568.
    9. Delis, Manthos D. & Mylonidis, Nikolaos, 2015. "Trust, happiness, and households’ financial decisions," Journal of Financial Stability, Elsevier, vol. 20(C), pages 82-92.
    10. Dong, Ming, 2014. "The impact of firm-level transparency on the ex ante risk decisions of insurers: Evidence from an empirical study," ICIR Working Paper Series 14/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    11. Johannes G. Jaspersen & Richard Peter & Marc A. Ragin, 2023. "Probability weighting and insurance demand in a unified framework," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 63-109, March.
    12. Nadine Gatzert & Dinah Heidinger, 2020. "An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(2), pages 407-436, June.
    13. Franca Glenzer & Bertrand Achou, 2019. "Annuities, long-term care insurance, and insurer solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 252-276, April.
    14. Zimmer, Anja & Gründl, Helmut & Schade, Christian, 2012. "Be as safe as possible: A behavioral approach to the optimal corporate risk strategy of insurers," ICIR Working Paper Series 06/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    15. J. Francois Outreville, 2014. "Risk Aversion, Risk Behavior, and Demand for Insurance: A Survey," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 37(2), pages 158-186.
    16. Helmut Gründl & Danjela Guxha & Anastasia Kartasheva & Hato Schmeiser, 2021. "Insurability of pandemic risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(4), pages 863-902, December.
    17. Martin Eling & David Pankoke, 2016. "Costs and Benefits of Financial Regulation: An Empirical Assessment for Insurance Companies," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 529-554, October.
    18. Tian Zhou‐Richter & Mark J. Browne & Helmut Gründl, 2010. "Don't They Care? Or, Are They Just Unaware? Risk Perception and the Demand for Long‐Term Care Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(4), pages 715-747, December.
    19. Dong, Ming, 2014. "Market reaction to transparency: An empirical study on life insurance demand in Europe," ICIR Working Paper Series 17/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    20. Glenn W. Harrison & Jia Min Ng, 2019. "Behavioral insurance and economic theory: A literature review," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(2), pages 133-182, July.
    21. Denis-Alexandre Trottier & Van Son Lai, 2017. "Reinsurance or CAT Bond? How to Optimally Combine Both," Working Papers 2017-003, Department of Research, Ipag Business School.
    22. Joël Wagner & Alexandra Zemp, 2012. "Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 15(2), pages 225-254, September.
    23. Johannes G. Jaspersen, 2016. "Hypothetical Surveys And Experimental Studies Of Insurance Demand: A Review," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(1), pages 217-255, January.
    24. Grochola, Nicolaus & Browne, Mark Joseph & Gründl, Helmut & Schlütter, Sebastian, 2021. "Exploring the market risk profiles of U.S. and European life insurers," ICIR Working Paper Series 39/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    25. Glenn W. Harrison & Jia Min Ng, 2018. "Welfare effects of insurance contract non-performance," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 39-76, May.
    26. Pamela Searle & Peter Ayton & Iain Clacher, 2024. "Annuity selection in the presence of insurer default risk and government guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 91(1), pages 161-192, March.
    27. Biener, Christian & Landmann, Andreas & Santana, Maria Isabel, 2017. "Contract Nonperformance Risk and Uncertainty in Insurance Markets," Working Papers on Finance 1701, University of St. Gallen, School of Finance, revised Apr 2019.
    28. Boado-Penas, M. Carmen & Brinker, Leonie V. & Eisenberg, Julia & Korn, Ralf, 2023. "Managing reputational risk in the decumulation phase of a pension fund," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 52-68.
    29. Nicolaus Grochola & Mark J. Browne & Helmut Gründl & Sebastian Schlütter, 2023. "Exploring the market risk profiles of US and European stock insurers," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 26(3), pages 287-341, October.
    30. Martin Eling, 2013. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2011 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 35-46, March.
    31. Timo R. Lambregts & Paul Bruggen & Han Bleichrodt, 2021. "Insurance decisions under nonperformance risk and ambiguity," Journal of Risk and Uncertainty, Springer, vol. 63(3), pages 229-253, December.
    32. Peter, Richard & Ying, Jie, 2020. "Do you trust your insurer? Ambiguity about contract nonperformance and optimal insurance demand," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 938-954.
    33. Mao Hong & Wen Zhongkai, 2018. "Optimization of Price, Default Ratio and Capital under Regulatory Criterion of Maximizing Social Benefit," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-15, July.
    34. Boon, Ling-Ni, 2017. "Stakeholders in pension finance," Other publications TiSEM c1bd136e-95e4-42a1-bdb4-8, Tilburg University, School of Economics and Management.

  11. Thomas Post & Helmut Gründl & Lisa Schmidl & Mark S. Dorfman, 2007. "Implications of IFRS for the European Insurance Industry—Insights From Capital Market Theory," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(2), pages 247-265, September.

    Cited by:

    1. Urska Kosi & Antonia Reither, 2014. "Determinants of Corporate Participation in the IFRS 4 (Insurance Contracts) Replacement Process," Accounting in Europe, Taylor & Francis Journals, vol. 11(1), pages 89-112, June.
    2. Abed Al-Nasser Abdallah & Wissam Abdallah & Feras M. Salama, 2018. "The Market Reaction to the Adoption of IFRS in the European Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(4), pages 653-703, October.
    3. Eling, Martin & Jia, Ruo & Schaper, Philipp, 2017. "Get the Balance Right: A Simultaneous Equation Model to Analyze Growth, Profitability, and Safety," Working Papers on Finance 1716, University of St. Gallen, School of Finance.
    4. Joël Wagner & Alexandra Zemp, 2012. "Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 15(2), pages 225-254, September.
    5. Spedicato, Giorgio Alfredo, 2013. "The lifecontingencies Package: Performing Financial and Actuarial Mathematics Calculations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 55(i10).
    6. Hangsuck Lee & Hongjun Ha & Minha Lee, 2022. "Piecewise linear boundary crossing probabilities, barrier options, and variable annuities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(12), pages 2248-2272, December.

  12. Helmut Gründl & Hato Schmeiser, 2007. "Capital Allocation for Insurance Companies—What Good IS IT?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 301-317, June.

    Cited by:

    1. Björn Häckel, 2010. "Risikoadjustierte Wertbeiträge zur ex ante Entscheidungsunterstützung: Ein axiomatischer Ansatz," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 21(1), pages 81-108, June.
    2. Parente, Ronaldo & Choi, Byeongyong Paul & Slangen, Arjen H.L. & Ketkar, Sonia, 2010. "Distribution system choice in a service industry: An analysis of international insurance firms operating in the United States," Journal of International Management, Elsevier, vol. 16(3), pages 275-287, September.
    3. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
    4. Gatzert, Nadine, 2008. "Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 839-849, April.
    5. Mierzejewski, Fernando, 2008. "The Allocation of Economic Capital in Opaque Financial Conglomerates," MPRA Paper 9432, University Library of Munich, Germany.
    6. Braun, Alexander & Schmeiser, Hato & Rymaszewski, Przemysław, 2015. "Stock vs. mutual insurers: Who should and who does charge more?," European Journal of Operational Research, Elsevier, vol. 242(3), pages 875-889.
    7. Mao Hong & Carson James M. & Ostaszewski Krzysztof M., 2018. "Optimal Price Setting and Insurer Capital Management in a Multiple Line Context," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(1), pages 1-22, January.
    8. Ivan Granito & Paolo De Angelis, 2015. "Capital allocation and risk appetite under Solvency II framework," Papers 1511.02934, arXiv.org.
    9. Buch, Arne & Dorfleitner, Gregor & Wimmer, Maximilian, 2011. "Risk capital allocation for RORAC optimization," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3001-3009, November.
    10. Schlütter, Sebastian, 2011. "The role of frictional costs for insurance pricing and insurer default risk," ICIR Working Paper Series 07/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    11. Paulusch, Joachim & Schlütter, Sebastian, 2021. "Sensitivity-implied tail-correlation matrices," ICIR Working Paper Series 33/19, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), revised 2021.
    12. John A. Major & Stephen J. Mildenhall, 2020. "Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market," Papers 2008.12427, arXiv.org.
    13. Tsanakas, Andreas, 2009. "To split or not to split: Capital allocation with convex risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 268-277, April.
    14. Gatzert, Nadine & Schmeiser, Hato, 2008. "The influence of corporate taxes on pricing and capital structure in property-liability insurance," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 50-58, February.
    15. Bernard Carole & Le Courtois Olivier, 2012. "Asset Risk Management of Participating Contracts," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 6(2), pages 1-23, June.
    16. Gian Paolo Clemente & Pierpaolo Marano, 2020. "The broker model for peer-to-peer insurance: an analysis of its value," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(3), pages 457-481, July.
    17. Kang, Woo-Young & Poshakwale, Sunil, 2019. "A new approach to optimal capital allocation for RORAC maximization in banks," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 153-165.
    18. Gómez, Fabio & Tang, Qihe & Tong, Zhiwei, 2022. "The gradient allocation principle based on the higher moment risk measure," Journal of Banking & Finance, Elsevier, vol. 143(C).
    19. Stephen J. Mildenhall, 2017. "Actuarial Geometry," Risks, MDPI, vol. 5(2), pages 1-44, June.
    20. Aigner, Philipp & Schlütter, Sebastian, 2023. "Enhancing gradient capital allocation with orthogonal convexity scenarios," ICIR Working Paper Series 47/23, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    21. Erel, Isil & Myers, Stewart C. & Read, James A., 2015. "A theory of risk capital," Journal of Financial Economics, Elsevier, vol. 118(3), pages 620-635.

  13. Thomas Post & Helmut Gründl & Hato Schmeiser, 2006. "Portfolio management and retirement: what is the best arrangement for a family?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 265-285, September.

    Cited by:

    1. Post, Thomas, 2009. "Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality," SFB 649 Discussion Papers 2009-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Roman N. Schulze & Thomas Post, 2010. "Individual Annuity Demand Under Aggregate Mortality Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 423-449, June.
    3. Huang, Rachel J. & Tsai, Jeffrey T. & Tzeng, Larry Y., 2008. "Government-provided annuities under insolvency risk," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 377-385, December.
    4. Sanders, E.A.T., 2011. "Annuity market imperfections," Other publications TiSEM 227f9684-ccba-4646-99bc-3, Tilburg University, School of Economics and Management.

  14. Helmut Gründl & Thomas Post & Roman N. Schulze, 2006. "To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(1), pages 19-41, March.

    Cited by:

    1. Juan Pablo Atal & Hanming Fang & Martin Karlsson & Nicolas Ziebarth, 2017. "Exit, Voice or Loyalty? An Investigation into Mandated Portability of Front-Loaded Private Health Plans," PIER Working Paper Archive 17-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 23 May 2017.
    2. Katja Hanewald & Thomas Post & Helmut Gründl, 2011. "Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 458-475, July.
    3. Li, Jackie & Haberman, Steven, 2015. "On the effectiveness of natural hedging for insurance companies and pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 286-297.
    4. Chen An & Mahayni Antje B., 2008. "Endowment Assurance Products: Effectiveness of Risk-Minimizing Strategies under Model Risk," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 2(2), pages 1-29, March.
    5. Thomas Post & Helmut Gründl & Lisa Schmidl & Mark S. Dorfman, 2007. "Implications of IFRS for the European Insurance Industry—Insights From Capital Market Theory," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(2), pages 247-265, September.
    6. Post Thomas, 2012. "Individual Welfare Gains from Deferred Life-Annuities under Stochastic Mortality," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 6(2), pages 1-26, June.
    7. Tsai, Jeffrey T. & Wang, Jennifer L. & Tzeng, Larry Y., 2010. "On the optimal product mix in life insurance companies using conditional value at risk," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 235-241, February.
    8. Maathumai Nirmalendran & Michael Sherris & Katja Hanewald, 2012. "Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers," Working Papers 201213, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
    9. Schlütter, Sebastian & Gründl, Helmut, 2011. "Who benefits from building insurance groups? A welfare analysis of optimal group capital management," ICIR Working Paper Series 08/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    10. Burren, Daniel, 2013. "Insurance demand and welfare-maximizing risk capital—Some hints for the regulator in the case of exponential preferences and exponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 551-568.
    11. Kok, Christoffer & Pancaro, Cosimo & Berdin, Elia, 2017. "A stochastic forward-looking model to assess the profitability and solvency of European insurers," Working Paper Series 2028, European Central Bank.
    12. Franca Glenzer & Bertrand Achou, 2019. "Annuities, long-term care insurance, and insurer solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(2), pages 252-276, April.
    13. Zimmer, Anja & Gründl, Helmut & Schade, Christian, 2012. "Be as safe as possible: A behavioral approach to the optimal corporate risk strategy of insurers," ICIR Working Paper Series 06/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    14. Post, Thomas, 2009. "Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality," SFB 649 Discussion Papers 2009-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Berdin, Elia, 2016. "Interest rate risk, longevity risk and the solvency of life insurers," ICIR Working Paper Series 23/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    16. Cox, Samuel H. & Lin, Yijia & Pedersen, Hal, 2010. "Mortality risk modeling: Applications to insurance securitization," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 242-253, February.
    17. Qi Ming, 2013. "The Impact of Mortality Risk on the Asset and Liability Management of Insurance Companies," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 7(2), pages 81-104, July.
    18. Bohnert, Alexander & Gatzert, Nadine, 2012. "Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 64-78.
    19. Zimmer, Anja & Schade, Christian & Gründl, Helmut, 2009. "Is default risk acceptable when purchasing insurance? Experimental evidence for different probability representations, reasons for default, and framings," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 11-23, February.

Books

  1. Elia Berdin & Richard S. Grossman & Helmut Gründl & Wolfgang Herold & Frederic Lambert & Bruce McLean Forrest & Philip Molyneux & Claude Moser & John Nugée & Colt Spenser Lake & Silke Waterstraat & Dy, 2015. "Asset-Liability Management with Ultra-Low Interest Rates," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/2 edited by Christian Beer & Ernest Gnan, May.

    Cited by:

    1. Thomas Scheiber & Maria Antoinette Silgoner & Caroline Stern, 2016. "The development of bank profitability in Denmark, Sweden and Switzerland during a period of ultra-low and negative interest rates," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 8-28.

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