Prof. Dr. Nadine Gatzert
Chair of Insurance Economics and Risk Management
Curriculum vitae
Nadine Gatzert studied Mathematics and Economics at the University of Ulm. During this time she also participated in the PhD program in Applied Mathematics at the University of Southern California, Los Angeles, USA, where she worked as a teaching assistant and received her Master of Science in Mathematical Finance in 2004. From 2005 to 2009, she worked as a project manager and a research fellow at the Institute of Insurance Economics at the University of St. Gallen, where she received her doctoral degree in 2007 and her Habilitation in 2009, and finalized the examination as a professional actuary of the German Actuarial Association (DAV).
She has been Chair of Insurance Economics and Risk Management at Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU) since August 2009. She has served as a research dean of the School of Business and Economics from 2012 to 2015, and was appointed vice president of research and a member of the university executive board in April 2015. Professor Gatzert is chair of the board of Forum V, the Northern Bavarian Institute of Insurance Science and Practice at FAU, a member of the board of directors of Deutscher Verein für Versicherungswissenschaft (German insurance science association), a member of the board of directors of the American Risk and Insurance Association (ARIA), and a member of the Insurance Advisory Board of the German Federal Financial Supervisory Authority (Bundesanstalt für Finanzdienstleistungsaufsicht).
Professor Gatzert’s main fields of research are enterprise risk management, (life) insurance mathematics and alternative risk transfer, financial guarantees in life insurance, and regulation and solvency assessment in the financial services industry.
2024
Do sustainability attributes play a role for individuals’ decisions regarding unit-linked life insurance? A survey research on German private investors
In: Geneva Papers on Risk and Insurance: Issues and Practice (2024)
ISSN: 1018-5895
DOI: 10.1057/s41288-024-00313-4
, :
The impact of dependencies between climate risks on the asset and liability side of non-life insurers
In: European Actuarial Journal 14 (2024), p. 1-19
ISSN: 2190-9733
DOI: 10.1007/s13385-023-00364-2
URL: https://link.springer.com/article/10.1007/s13385-023-00364-2
, :
Survey-based insights from choice-based conjoint analyses on customer preferences for company characteristics of life insurers
In: Risk Management and Insurance Review 27 (2024), p. 451-482
ISSN: 1098-1616
DOI: 10.1111/rmir.12291
, :
2023
Organizational Risk Culture: A Literature Review on Dimensions, Assessment, Value Relevance and Improvement Levers
In: European Management Journal (2023)
ISSN: 0263-2373
DOI: 10.1016/j.emj.2023.02.002
, :
The Impact of Product-Dependent Policyholder Risk Sensitivities in Life Insurance: Insights from Experiments and Model-Based Simulation Analyses
In: Asia-Pacific Journal of Risk and Insurance 17 (2023), p. 143-178
ISSN: 2153-3792
DOI: 10.1515/apjri-2022-0051
, :
2022
The Impact of Counterparty Risk on the Basis Risk of Industry Loss Warranties and on (Collateralized) Reinsurance under (Non-)Linear Dependence Structures
In: The Journal of Risk Finance (2022)
ISSN: 1526-5943
DOI: 10.1108/JRF-06-2021-0103
, :
Products and Strategies for the Decumulation of Wealth during Retirement: Insights from the Literature
In: North American Actuarial Journal (2022)
ISSN: 1092-0277
DOI: 10.1080/10920277.2022.2078374
, :
Analyzing spillover effects from data breaches to the US (cyber) insurance industry
In: European Journal of Finance (2022)
ISSN: 1351-847X
DOI: 10.1080/1351847X.2022.2090267
, , :
Sustainable investing in the US and European insurance industry: a text mining analysis
In: Geneva Papers on Risk and Insurance: Issues and Practice (2022)
ISSN: 1018-5895
DOI: 10.1057/s41288-022-00270-w
, :
Cyber risk management in the US banking and insurance industry: A textual and empirical analysis of determinants and value
In: Journal of Risk and Insurance (2022)
ISSN: 0022-4367
DOI: 10.1111/jori.12381
, :
How Default Effects and Decision Timing Affect Annuity Uptake and Health Consciousness
In: The Geneva Papers on Risk and Insurance - Issues and Practice (2022)
ISSN: 1018-5895
DOI: 10.1057/s41288-022-00280-8
(Working Paper)
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2021
Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets
In: Schmalenbach Journal of Business Research 74 (2021), p. 37-76
ISSN: 2366-6153
DOI: 10.1007/s41471-021-00121-9
URL: https://link.springer.com/article/10.1007/s41471-021-00121-9
(Working Paper)
, , , :
Optimal asset allocation in retirement planning: threshold-based utility maximization
In: The Journal of Risk Finance (2021)
ISSN: 1526-5943
DOI: 10.1108/JRF-04-2021-0060
, , :
Awareness of climate risks and opportunities: empirical evidence on determinants and value from the US and European insurance industry
In: Geneva Papers on Risk and Insurance: Issues and Practice (2021)
ISSN: 1018-5895
DOI: 10.1057/s41288-021-00227-5
, :
Cyber Risk Management in SMEs: Insights from Industry Surveys
In: The Journal of Risk Finance (2021)
ISSN: 1526-5943
DOI: 10.1108/jrf-02-2020-0024
, , :
2020
Empirically assessing and modeling spillover effects from operational risk events in the insurance industry
In: Insurance Mathematics & Economics 93 (2020), p. 72-83
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2020.04.003
, , :
Portfolio Optimization with Irreversible Long-Term Investments in Renewable Energy under Policy Risk: A Mixed-Integer Multistage Stochastic Model and a Moving-Horizon Approach
In: European Journal of Operational Research (2020)
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2020.08.033
, , , , :
The future of mobility and its impact on the automobile insurance industry
In: Risk Management and Insurance Review (2020)
ISSN: 1098-1616
DOI: 10.1111/rmir.12140
, :
Sustainability risks & opportunities in the insurance industry
In: Zeitschrift für die gesamte Versicherungswissenschaft (2020)
ISSN: 0044-2585
DOI: 10.1007/s12297-020-00482-w
, , :
2019
What Do We Know about Annuitization Decisions?
In: Risk Management and Insurance Review (2019)
ISSN: 1098-1616
DOI: 10.1111/rmir.12115
, :
The Drivers and Value of Enterprise Risk Management: Evidence from ERM Ratings
In: European Journal of Finance 25 (2019), p. 234–255
ISSN: 1351-847X
DOI: 10.1080/1351847X.2018.1514314
, , , :
The impact of spillover effects from operational risk events: a model from a portfolio perspective
In: The Journal of Risk Finance (2019)
ISSN: 1526-5943
DOI: 10.1108/JRF-09-2018-0143
, :
Spillover effects in the European financial services industry from internal fraud events: Comparing three cases of rogue trader scandals
In: The Journal of Risk Finance (2019)
ISSN: 1526-5943
DOI: 10.1108/JRF-07-2018-0117
, , :
An analysis of transaction costs in participating life insurance under mean-variance preferences
In: Insurance Mathematics & Economics 85 (2019), p. 185-197
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2019.01.003
:
An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports (SFCR) in the European Insurance Industry
In: Journal of Risk and Insurance (2019)
ISSN: 0022-4367
, :
Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss Instruments
In: Journal of Risk and Insurance 86 (2019), p. 39-72
ISSN: 0022-4367
DOI: 10.1111/jori.12191
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2018
Risk- and Value-Based Management for Non-Life Insurers under Solvency Constraints
In: European Journal of Operational Research 226 (2018), p. 761-774
ISSN: 0377-2217
, :
Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry
In: Journal of Banking & Finance 91 (2018), p. 106-118
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2018.04.004
, :
Economies of Scale in European Life Insurance
In: The Journal of Risk Finance 19 (2018), p. 190-207
ISSN: 1526-5943
DOI: 10.1108/JRF-03-2017-0055
, , , :
Renewable Energy Investments with Storage: A Risk-Return Analysis
In: International Journal of Energy Sector Management (2018)
ISSN: 1750-6220
DOI: 10.1108/ijesm-02-2018-0009
, :
Digitalisierte Beratungsunterstützung im Versicherungsvertrieb
In: Versicherungsvermittlung (2018), p. 174-177
ISSN: 0049-6014
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2017
Equity-Linked Life Insurance Based on Traditional Products: The Case of Select Products
In: European Actuarial Journal 7 (2017), p. 379-404
ISSN: 2190-9733
DOI: 10.1007/s13385-017-0157-z
, , , :
The Relationship between Enterprise Risk Management, Value and Firm Characteristics based on the Literature
In: Zeitschrift für die gesamte Versicherungswissenschaft 106 (2017), p. 311-324
ISSN: 0044-2585
DOI: 10.1007/s12297-017-0382-1
, , , :
Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms
In: Insurance Mathematics & Economics (2017)
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2016.11.005
, :
Determinants of Policy Risks of Renewable Energy Investments
In: International Journal of Energy Sector Management (2017)
ISSN: 1750-6220
DOI: 10.1108/IJESM-11-2015-0001
, :
The Impact of European Initiatives on the Treatment of Insurers‘ Infrastructure Investments under Solvency II
In: Geneva Papers on Risk and Insurance-Issues and Practice (2017)
ISSN: 1018-5895
DOI: 10.1057/s41288-017-0042-7
, :
Betriebsunterbrechungsversicherung bei kleinen und mittleren Unternehmen – Eine empirische Analyse von Einflussfaktoren auf die Versicherungsentscheidung
In: Zeitschrift für die gesamte Versicherungswissenschaft Supplement (2017)
ISSN: 0044-2585
, , :
The Cost of Life Distribution in Europe
In: Geneva Papers on Risk and Insurance-Issues and Practice (2017)
ISSN: 1018-5895
DOI: 10.1057/s41288-016-0036-x
, , :
Determinants and Value of Enterprise Risk Management: Empirical Evidence from Germany
In: European Journal of Finance (2017)
ISSN: 1351-847X
DOI: 10.1080/1351847X.2017.1347100
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2016
Assessing Inflation Risk in Non-Life Insurance
In: Insurance Mathematics & Economics 66 (2016), p. 86
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2015.11.003
, , :
Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk
In: Insurance Mathematics & Economics (2016)
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2016.10.006
, , :
Enhanced Annuities: Drivers and Barriers of Supply and Demand
In: Geneva Papers on Risk and Insurance-Issues and Practice 41 (2016), p. 53-77
ISSN: 1018-5895
DOI: 10.1057/gpp.2015.21
, :
Risks and Risk Management of Renewable Energy Projects: The Case of Onshore and Offshore Wind Parks
In: Renewable & Sustainable Energy Reviews 60 (2016), p. 982-998
ISSN: 1364-0321
, :
Evaluating Investments in Renewable Energy Projects under Policy Risks
In: Energy Policy (2016)
ISSN: 0301-4215
DOI: 10.1016/j.enpol.2016.04.027
, :
The Impact of Disability Insurance on a Portfolio of Life Insurances
In: North American Actuarial Journal (2016)
ISSN: 1092-0277
DOI: 10.1080/10920277.2015.1109457
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Prof. Dr. Nadine Gatzert
- Phone number: +49 911 5302-95884
- Email: wiso-vwrm@fau.de