Martin Eling : Citation Profile

Are you Martin Eling?

Universität St. Gallen

23

H index

38

i10 index

1383

Citations

RESEARCH PRODUCTION:

90

Articles

21

Papers

11

Books

3

Chapters

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 76
   Journals where Martin Eling has often published
   Relations with other researchers
   Recent citing documents: 138.    Total self citations: 49 (3.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pel167
   Updated: 2024-12-03    RAS profile: 2024-01-05    
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Relations with other researchers

Works with:

Jung, Kwangmin (3)

Ghavibazoo, Omid (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Martin Eling.

Is cited by:

Gaganis, Chrysovalantis (11)

Pasiouras, Fotios (10)

Karlsson, Martin (9)

Ziebarth, Nicolas (9)

Kerstens, Kristiaan (9)

Fang, Hanming (9)

Gründl, Helmut (7)

Loperfido, Nicola (7)

Mazur, Stepan (7)

Tortosa-Ausina, Emili (7)

Ferro, Gustavo (6)

Cites to:

Cummins, John (107)

Weiss, Mary (62)

Biener, Christian (38)

Berger, Allen (33)

French, Kenneth (22)

Wilson, Paul (20)

Wirfs, Jan (19)

Fama, Eugene (17)

Grace, Martin (17)

Simar, Leopold (17)

Thaler, Richard (14)

Main data

Where Martin Eling has published?

Journals with more than one article published# docs
The Geneva Papers on Risk and Insurance - Issues and Practice17
Insurance: Mathematics and Economics9
Risk Management and Insurance Review9
Journal of Banking & Finance8
Journal of Risk & Insurance7
Journal of Risk Finance7
European Journal of Operational Research4
Journal of Insurance Issues3
The European Journal of Finance3
Financial Markets and Portfolio Management2
North American Actuarial Journal2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance19

Recent works citing Martin Eling (2024 and 2023)

YearTitle of citing document
2023The Treynor Ratio as a Risk-adjusted Return of Croatian Listed Firms. (2023). Miletic, Marko ; Kramaric, Tomislava Pavic ; Pepur, Petar. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:92-106.

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2024Subsidising Inclusive Insurance to Reduce Poverty. (2021). Constantinescu, Corina ; Arnold, S'Everine ; Loke, Sooie-Hoe ; Henshaw, Kira ; Jos'e Miguel Flores Contr'o, . In: Papers. RePEc:arx:papers:2103.17255.

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2023Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity. (2022). Peters, Gareth W ; Jang, Jiwook ; Truck, Stefan ; Sofronov, Georgy ; Shevchenko, Pavel V ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2202.10588.

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2023Cyber Risk Assessment for Capital Management. (2022). Zhang, Linfeng ; Hu, Hins ; Feng, Runhuan ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2205.08435.

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2024An unexpected stochastic dominance: Pareto distributions, catastrophes, and risk exchange. (2022). Wang, Ruodu ; Embrechts, Paul ; Chen, Yuyu. In: Papers. RePEc:arx:papers:2208.08471.

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2023Pricing cyber-insurance for systems via maturity models. (2023). Pym, David ; Skeoch, Henry. In: Papers. RePEc:arx:papers:2302.04734.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis. (2023). Cagnol, John ; Braouezec, Yann. In: Papers. RePEc:arx:papers:2309.15269.

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2024Cyber Insurance Risk: Reporting Delays, Third-Party Cyber Events, and Changes in Reporting Propensity -- An Analysis Using Data Breaches Published by U.S. State Attorneys General. (2023). Wong, Bernard ; Taylor, Greg ; Tan, Xingyun ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786.

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2023Impact of Loss-Framing and Risk Attitudes on Insurance Purchase: Insights from a Game-like Interface Study. (2023). Vemuri, Kavita ; Kamble, Pratik ; Hanji, Shivani ; Lahoti, Kunal Rajesh. In: Papers. RePEc:arx:papers:2310.13300.

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2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024Risk exchange under infinite-mean Pareto models. (2024). Wang, Ruodu ; Embrechts, Paul ; Chen, Yuyu. In: Papers. RePEc:arx:papers:2403.20171.

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2024The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2405.02302.

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2024From Participation To Repurchase: Low Income Households And Micro‐insurance. (2020). Thomas, Susan ; Sane, Renuka. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:783-814.

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2023Seasonality in catastrophe bonds and market?implied catastrophe arrival frequencies. (2021). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:785-818.

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2023Are health insurers in multiple lines of business less profitable? An examination of scope economies in health insurance. (2023). Yang, Charles ; Sirmans, Tice ; Cook, Amanda ; Born, Patricia. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:1:p:185-212.

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2023Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328.

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2023.

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2023Modelling and predicting enterprise?level cyber risks in the context of sparse data availability. (2022). Schiereck, Dirk ; Zangerle, Daniel. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:136276.

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2023A Comparative Risk-adjusted Performance Evaluation of South African SRI Funds and the FTSE/JSE over the Covid-19 Period. (2023). Sgammini, Ruschelle. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-6.

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2023Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions. (2023). Pantelous, Athanasios A ; Noorullah, Muhammad ; Arif, Hifsa ; Hussain, Sultan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:451:y:2023:i:c:s0096300323002096.

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2024Compound Poisson–Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting. (2024). Hakim, Arief ; Tjahjono, Venansius ; Syuhada, Khreshna. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:467:y:2024:i:c:s0096300323006616.

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2023Implications of false alarms in dynamic games on cyber-security. (2023). Choi, Jin Hyuk ; Han, Kookyoung. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923002230.

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2023A general method for analysis and valuation of drawdown risk. (2023). Li, Lingfei ; Zhang, Gongqiu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:152:y:2023:i:c:s0165188923000751.

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2023An empirical analysis of exchange-traded funds in the US. (2023). Moradi-Motlagh, Amir ; Valadkhani, Abbas. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:995-1009.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2023Determinants of Household Vulnerability in Networks with Formal Insurance and Informal Risk-Sharing. (2023). Muller, Birgit ; Frank, Karin ; Lenel, Friederike ; Groeneveld, Jurgen ; Will, Meike. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001842.

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2023Performance measurement of crypto funds. (2023). Momtaz, Paul P ; Drobetz, Wolfgang ; Dombrowski, Niclas. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s016517652300143x.

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2024Computational dynamics of information ratios. (2024). Marohn, Marcel ; Auer, Benjamin R. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000946.

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2023Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586.

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2023Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886.

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2023Structural models for fog computing based internet of things architectures with insurance and risk management applications. (2023). Zhao, Peng ; Su, Jianxi ; Xu, Maochao ; Zhang, Xiaoyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1273-1291.

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2023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314.

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2023A generalized robust data envelopment analysis model based on directional distance function. (2023). Ghiyasi, Mojtaba ; Sahoo, Biresh K ; Arabmaldar, Aliasghar. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:617-632.

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2023Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data. (2023). Dacorogna, Michel ; Kratz, Marie ; Debbabi, Nehla. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:708-729.

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2023ESG performance and corporate risk-taking: Evidence from China. (2023). Liu, Guanchun ; Yue, Wei ; Ding, Cong ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000662.

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2024Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers. (2024). Yang, Charles C ; Lee, Wing Yan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004581.

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2024Does cybersecurity risk stifle corporate innovation activities?. (2024). Shan, Yuan George ; Ho, Choy Yeing ; Wang, Jimin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005446.

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2024Cybersecurity and executive compensation: Can inside debt-induced risk aversion improve cyber risk management effectiveness?. (2024). Nguyen, Trung ; Erkan-Barlow, Asligul. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001054.

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2023Financial Health of Medical Schemes in South Africa. (2023). Alhassan, Abdul Latif. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005803.

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2023Do InsurTech startups disrupt the insurance industry?. (2023). , Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005925.

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2023Pricing extreme mortality risk in the wake of the COVID-19 pandemic. (2023). Yuan, Zhongyi ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:84-106.

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2023Joint life care annuities to help retired couples to finance the cost of long-term care. (2023). VIDAL-MELIA, CARLOS ; Ventura-Marco, Manuel ; Perez-Salamero, Juan Manuel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:122-139.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000884.

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2024Market discipline and policy loans. (2024). Niehaus, Greg ; Chiang, Chia-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002716.

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2024Aggregate lapsation risk. (2024). Van Nieuwerburgh, Stijn ; Lee, Hae Kang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000424.

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2023Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372.

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2024Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561.

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2024Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach. (2024). Perez-Rodriguez, Jorge V ; Cortes-Garcia, Salvador J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:164-175.

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2024Behavioral aspects of household portfolio choice: Effects of loss aversion on life insurance uptake and savings. (2024). Hwang, In Do ; Do, IN. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1029-1053.

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2024The impact of financial institutions cross-shareholdings on risk-taking. (2024). Liao, Gaoke ; Lu, Siting ; Chen, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1526-1544.

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2024Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). Guimares, Acassio Silva ; de Frana, Joo Vinicius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915.

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2023Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042.

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2023Investigating the influence of governance determinants on reporting cybersecurity incidents to police: Evidence from Canadian organizations’ perspectives. (2023). Ravaonorohanta, Bako Harinivo ; Agbodoh-Falschau, Kouassi Raymond. In: Technology in Society. RePEc:eee:teinso:v:74:y:2023:i:c:s0160791x23001148.

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2023Recovery mode: Non-cognitive skills after the storm. (2023). Landmann, Andreas ; Biener, Christian. In: World Development. RePEc:eee:wdevel:v:164:y:2023:i:c:s0305750x22003424.

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2023WACC for Electric Power Transmission System Operators: The Case of Colombia. (2023). Salazar, Harold ; Lanzas-Duque, Angela Maria ; Bedoya-Cadavid, Jorge Armando. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:964-:d:1036380.

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2023Simulation Framework to Determine Suitable Innovations for Volatility Persistence Estimation: The GARCH Approach. (2023). Sigauke, Caston ; Chimedza, Charles. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:392-:d:1231462.

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2024Actuarial Risk Management Practices and Firm Performance: The Mediating Role of E-Service Innovation. (2024). Elidjen, Elidjen ; Hamsal, Mohammad ; Arief, Muhtosim ; Widianto, Dwi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:204-:d:1394050.

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2023A Survey on AI Implementation in Finance, (Cyber) Insurance and Financial Controlling. (2023). Zhelev, Zhelyo ; Ninova, Valentina ; Aleksandrova, Aleksandrina. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:91-:d:1144993.

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2023Optimal Cyber Security Investment in a Mixed Risk Management Framework: Examining the Role of Cyber Insurance and Expenditure Analysis. (2023). Mazzoccoli, Alessandro. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:154-:d:1225495.

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2023Research on InsurTech and the Technology Innovation Level of Insurance Enterprises. (2023). Zhang, Lulu ; Ye, Shujun ; Liu, Jie. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8617-:d:1155844.

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2023The ISO/IEC 27001 Information Security Management Standard: How to Extract Value from Data in the IT Sector. (2023). Kamariotou, Maria ; Chatzidimitriou, Elpiniki ; Kitsios, Fotis. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5828-:d:1108964.

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2023Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategies. (2023). Olympio, Anani Ayodele ; Milhaud, Xavier ; Valla, Mathias. In: Post-Print. RePEc:hal:journl:hal-03903047.

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2023Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy. (2023). Olympio, Anani Ayodele ; Milhaud, Xavier ; Valla, Mathias. In: Working Papers. RePEc:hal:wpaper:hal-03903047.

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2023RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833.

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2023Hidden semi-Markov models for rainfall-related insurance claims. (2023). Punzo, Antonio ; Shi, Yue ; Maruotti, Antonello ; Otneim, Hkon. In: Discussion Papers. RePEc:hhs:nhhfms:2023_017.

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2024Skewness-seeking behavior and financial investments. (2024). Benuzzi, Matteo ; Ploner, Matteo. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:1:d:10.1007_s10436-023-00437-y.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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2023Modelling and predicting enterprise-level cyber risks in the context of sparse data availability. (2023). Schiereck, Dirk ; Zangerle, Daniel. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-022-00282-6.

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2023Cyber loss model risk translates to premium mispricing and risk sensitivity. (2023). Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Sofronov, Georgy ; Malavasi, Matteo ; Peters, Gareth W. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00285-x.

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2023Coordination of cybersecurity risk management in the U.K. insurance sector. (2023). Klumpes, Paul. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00287-9.

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2023Risk mitigation services in cyber insurance: optimal contract design and price structure. (2023). Scherer, Matthias ; Zeller, Gabriela. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00289-7.

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2023Modelling maximum cyber incident losses of German organisations: an empirical study and modified extreme value distribution approach. (2023). Teuteberg, Frank ; Raschke, Mathias ; Skarczinski, Bennet. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00293-x.

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2023Diversification and Solvency II: the capital effect of portfolio swaps on non-life insurers. (2023). Materne, Stefan ; Fortmann, Michael ; Shannon, Darren ; Humberg, Christian ; Sheehan, Barry. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:4:d:10.1057_s41288-022-00269-3.

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More than 100 citations found, this list is not complete...

Works by Martin Eling:

YearTitleTypeCited
2009Does Hedge Fund Performance Persist? Overview and New Empirical Evidence In: European Financial Management.
[Full Text][Citation analysis]		article30
2009Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article6
2011The Performance of Microinsurance Programs: A Data Envelopment Analysis In: Journal of Risk & Insurance.
[Citation analysis]		article24
2014What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article23
2014Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article17
2016Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article10
2012Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article9
2014Between-Group Adverse Selection: Evidence from Group Critical Illness Insurance.(2014) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2022Technology heterogeneity and market structure In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article1
2007Dynamic Financial Analysis: Classification, Conception, and Implementation In: Risk Management and Insurance Review.
[Full Text][Citation analysis]		article2
2007The Solvency II Process: Overview and Critical Analysis In: Risk Management and Insurance Review.
[Full Text][Citation analysis]		article40
2012What Do We Know About Market Discipline in Insurance? In: Risk Management and Insurance Review.
[Full Text][Citation analysis]		article10
2013Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2011 Update In: Risk Management and Insurance Review.
[Full Text][Citation analysis]		article2
2013Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2012 Update In: Risk Management and Insurance Review.
[Full Text][Citation analysis]		article2
2015Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2013 Update In: Risk Management and Insurance Review.
[Full Text][Citation analysis]		article0
2016Systemic Risk in the Insurance Sector: A Review and Directions for Future Research In: Risk Management and Insurance Review.
[Full Text][Citation analysis]		article25
2014Systemic Risk in the Insurance Sector: Review and Directions for Future Research.(2014) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2017Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update In: Risk Management and Insurance Review.
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2018Can group incentives alleviate moral hazard? The role of pro-social preferences In: European Economic Review.
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2016Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences.(2016) In: Working Papers on Finance.
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2012Organization and efficiency in the international insurance industry: A cross-frontier analysis In: European Journal of Operational Research.
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2013An efficiency comparison of the non-life insurance industry in the BRIC countries In: European Journal of Operational Research.
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2016The determinants of efficiency and productivity in the Swiss insurance industry In: European Journal of Operational Research.
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2015The Determinants of Efficiency and Productivity in the Swiss Insurance Industry.(2015) In: Working Papers on Finance.
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2019What are the actual costs of cyber risk events? In: European Journal of Operational Research.
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2015Common risk factors of infrastructure investments In: Energy Economics.
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2018Business failure, efficiency, and volatility: Evidence from the European insurance industry In: International Review of Financial Analysis.
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2022Unraveling heterogeneity in cyber risks using quantile regressions In: Insurance: Mathematics and Economics.
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2009Minimum standards for investment performance: A new perspective on non-life insurer solvency In: Insurance: Mathematics and Economics.
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2012Dependence modeling in non-life insurance using the Bernstein copula In: Insurance: Mathematics and Economics.
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2012Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models? In: Insurance: Mathematics and Economics.
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2013The value of interest rate guarantees in participating life insurance contracts: Status quo and alternative product design In: Insurance: Mathematics and Economics.
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2012The Value of Interest Rate Guarantees in Participating Life insurance Contracts: Status Quo and Alternative Product Design.(2012) In: Working Papers on Finance.
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2014Fitting asset returns to skewed distributions: Are the skew-normal and skew-student good models? In: Insurance: Mathematics and Economics.
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2017Data breaches: Goodness of fit, pricing, and risk measurement In: Insurance: Mathematics and Economics.
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2018Copula approaches for modeling cross-sectional dependence of data breach losses In: Insurance: Mathematics and Economics.
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2020Risk aggregation in non-life insurance: Standard models vs. internal models In: Insurance: Mathematics and Economics.
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2019Asset pricing and extreme event risk: Common factors in ILS fund returns In: Journal of Banking & Finance.
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2016Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns.(2016) In: Working Papers on Finance.
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2010Efficiency in the international insurance industry: A cross-country comparison In: Journal of Banking & Finance.
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2010The performance of hedge funds and mutual funds in emerging markets In: Journal of Banking & Finance.
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2011Sufficient conditions for expected utility to imply drawdown-based performance rankings In: Journal of Banking & Finance.
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2012A decision-theoretic foundation for reward-to-risk performance measures In: Journal of Banking & Finance.
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2017The structure of the global reinsurance market: An analysis of efficiency, scale, and scope In: Journal of Banking & Finance.
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2016The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope.(2016) In: Working Papers on Finance.
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2020Balancing the desire for privacy against the desire to hedge risk In: Journal of Economic Behavior & Organization.
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2019Efficiency and profitability in the global insurance industry In: Pacific-Basin Finance Journal.
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2021Willingness to take financial risks and insurance holdings: A European survey In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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2014Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development In: World Development.
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2013Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development.(2013) In: Working Papers on Finance.
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2010Skewness in hedge funds returns: classical skewness coefficients vs Azzalinis skewness parameter In: International Journal of Managerial Finance.
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2012Market?consistent embedded value in non?life insurance: how to measure it and why In: Journal of Risk Finance.
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2013Multi?year non?life insurance risk In: Journal of Risk Finance.
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2020The impact of telematics on the insurability of risks In: Journal of Risk Finance.
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2016What do we know about cyber risk and cyber risk insurance? In: Journal of Risk Finance.
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2013Modeling parameter risk in premium risk in multi?year internal models In: Journal of Risk Finance.
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2013Research on lapse in life insurance: what has been done and what needs to be done? In: Journal of Risk Finance.
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2012Research on Lapse in Life Insurance – What Has Been Done and What Needs to Be Done?.(2012) In: Working Papers on Finance.
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2012Market-consistent embedded value in non-life insurance: how to measure it and why In: Journal of Risk Finance.
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2012Internal and external drivers for risk taking in UK and German insurance markets In: International Journal of Banking, Accounting and Finance.
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2009Good and Bad News on Capital Market Return Ellipticity In: Atlantic Economic Journal.
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2005The Parent Company Puzzle on the German Stock Market In: Financial Markets and Portfolio Management.
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2006Performance measurement of hedge funds using data envelopment analysis In: Financial Markets and Portfolio Management.
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2012Does Surplus Participation Reflect Market Discipline? An Analysis of the German Life Insurance Market In: Journal of Financial Services Research.
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2012Is There Market Discipline in the European Insurance Industry? An Analysis of the German Insurance Market In: The Geneva Risk and Insurance Review.
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2008The Swiss Solvency Test and its Market Implications In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2010Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2010Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview, Systematization, and Recent Developments In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2012Insurability in Microinsurance Markets: An Analysis of Problems and Potential Solutions In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2013Maximum Technical Interest Rates in Life Insurance in Europe and the United States: An Overview and Comparison In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2013Intergenerational Transfers and the Stability of the Swiss Retirement System In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2014The Determinants of Microinsurance Demand In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2013The Determinants of Microinsurance Demand.(2013) In: Working Papers on Finance.
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2015Insurability of Cyber Risk: An Empirical Analysis† In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2015Insurability of Cyber Risk: An Empirical Analysis.(2015) In: Working Papers on Finance.
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2016Costs and Benefits of Financial Regulation: An Empirical Assessment for Insurance Companies In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2014Costs and Benefits of Financial Regulation – An Empirical Assessment for Insurance Companies.(2014) In: Working Papers on Finance.
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2018Cyber Risk and Cyber Risk Insurance: Status Quo and Future Research In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2018The Impact of Digitalization on the Insurance Value Chain and the Insurability of Risks In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2019Research on long-term care insurance: status quo and directions for future research In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2020Cyber insurance offering and performance: an analysis of the U.S. cyber insurance market In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2021Innovations in microinsurance research In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2022The impact of artificial intelligence along the insurance value chain and on the insurability of risks In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2022The magic triangle: growth, profitability and safety in the insurance industry In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2023New advances on cyber risk and cyber insurance In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2014Systemic Risk and the Insurance Industry: Principal Linkages and Dependencies In: Palgrave Macmillan Books.
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2022Heterogeneity in cyber loss severity and its impact on cyber risk measurement In: Risk Management.
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2021The impact of extreme cyber events on capital markets and insurers’ asset portfolios In: Journal of Financial Transformation.
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2022Optimal labor and capital utilization by financial firms: evidence from the German property and casualty insurance industry In: Journal of Business Economics.
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2006Performance Measurement of Hedge Fund Indices - Does the Measure Matter? In: Operations Research Proceedings.
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2007A Management Rule of Thumb in Property-Liability Insurance In: Operations Research Proceedings.
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2013Kurz kommentiert In: Wirtschaftsdienst.
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2013How skewness influences optimal allocation in a risky asset? In: Applied Economics Letters.
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2009Risk and return of reinsurance contracts under copula models In: The European Journal of Finance.
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2015Skewed distributions in finance and actuarial science: a review In: The European Journal of Finance.
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2020New mathematical and statistical methods for actuarial science and finance In: The European Journal of Finance.
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2020Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test In: North American Actuarial Journal.
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2023The Economic Impact of Extreme Cyber Risk Scenarios In: North American Actuarial Journal.
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2012Systemic Risk in the Insurance Sector – What Do We Know? In: Working Papers on Finance.
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2013Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module In: Working Papers on Finance.
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2013Common Risk Factors of Infrastructure Firms In: Working Papers on Finance.
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2015Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry In: Working Papers on Finance.
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2016The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry In: Working Papers on Finance.
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2017Get the Balance Right: A Simultaneous Equation Model to Analyze Growth, Profitability, and Safety In: Working Papers on Finance.
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2018Which Insurers Write Cyber Insurance? Evidence from the U.S. Property and Casualty Insurance Industry In: Journal of Insurance Issues.
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2020The Impact of Capacity on Price and Productivity Change in Insurance Markets: New Firm-Level Evidence In: Journal of Insurance Issues.
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2023Pension Literacy Is Different In: Journal of Insurance Issues.
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2015Alternative Risk Transfer and Insurance-Linked Securities: Trends, Challenges and New Market Opportunities In: I.VW HSG Schriftenreihe.
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2016Run-off 2016: Status quo und zukünftige Bedeutung von Run-off im deutschsprachigen Nichtleben-Versicherungsmarkt In: I.VW HSG Schriftenreihe.
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2016Cyber Risk: Too Big to Insure? Risk Transfer Options for a mercurial risk class In: I.VW HSG Schriftenreihe.
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2016Gesundheit 2020+: Aktuelle strategische Herausforderungen und Handlungsfelder in der sozialen Krankenversicherung In: I.VW HSG Schriftenreihe.
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2017Assekuranz 2025: Quo vadis? In: I.VW HSG Schriftenreihe.
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2019Ageing Society: Aktuelle Herausforderungen und Handlungsfelder aus Perspektive der Versicherungswirtschaft In: I.VW HSG Schriftenreihe.
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2019Die Zukunft der Langzeitpflege in der Schweiz In: I.VW HSG Schriftenreihe.
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2020Alternative Modelle zur Finanzierung der Langzeitpflegekosten In: I.VW HSG Schriftenreihe.
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2020Digitaler Wandel – Neue Arbeitsformen und ihre Konsequenzen für die Vorsorge In: I.VW HSG Schriftenreihe.
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2022Framework für Nachhaltigkeit aus Perspektive der Assekuranz In: I.VW HSG Schriftenreihe.
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2015Contract Nonperformance and Ambiguity in Insurance Markets In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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