University of St.Gallen
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Nadine Gatzert

title Prof. Dr. oec. HSG
name Nadine Gatzert
institute Institut für Versicherungswirtschaft (IVW)
address Kirchlistrasse 2, 9010 St.Gallen, Switzerland
e-mail
homepage http://www.versicherungswirtschaft.rw.uni-erlangen.de/index.shtml
publications papers (46)
projects project entries (2)
School SoM - School of Management
position Senior research fellow and project manager
fields of research Asset-Liability Management
Enterprise Risk Management
Life insurance and embedded options
former positions 1999-2005 University of Ulm (Germany); Diploma studies in Mathematics and Economics; main focus: Finance and Actuarial Science (Dipl.-Math. oec.)

2003-2004 University of Southern California, Los Angeles (USA); Ph.D.-Program in Applied Mathematics; Degree: Master of Science in Mathematical Finance (M.Sc.); teaching assistant for "Probability and Statistics for Business Students"

2005-2007 University of St. Gallen (Switzerland); doctoral studies in business administration (2007: Dr. oec HSG); dissertational thesis: "Implicit Options in Life Insurance: Valuation and Risk Assessment", research assistant and project manager at the Institute of Insurance Economics

Since 2007 Senior research fellow and project manager at the Institute of Insurance Economics, University of St. Gallen
awards Ernst-Meyer Prize 2007 of the International Association for the Study of Insurance Economics (The Geneva Association) awarded to doctoral thesis "Implicit Options in Life Insurance: Valuation and Risk Assessment"

Since 05/2008: Financial support from the Swiss National Science Foundation for the research project “Challenges in the Life Insurance Industry with Respect to Pricing and Risk Measurement” (with H. Schmeiser)

08/2006–01/2007: Financial support from the Fundamental Research Fund (“Grundlagenforschungsfonds”) of the University of St. Gallen for the research project “Implicit Options in Life Insurance Contracts: Valuation and Risk Management” (with H. Schmeiser)

06/2006–06/2008: Financial support from the research emphasis (“Forschungsschwerpunkt”) “Wealth and Risk” of the University of St. Gallen for the research project “Implicit Options in Life Insurance Contracts” (with H. Schmeiser)
affiliations American Risk and Insurance Association
European Group of Risk and Insurance Economists
German Finance Association
additional inform... Articles in refereed journals:

Gatzert, N., Schmeiser, H. (2008): “Combining Fair Pricing and Capital Requirements in Non-Life Insurance Companies.” Forthcoming in: Journal of Banking and Finance

Gatzert, N. (2008): “Asset Management and Surplus Distribution Strategies in Life Insurance: An Examination with Respect to Risk Pricing and Risk Measurement.” Insurance: Mathematics and Economics 42(2), 839–849

Gatzert, N., Schmeiser, H. (2008): “Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts.” Journal of Risk and Insurance 75(3), 691-712

Gatzert, N., Schmeiser, H., Schuckmann, S. (2008): “Enterprise Risk Management in Financial Groups: Analysis of Risk Concentration and Default Risk.” Financial Markets and Portfolio Management 22(3), 241-258

Eling, M., Gatzert, N., Schmeiser, H. (2008): “The Swiss Solvency Test and its Market Implications.” Geneva Papers on Risk and Insurance - Issues and Practice 33(3), 418-439

Gatzert, N., Kling, A. (2007): “Analysis of Participating Life Insurance Contracts: A Unification Approach.” Journal of Risk and Insurance 74(3), 547–570

Gatzert, N., Schmeiser, H. (2008): “The Influence of Corporate Taxes on Pricing and Capital Structure in Property-Liability Insurance.” Insurance: Mathematics and Economics 42(1), 50–58

Gatzert, N., Schmeiser, H. (2006): “Implicit Options in Life Insurance: Valuation and Risk Management.” Zeitschrift für die gesamte Versicherungswissenschaft 4, Supplement 2006, 111–128

Referee service:

Emerging Markets Finance and Trade
Geneva Risk and Insurance Review
Insurance: Mathematics and Economics
Journal of Banking and Finance
Journal of Risk and Insurance