ICIR Working Paper Series

From Goethe University Frankfurt, International Center for Insurance Regulation (ICIR)
Contact information at EDIRC.
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55/25: Homeowners insurance and the transmission of monetary policy

Dominik Damast, Christian Kubitza and Jakob Ahm Sørensen

54/24: Shaping inequality and intergenerational persistence of poverty: Free college or better schools

Dirk Krueger, Alexander Ludwig and Irina Popova

53/23: The influence of negative interest rates on life insurance companies

Nicolaus Grochola

52/23: Stage-based identification of policy effects

Christian Alemán, Christopher Busch, Alexander Ludwig and Raül Santaeulàlia-Llopis

51/23: Homeownership rates, housing policies, and co-residence decisions

Nils Grevenbrock, Alexander Ludwig and Nawid Siassi

50/23: Discretionary decisions in capital requirements under Solvency II

Nicolaus Grochola and Sebastian Schlütter

49/23: Testing frequency and severity risk under various information regimes and implications in insurance

Kar Man Tan and Helmut Gründl

48/23: Identifying scenarios for the own risk and solvency assessment of insurance companies

Philipp Aigner

47/23: Enhancing gradient capital allocation with orthogonal convexity scenarios

Philipp Aigner and Sebastian Schlütter

46/23: Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020

Marcel Beyer

45/22: Responsible investments in life insurers' optimal portfolios under solvency constraints

Sebastian Schlütter, Emmanuel Senyo Fianu and Helmut Gründl

44/21: Matching and sorting across regions

Chiara Lacava

43/21: Investor-driven corporate finance: Evidence from insurance markets

Christian Kubitza

42/21: Life insurance convexity

Christian Kubitza, Nicolaus Grochola and Helmut Gründl

41/21: The fiscal and welfare effects of policy responses to the Covid-19 school closures

Nicola Fuchs-Schündeln, Dirk Krueger, André Kurmann, Etienne Lalé, Alexander Ludwig and Irina Popova

40/21: Asset concentration risk and insurance solvency regulation

Fabian Regele and Helmut Gründl

39/21: Exploring the market risk profiles of U.S. and European life insurers

Nicolaus Grochola, Mark Joseph Browne, Helmut Gründl and Sebastian Schlütter

38/21: Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk

Dirk Krueger, Alexander Ludwig and Sergio Villalvazo

37/21: The long-term distributional and welfare effects of Covid-19 school closures

Nicola Fuchs-Schündeln, Dirk Krueger, Alexander Ludwig and Irina Popova

36/21: Higher-order income risk over the business cycle

Christopher Busch and Alexander Ludwig

34/19: Financial literacy and precautionary insurance

Christian Kubitza, Annette Hofmann and Petra Steinorth

33/19: Sensitivity-implied tail-correlation matrices

Joachim Paulusch and Sebastian Schlütter

32/18: The existence of the Miyazaki-Wilson-Spence equilibrium with continuous type distributions

Irina Gemmo, Christian Kubitza and Casey Rothschild

31/18: The pitfalls of central clearing in the presence of systematic risk

Christian Kubitza, Loriana Pelizzon and Mila Getmansky

30/17: Persistence of insurance activities and financial stability

Christian Kubitza and Fabian Regele

29/17: Rising interest rates, lapse risk, and the stability of life insurers

Elia Berdin, Helmut Gründl and Christian Kubitza

28/17: Scenario-based capital requirements for the interest rate risk of insurance companies

Sebastian Schlütter

27/17: Corporate governance of insurance firms after Sovency II

Michele Siri

26/17: The fair surrender value of a tontine

Jan-Hendrik Weinert

25/17: Transparency aversion and insurance market equilibria

Irina Gemmo, Mark J. Browne and Helmut Gründl

24/16: Life insurance and demographic change: An empirical analysis of surrender decisions based on panel data

Irina Gemmo and Martin Götz

23/16: Interest rate risk, longevity risk and the solvency of life insurers

Elia Berdin

22/16: The modern tontine: An innovative instrument for longevity risk management in an aging society

Jan-Hendrik Weinert and Helmut Gründl

21/16: A stochastic forward-looking model to assess the profitability and solvency of European insurers

Elia Berdin, Cosimo Pancaro and Christoffer Kok

20/16: Systemic risk: Time-lags and persistence

Christian Kubitza and Helmut Gründl

19/15: Insurance activities and systemic risk

Elia Berdin and Matteo Sottocornolay

18/14: The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II

Tobias Niedrig and Helmut Gründl

17/14: Market reaction to transparency: An empirical study on life insurance demand in Europe

Ming Dong

16/14: "And lead us not into temptation": Presentation formats and the choice of risky alternatives

Franca Glenzer, Helmut Gründl and Christian Wilde

15/14: The effects of a low interest rate environment on life insurers

Elia Berdin and Helmut Gründl

14/14: The impact of firm-level transparency on the ex ante risk decisions of insurers: Evidence from an empirical study

Ming Dong

13/13: Solvency II: A driver for mergers and acquisitions?

Rayna Stoyanova and Helmut Gründl

12/12: The risk-shifting behavior of insurers under different guarantee schemes

Ming Dong, Helmut Gründl and Sebastian Schlütter

11/12: Will Solvency II market risk requirements bite? The impact of Solvency II on insurers' asset allocation

Dirk Höring

10/12: Safety versus affordability as targets of insurance regulation in an opaque market: A welfare approach

Rayna Stoyanova and Sebastian Schlütter

09/12: Optimal investment strategies for insurance companies in the presence of standardised capital requirements

Katharina Fischer and Sebastian Schlütter

08/11: Who benefits from building insurance groups? A welfare analysis of optimal group capital management

Sebastian Schlütter and Helmut Gründl

07/11: The role of frictional costs for insurance pricing and insurer default risk

Sebastian Schlütter

06/11: Be as safe as possible: A behavioral approach to the optimal corporate risk strategy of insurers

Anja Zimmer, Helmut Gründl and Christian Schade

05/11: Risk management's place in an organisation: A tradeoff between independence and co-ordination

Dirk Höring and Helmut Gründl

04/11: Life care annuities: Trick or treat for insurance companies?

Tian Zhou-Richter and Helmut Gründl

03/11: Capital requirements or pricing constraints? An economic analysis of measures for insurance regulation

Sebastian Schlütter

02/11: Investigating risk disclosure practices in the European insurance industry

Dirk Höring and Helmut Gründl

01/11: Stochastic mortality, macroeconomic risks, and life insurer solvency

Katja Hanewald, Thomas Post and Helmut Gründl