InsurTechs: Bereicherungen der Wertschöpfungskette durch Zusammenarbeit, neue Wege im Vertrieb

Transcription

1 Universität Duisburg-Essen, Campus Duisburg Mercator School of Management, Fachbereich Betriebswirtschaftslehre Lehrstuhl für Versicherungsbetriebslehre und Risikomanagement Prof. Dr. Antje Mahayni Seminar Wintersemester 2018/2019 Topics in Finance (Herausforderungen für die Versicherungswirtschaft) (Antje Mahayni, Oliver Lubos, Sascha Offermann, Cathleen Sende und Katharina Stein) 1. Digitalisierung InsurTechs InsurTechs: Bereicherungen der Wertschöpfungskette durch Zusammenarbeit, neue Wege im Vertrieb 1.1 Eling and Lehmann (2018): The Impact of Digitalization on the Insurance Value Chain and the Insurability of Risks 2. Digitalisierung Data Mining/Big Data Data Mining Algorithmen, Big Data Technologien 2.1 Hussain and Prieto (2016): Big data in the finance and insurance sectors Gandomi and Haider (2015): Beyond the hype: Big data concepts, methods, and analytics 2.2 Džeroski (2003): Multi-relational data mining: an introduction Kahane et al. (2007): Applying data mining technology for insurance rate making: an example of automobile insurance 2.3 Smith et al. (2000): An analysis of customer retention and insurance claim patterns using data mining: A case study Kietz et al. (1997): Mining insurance data at swiss life 2.4 Big data: A big mistake? Harford (2014): Big data: A big mistake? Hargittai (2015): Is bigger always better? Potential biases of big data derived from social network sites 1

2 3. Digitalisierung Telematik Big Data basierte Versicherungsprodukte, Telematik-Verträge in der Versicherung 3.1 Paik et al. (2017): Telematik in der Tarifierung von Kfz-Versicherungen - das Modell der Zukunft? Weidner and Transchel (2015): Aktuarielle Besonderheiten bei der Kalkulation von Telematik-Tarifen in der Kfz-Versicherung. 3.2 Eling and Kraft (2017): The Impact of Telematics on the Insurability of Risks Weidner et al. (2016): Classification of scale-sensitive telematic observables for riskindividual pricing 4. Cyber Risk Kategorisierung von Cyber Risk, Informational Disadvantages, Cyber Risk Management, Insurability of Cyber Risk 4.1 Eling and Schnell (2016): What do we know about Cyber risk and Cyber risk insurance? Peters et al. (2018): Understanding Cyber-Risk and Cyber-Insurance 4.2 Biener et al. (2015): Insurability of Cyber Risk: An Empirical Analysis 4.3 Shetty et al. (2018): Reducing Informational Disadvantages to Improve Cyber Risk Management 4.4 Pooser et al. (2018): Growth in the Perception of Cyber Risk: Evidence from U.S. P&C Insurers 5. Niedrigzinsphase Kapitalanlagestrategien, Produktentwicklung für die private Altersvorsorge, Überschussbeteiligung 5.1 Berdin and Gründl (2015): The effects of a low interest rate environment on life insurers 5.2 Gründl et al. (2016): The evolution of insurer portfolio investment strategies for long-term investing 2

3 5.3 Antolin et al. (2011): The Economic Impact of Protracted Low Interest Rates on Pension Funds and Insurance Companies 5.4 Hieber et al. (2015): Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees 6. Neue Versicherungsvermittlungsverordnung Insurance Distribution Directive (IDD) 6.1 Hofmann et al. (2018): Plea for Uniform Regulation and Challenges of Implementing the New Insurance Distribution Directive Köhne and Brömmelmeyer (2018): The New Insurance Distribution Regulation in the EU - A Critical Assessment from a Legal and Economic Perspective References Antolin, P., Schich, S. and Yermo, J. (2011), The economic impact of protracted low interest rates on pension funds and insurance companies, OECD Journal: Financial Market Trends 2011(1), Berdin, E. and Gründl, H. (2015), The effects of a low interest rate environment on life insurers, The Geneva Papers on Risk and Insurance-Issues and Practice 40(3), Biener, C., Eling, M. and Wirfs, J. H. (2015), Insurability of cyber risk: An empirical analysis, The Geneva Papers on Risk and Insurance-Issues and Practice 40(1), Džeroski, S. (2003), Multi-relational data mining: an introduction, ACM SIGKDD Explorations Newsletter 5(1), Eling, M. and Kraft, M. (2017), The Impact of Telematics on the Insurability of Risks. Eling, M. and Lehmann, M. (2018), The Impact of Digitalization on the Insurance Value Chain and the Insurability of Risks, The Geneva Papers on Risk and Insurance-Issues and Practice pp Eling, M. and Schnell, W. (2016), What do we know about cyber risk and cyber risk insurance?, The Journal of Risk Finance 17(5), Gandomi, A. and Haider, M. (2015), Beyond the hype: Big data concepts, methods, and analytics, International Journal of Information Management 35(2),

4 Gründl, H., Gal, J. et al. (2016), The evolution of insurer portfolio investment strategies for long-term investing, OECD Journal: Financial Market Trends pp Harford, T. (2014), Big data: A big mistake?, Significance 11(5), Hargittai, E. (2015), Is bigger always better? Potential biases of big data derived from social network sites, The ANNALS of the American Academy of Political and Social Science 659(1), Hieber, P., Korn, R. and Scherer, M. (2015), Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees, European Actuarial Journal 5(1), Hofmann, A., Neumann, J. K. and Pooser, D. (2018), Plea for Uniform Regulation and Challenges of Implementing the New Insurance Distribution Directive, The Geneva Papers on Risk and Insurance-Issues and Practice 43(4), Hussain, K. and Prieto, E. (2016), Big data in the finance and insurance sectors, New Horizons for a Data-Driven Economy, Springer, pp Kahane, Y., Levin, N., Meiri, R. and Zahavi, J. (2007), Applying data mining technology for insurance rate making: an example of automobile insurance, Asia- Pacific Journal of Risk and Insurance. Kietz, J.-U., Reimer, U. and Staudt, M. (1997), Mining insurance data at swiss life, VLDB, Citeseer, pp Köhne, T. and Brömmelmeyer, C. (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 43(4), Paik, S., Uhlenberg, J.-H. and Schmid, C. (2017), Telematik in der Tarifierung von Kfz-Versicherungen das Modell der Zukunft?, Der Aktuar 2, Peters, G., Shevchenko, P. V. and Cohen, R. (2018), Understanding Cyber- Risk and Cyber-Insurance. Pooser, D. M., Browne, M. J. and Arkhangelska, O. (2018), Growth in the Perception of Cyber Risk: Evidence from US P&C Insurers, The Geneva Papers on Risk and Insurance-Issues and Practice 43(2), Shetty, S., McShane, M., Zhang, L., Kesan, J. P., Kamhoua, C. A., Kwiat, K. and Njilla, L. L. (2018), Reducing Informational Disadvantages to Improve Cyber Risk Management, The Geneva Papers on Risk and Insurance-Issues and Practice 43(2), Smith, K. A., Willis, R. J. and Brooks, M. (2000), An analysis of customer retention and insurance claim patterns using data mining: A case study, Journal of the operational research society 51(5),

5 Weidner, W. and Transchel, F. W. (2015), Aktuarielle Besonderheiten bei der Kalkulation von Telematik-Tarifen in der Kfz-Versicherung, Zeitschrift für die gesamte Versicherungswissenschaft 104(5), Weidner, W., Transchel, F. and Weidner, R. (2016), Classification of scalesensitive telematic observables for riskindividual pricing, European Actuarial Journal 6(1),