Martin Eling

University of St. Gallen - Institute of Insurance Economics

Kirchlistrasse 2

St. Gallen, 9010

Switzerland

University of Saint Gallen - School of Finance (SoF)

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

  • University of St. Gallen - Institute of Insurance Economics

  • University of Saint Gallen - School of Finance (SoF)

SCHOLARLY PAPERS

39

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64

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205

Scholarly Papers (39)

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1.

The Solvency II Process: Overview and Critical Analysis

Downloads 2,093 ( 8,431)
Citation 25

The Solvency II Process: Overview and Critical Analysis

Risk Management and Insurance Review, Vol. 10, No. 1, pp. 69-85
Number of pages: 24 Posted: 13 Jan 2006 Last Revised: 10 Jun 2013
Martin Eling, Hato Schmeiser and Joan T. Schmit
University of St. Gallen - Institute of Insurance Economics, University of Muenster - Faculty of Economics and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
Downloads 2,092 (8,274)
Citation 4

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Regulation, Market Discipline, Solvency II

The Solvency Ii Process: Overview and Critical Analysis

Risk Management and Insurance Review, Vol. 10, Issue 1, pp. 69-85, 2007
Number of pages: 17 Posted: 09 Apr 2012
Martin Eling, Hato Schmeiser and Joan T. Schmit
University of St. Gallen - Institute of Insurance Economics, University of Muenster - Faculty of Economics and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
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2.

Autocorrelation, Bias, and Fat Tails - are Hedge Funds Really Attractive Investments?

Derivatives Use, Trading & Regulation, Vol. 12, No. 1, pp. 28-47, 2006
Number of pages: 27 Posted: 14 Dec 2005
Martin Eling
University of St. Gallen - Institute of Insurance Economics
Downloads 841 (33,805)
Citation 1

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Hedge Funds, Alternative Investments, Performance Measurement

3.

Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds?

Journal of Banking and Finance, Forthcoming
Number of pages: 20 Posted: 10 Nov 2006
Martin Eling and Frank Schuhmacher
University of St. Gallen - Institute of Insurance Economics and University of Applied Sciences and Technology Aachen (RWTH Aachen)
Downloads 807 (35,736)
Citation 8

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Asset management; Hedge funds, Performance measurement, Rank correlation, Sharpe ratio

4.

Does Hedge Fund Performance Persist? Overview and New Empirical Evidence

Downloads 785 ( 37,120)
Citation 17

Does Hedge Fund Performance Persist? Overview and New Empirical Evidence

European Financial Management, Forthcoming, U. of St. Gallen Law & Economics Working Paper No. 37
Number of pages: 40 Posted: 25 Mar 2007 Last Revised: 10 Jun 2013
Martin Eling
University of St. Gallen - Institute of Insurance Economics
Downloads 784 (36,643)
Citation 6

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Hedge Funds, Performance, Performance Persistence

Does Hedge Fund Performance Persist? Overview and New Empirical Evidence

European Financial Management, Vol. 15, Issue 2, pp. 362-401, March 2009
Number of pages: 40 Posted: 27 Apr 2009
Martin Eling
University of St. Gallen - Institute of Insurance Economics
Downloads 1 (790,433)
Citation 3
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5.

Performance Measurement of Hedge Funds Using Data Envelopment Analysis

Financial Markets and Portfolio Management, Vol. 20, No. 4, 2006
Number of pages: 29 Posted: 10 Nov 2006
Martin Eling
University of St. Gallen - Institute of Insurance Economics
Downloads 745 (39,897)

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Data Envelopment Analysis, Performance Measurement, Hedge Funds

6.

Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview and New Empirical Evidence

University of St. Gallen Working Papers on Risk Management and Insurance Paper No. 56
Number of pages: 48 Posted: 20 Aug 2008
Martin Eling and Michael Luhnen
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - SoM: School of Management
Downloads 709 (42,684)
Citation 5

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Efficiency, Data Envelopment Analysis, Stochastic Frontier Analysis

7.

Management Strategies and Dynamic Financial Analysis

Variance, Vol. 2, No. 1, pp. 54-66
Number of pages: 23 Posted: 10 Nov 2006 Last Revised: 10 Jun 2013
Martin Eling, Thomas Parnitzke and Hato Schmeiser
University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - SEPS: Economics and Political Sciences and University of Muenster - Faculty of Economics
Downloads 592 (54,148)
Citation 2

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Dynamic Financial Analysis, Performance Measurement, Simulation, Non-Life Insurance

8.

Dynamic Financial Analysis: Classification, Conception, and Implementation

Risk Management and Insurance Review, Forthcoming
Number of pages: 27 Posted: 13 Dec 2005
Martin Eling and Thomas Parnitzke
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - SEPS: Economics and Political Sciences
Downloads 561 (57,876)

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Asset Liability Management, Dynamic Financial Analysis, Simulation, Random Number Generation, Copulas

9.

Common Risk Factors of Infrastructure Investments

Energy Economics, Vol. 49, 2015
Number of pages: 44 Posted: 03 Apr 2013 Last Revised: 19 Apr 2015
Semir Ben Ammar and Martin Eling
University of St. Gallen and University of St. Gallen - Institute of Insurance Economics
Downloads 551 (59,223)
Citation 2

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Infrastructure, Asset class, Factor model, Fama/French factors, Leverage, Cash flow volatility, Investment factor

10.

The Determinants of Microinsurance Demand

University of St.Gallen, School of Finance Research Paper No. 2013/8
Number of pages: 43 Posted: 15 Jun 2013
Martin Eling, Shailee Pradhan and Joan T. Schmit
University of St. Gallen - Institute of Insurance Economics, University of Saint Gallen - School of Finance (SoF) and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
Downloads 530 (62,177)
Citation 1

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microinsurance, insurance, demand, enrolment, participation, take-up

11.

Insurability of Cyber Risk: An Empirical Analysis

Geneva Papers on Risk and Insurance, Vol. 40, No. 1, 2015, University of St. Gallen, School of Finance Research Paper No. 2015/03
Number of pages: 32 Posted: 12 Mar 2015 Last Revised: 19 Jan 2016
Christian Biener, Martin Eling and Jan Hendrik Wirfs
Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance
Downloads 411 (84,682)
Citation 12

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Cyber risk, cyber insurance, operational risk, insurability

12.

Modeling and Management of Nonlinear Dependencies - Copulas in Dynamic Financial Analysis

Downloads 396 ( 88,405)
Citation 3

Modeling and Management of Nonlinear Dependencies - Copulas in Dynamic Financial Analysis

University of St. Gallen, Risk Management and Insurance Working Paper No. 34
Number of pages: 40 Posted: 26 Mar 2007 Last Revised: 10 Jun 2013
Martin Eling and Denis Toplek
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen
Downloads 393 (88,455)

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Enterprise Risk Management, Dynamic Financial Analysis, Copulas

Modeling and Management of Nonlinear Dependencies - Copulas in Dynamic Financial Analysis

Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 651-681, September 2009
Number of pages: 31 Posted: 13 Oct 2009
Martin Eling and Denis Toplek
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen
Downloads 3 (764,987)
Citation 1
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13.

Systemic Risk in the Insurance Sector: Review and Directions for Future Research

University of St. Gallen, School of Finance Research Paper No. 2014/21
Number of pages: 52 Posted: 14 Mar 2015
Martin Eling and David Pankoke
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance
Downloads 293 (123,602)
Citation 4

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Systemic Risk, Insurance, Solvency II, Financial Crisis

14.

Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development

World Development, Vol. 58, No. 1, 2014, University of St. Gallen, Institute of Insurance Economics Working Paper on Risk Management and Insurance No. 127
Number of pages: 41 Posted: 09 Jun 2013 Last Revised: 19 Jan 2016
Christian Biener, Martin Eling and Joan T. Schmit
Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
Downloads 202 (178,450)
Citation 3

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Developing countries, microinsurance, regulation

15.

Sufficient Conditions for Expected Utility to Imply Drawdown-Based Performance Rankings

Number of pages: 18 Posted: 27 Nov 2009 Last Revised: 10 Jun 2013
Frank Schuhmacher and Martin Eling
University of Applied Sciences and Technology Aachen (RWTH Aachen) and University of St. Gallen - Institute of Insurance Economics
Downloads 174 (203,806)
Citation 5

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Asset management, Performance measurement, Sharpe ratio, Calmar ratio, Drawdown, Location and scale condition, Positive homogeneity

16.

Cyber Insurance Supply and Performance: An Analysis of the U.S. Cyber Insurance Market

Number of pages: 55 Posted: 25 Aug 2019
Xiaoying Xie, Charles Lee and Martin Eling
California State University, Fullerton, Columbia University, Students and University of St. Gallen - Institute of Insurance Economics
Downloads 171 (206,934)

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cyber risk, cyber insurance, surplus lines, property-casualty insurance

17.

The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope

University of St.Gallen, School of Finance Research Paper No. 2016/3
Number of pages: 64 Posted: 26 Jan 2016
Christian Biener, Martin Eling and Ruo Jia
Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and Department of Risk Management and Insurance, School of Economics, Peking University
Downloads 159 (220,002)
Citation 2

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Insurance, Data Envelopment Analysis, Cost Efficiency, Market Structure, Economies of Scale, Economies of Scope

18.

The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry

University of St.Gallen, School of Finance Research Paper No. 2015/16
Number of pages: 64 Posted: 31 Jul 2015 Last Revised: 26 Jun 2018
Semir Ben Ammar, Martin Eling and Andreas Milidonis
University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Cyprus - Department of Accounting and Finance
Downloads 155 (224,799)
Citation 1

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Asset Pricing; Insurance; Multifactor Models; APT; Risk Factors

19.

Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences

University of St.Gallen, School of Finance Research Paper No. 2016/10
Number of pages: 34 Posted: 24 May 2016 Last Revised: 30 Jan 2017
Christian Biener, Martin Eling, Andreas Landmann and Shailee Pradhan
Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics, Paris School of Economics (PSE) and University of Saint Gallen - School of Finance (SoF)
Downloads 147 (234,724)
Citation 3

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Moral hazard, Group joint liability, Pro-social preferences, Experiments

20.

The Determinants of Efficiency and Productivity in the Swiss Insurance Industry

University of St. Gallen, School of Finance Research Paper No. 2015/02, European Journal of Operational Research, Vol. 248, No. 2, 2016
Number of pages: 41 Posted: 12 Mar 2015 Last Revised: 19 Jan 2016
Christian Biener, Martin Eling and Jan Hendrik Wirfs
Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance
Downloads 140 (244,168)
Citation 4

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Data envelopment analysis, Two-stage double-bootstrap, Internationalization, OR in in-surance

21.

Costs and Benefits of Financial Regulation - An Empirical Assessment for Insurance Companies

University of St. Gallen, School of Finance Research Paper No. 2014/20
Number of pages: 41 Posted: 14 Mar 2015
Martin Eling and David Pankoke
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance
Downloads 120 (274,657)

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Insurance, Regulation, Cost-Benefit Analysis, Proportionality Principle

22.

When Does the Choice of Performance Measure Not Matter?

Number of pages: 13 Posted: 28 Nov 2009 Last Revised: 10 Jun 2013
Frank Schuhmacher and Martin Eling
University of Leipzig and University of St. Gallen - Institute of Insurance Economics
Downloads 90 (333,458)
Citation 1

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Asset management; Performance measurement, Performance, Sharpe ratio, Location and scale condition

23.

The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry

University of St. Gallen, School of Finance Research Paper No. 2016/2
Number of pages: 49 Posted: 26 Jan 2016
Christian Biener, Martin Eling and Ruo Jia
Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and Department of Risk Management and Insurance, School of Economics, Peking University
Downloads 88 (338,121)

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Industry Dependency, Liability of Foreignness, Risk Reduction, Data Envelopment Analysis, Financial Services

24.

Get the Balance Right: Growth, Profitability, and Safety in the Insurance Industry

Number of pages: 50 Posted: 29 Nov 2017 Last Revised: 11 Feb 2020
Martin Eling, Ruo Jia and Philipp Schaper
University of St. Gallen - Institute of Insurance Economics, Department of Risk Management and Insurance, School of Economics, Peking University and University of St. Gallen - School of Finance
Downloads 84 (347,881)

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firm performance, simultaneous equation model, risk taking

25.

Evidence of Adverse Selection in the Group Insurance Market

University of St.Gallen, School of Finance Research Paper No. 2014/3
Number of pages: 30 Posted: 21 Feb 2014 Last Revised: 05 May 2014
Martin Eling, Ruo Jia and Yi Yao
University of St. Gallen - Institute of Insurance Economics, Department of Risk Management and Insurance, School of Economics, Peking University and Peking University - School of Economics
Downloads 78 (363,328)

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Information Asymmetry, Asymmetric Learning, Insurance Decision, Group Health Insurance, Critical Illness Insurance

26.

Willingness to take financial risks and insurance holdings: A European survey

ARC Centre of Excellence in Population Ageing Research (CEPAR) Working Paper No. 2021/04
Number of pages: 46 Posted: 25 Feb 2021
Martin Eling, Omid Ghavibazoo and Katja Hanewald
University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - Institute of Insurance Economics and UNSW Sydney - School of Risk & Actuarial Studies and ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 14 (650,060)

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Risk attitudes, Long-term care insurance, Life insurance, SHARE data

27.

Recent Research Developments Affecting Nonlife Insurance — The CAS Risk Premium Project 2012 Update

Risk Management and Insurance Review, Vol. 16, Issue 2, pp. 219-231, 2013
Number of pages: 13 Posted: 16 Nov 2013
Christian Biener and Martin Eling
Institute of Insurance Economics, University of St. Gallen and University of St. Gallen - Institute of Insurance Economics
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28.

Between‐Group Adverse Selection: Evidence from Group Critical Illness Insurance

Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 771-809, 2017
Number of pages: 39 Posted: 15 May 2017
Martin Eling, Ruo Jia and Yi Yao
University of St. Gallen - Institute of Insurance Economics, Department of Risk Management and Insurance, School of Economics, Peking University and Peking University - School of Economics
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29.

Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update

Risk Management and Insurance Review, Vol. 20, Issue 1, pp. 63-77, 2017
Number of pages: 15 Posted: 22 Mar 2017
Martin Eling and Ruo Jia
University of St. Gallen - Institute of Insurance Economics and Department of Risk Management and Insurance, School of Economics, Peking University
Downloads 1 (755,167)
Citation 1
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30.

Recent Research Developments Affecting Nonlife Insurance — The Cas Risk Premium Project 2011 Update

Risk Management and Insurance Review, Vol. 16, Issue 1, pp. 35-46, 2013
Number of pages: 12 Posted: 27 Mar 2013
Martin Eling
University of St. Gallen - Institute of Insurance Economics
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31.

What Do We Know About Market Discipline in Insurance?

Risk Management and Insurance Review, Vol. 15, Issue 2, pp. 185-223, 2012
Number of pages: 39 Posted: 22 Sep 2012
Martin Eling
University of St. Gallen - Institute of Insurance Economics
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32.

Dynamic Financial Analysis: Classification, Conception, and Implementation

Risk Management and Insurance Review, Vol. 10, Issue 1, pp. 33-50, 2007
Number of pages: 18 Posted: 09 Apr 2012
Martin Eling and Thomas Parnitzke
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - SEPS: Economics and Political Sciences
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33.

Systemic Risk in the Insurance Sector: A Review and Directions for Future Research

Risk Management and Insurance Review, Vol. 19, Issue 2, pp. 249-284, 2016
Number of pages: 36 Posted: 26 Sep 2016
Martin Eling and David Pankoke
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance
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34.

Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics

Journal of Risk and Insurance, Vol. 83, Issue 2, pp. 269-300, 2016
Number of pages: 31 Posted: 23 May 2016
Marcus Christian Christiansen, Martin Eling, Jan‐Philipp Schmidt and Lorenz Zirkelbach
Heriot-Watt University, University of St. Gallen - Institute of Insurance Economics, University of Ulm - Institute of Insurance Science and University of Ulm - Institute of Insurance Science
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35.

Recent Research Developments Affecting Nonlife Insurance - The CAS Risk Premium Project 2013 Update

Risk Management and Insurance Review, Vol. 18, Issue 1, pp. 129-141, 2015
Number of pages: 13 Posted: 27 Mar 2015
Christian Biener, Martin Eling and Shailee Pradhan
Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Saint Gallen - School of Finance (SoF)
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36.

Corporate Governance and Risk Taking: Evidence from the U.K. and German Insurance Markets

Journal of Risk and Insurance, Vol. 81, Issue 3, pp. 653-682, 2014
Number of pages: 30 Posted: 20 Aug 2014
Sebastian D. Marek and Martin Eling
University of Ulm - Institute of Insurance Science and University of St. Gallen - Institute of Insurance Economics
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37.

What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market

Journal of Risk and Insurance, Vol. 81, Issue 2, pp. 241-269, 2014
Number of pages: 30 Posted: 17 May 2014
Martin Eling and Dieter Kiesenbauer
University of St. Gallen - Institute of Insurance Economics and University of Ulm
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38.

How Skewness Influences Optimal Allocation in a Risky Asset

Posted: 21 Oct 2012
Martin Eling, K. Sudheesh and Luisa Tibiletti
University of St. Gallen - Institute of Insurance Economics, affiliation not provided to SSRN and University of Turin - Department of Management

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Stein’s Lemma, optimal asset allocation, skew-normal distribution, skewness

39.

Does the Measure Matter in the Mutual Fund Industry?

Financial Analysts Journal, Vol. 64, No. 3, 2008
Posted: 11 Sep 2008
Martin Eling
University of St. Gallen - Institute of Insurance Economics

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Performance Measurement and Evaluation: Performance Measurement, Performance Attribution