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Positions Held
since October 2009 Maastricht University, Assistant Professor of Finance;
Netspar, Research Fellow
July 2011 University of New South Wales, Visiting Fellow
July 2006 – September 2009
Dr. Wolfgang Schieren Chair for Insurance
and Risk Management,
Humboldt-Universität zu Berlin, Assistant;
C.A.S.E. - Center for Applied Statistics
and Economics;
Collaborative Research Center
649
August 2006 – December 2006
University of Illinois at Urbana-Champaign, Visiting Assistant Professor of Finance
May 2003 – July 2006
Dr. Wolfgang Schieren Chair for Insurance
and Risk Management,
Humboldt-Universität zu Berlin, Assistant
January 2002 - April 2003
KPMG (Insurance Audit)
Educational Background
Habilitation, Humboldt-Universität zu Berlin, 2009
Dr. rer. pol., Humboldt-Universität zu Berlin, 2006, Title of dissertation
thesis: "Optimale Altersvorsorgestrategien: Eine
Lebenszyklusanalyse" (Optimal Financial Planning Strategies: A
Life-Cycle Analysis), abstract
Diplom-Kaufmann, Humboldt-Universität zu Berlin, 2001
Research Interests
Pension finance
& household risk management: annuitization, investor asset allocation &
trading
decisions, longevity risk
Corporate finance & risk management:
asset liability management and risk management for insurance companies and
pension funds, Solvency II
Media Coverage
|
Article |
Coverage |
|
"What
Makes Investors Optimistic, What Makes Them Afraid?" (Arvid O. I. Hoffmann
and Thomas Post) |
Wirtschaftswoche, Apr-22-2012
Handelsblatt, Apr-19-2012, p. 18 (online
version of article)
DeGids.fm (Radio 1), Jan-23-2012
De
Pers, Jan-17-2012, p. 9
De
Limburger, Jan-10-2012, p. B14
Maastricht Aktueel, Jan-9-2012
Carp, Jan-9-2012 |
|
"Individual
Investor Perceptions and Behavior During the Financial Crisis" (Arvid O. I. Hoffmann, Thomas Post, and Joost M. E. Pennings) |
MarketMinds,
Feb-11-2010 |
Publications
Working Papers
"How
(Changes in) Investor Perceptions Drive Actual Trading and Risk-Taking
Behavior" (with Arvid O. I. Hoffmann and Joost M. E. Pennings)
"What
Makes Investors Optimistic, What Makes Them Afraid?" (with Arvid O. I. Hoffmann)
"Individual
Investor Perceptions and Behavior During the Financial Crisis" (with Arvid O. I. Hoffmann and Joost M. E. Pennings)
"Longevity
Risk, Subjective Survival Expectations, and Individual Saving Behavior" (with Katja
Hanewald)
"The Impact
of Investment Behavior for Individual Welfare"
(with Helmut Gründl, Joan T. Schmit and Anja Zimmer)
Peer-Reviewed Academic Publications
"Individual Welfare Gains from
Deferred Life-Annuities under Stochastic Mortality", Asia-Pacific Journal of Risk and Insurance, 2012 (forthcoming)
"Stochastic Mortality, Macroeconomic
Risks, and Life Insurer Solvency", The Geneva Papers on Risk and Insurance - Issues and Practice,
2011, Vol. 36, 458-475 (with Katja
Hanewald and Helmut Gründl)
"Measuring
the Performance of Life-Cycle Asset Allocation", in Lamdin, D. (Ed.), Consumer Knowledge and
Financial Decisions - Lifespan Perspectives, Springer, 2011
(with Joan T. Schmit)
"Individual
Annuity Demand under Aggregate Mortality Risk", The Journal of Risk and Insurance, 2010 Vol. 77,
423-449 (with Roman N. Schulze)
"Transparency through Financial Claims
with "Fingerprints": A Mechanism for Preventing Financial
Crises", Financial
Analysts Journal, 2009, Vol. 65(5), 17-23 (with Helmut Gründl)
"Implications
of IFRS for the European Insurance Industry – Insights from Capital Market
Theory", Risk
Management & Insurance Review, 2007, Vol. 10, 247-265 (with Mark S.
Dorfman, Helmut Gründl and Lisa Schmidl)
"To
Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance
Companies", The Journal
of Risk and Insurance, 2006, Vol. 73, 19-41 (with Helmut Gründl and Roman
N. Schulze)
"Portfolio
Management and Retirement: What is the Best Arrangement for a Family?", Financial Markets and Portfolio Management,
2006, Vol. 20, 265-285 (with Helmut Gründl and Hato Schmeiser)
"Life
Annuity Insurance Versus Self-Annuitization: An Analysis from the
Perspective of the Family", Risk Management & Insurance Review, 2005, Vol. 8, 239-255
(with Hato Schmeiser)
Books
"Optimale Altersvorsorgestrategien: Eine
Lebenszyklusanalyse" (Optimal Financial Planning Strategies: A
Life-Cycle Analysis), dissertation thesis, 2006, abstract
Other Publications
"Die
Renditeillusion" (The Return Illusion), Ökonomenstimme, Jan-20-2012, with Arvid O. I. Hoffmann)
"Angst en optimisme van particuliere beleggers", Economisch Statistische Berichten, 2012, Vol. 97,
10-12
(with Arvid O. I. Hoffmann)
"Investorenverhalten während der Finanzkrise" (Investor Behavior During the
Financial Crisis), Die Bank, 2011(7)
(with Arvid O. I. Hoffmann and Joost M. E. Pennings)
"Particuliere
beleggers en de financiële crisis" (Individual Investors and the
Financial Crisis), Economisch Statistische Berichten, 2011, Vol. 96, 106-108
(with Arvid O. I. Hoffmann and Joost M. E. Pennings)
"Die neuen IFRS für Versicherungsverträge: Welche
ökonomischen Auswirkungen ergeben sich?" (The
New IFRS for Insurance Contracts: Which Economic Consequences Can We Expect?), Versicherungswirtschaft,
2007, Heft 13, 1069-1070 (with Helmut Gründl)
Professional Service
Reviewer
for:
Economica, Financial Analysts Journal, Geneva Papers on Risk and Insurance -
Issues and Practice, Geneva Risk and Insurance Review, Insurance:
Mathematics and Economics, Journal of Marketing Research, Journal of Pension
Economics and Finance, Journal of Housing Economics, Journal of Risk and Insurance, North American Actuarial Journal,
Oxford Bulletin of Economics and Statistics, Review of Economics
and Statistics, Risk Management & Insurance Review, Scandinavian Journal of Economics, Zeitschrift für
Betriebswirtschaft
Honors and Awards
Marie Curie Intra-European Fellowship 2010
Award for Excellent Teaching (“Best Lecture”) 2008
(School of Business and Economics, Humboldt-Universität zu Berlin)
Berliner Preis für Versicherungswissenschaft 2007
Dr. Schieren-Förderpreis 2005
Humboldt-Preis 2002
Recent Presentations
11. Kölner Finanzmarktkolloquium Asset Management, Cologne (Germany),
04/2012
University of
Amsterdam (Netherlands), 3/2012
Maastricht University (Netherlands), 2/2012
12th
Symposium on Finance, Banking, and Insurance, Karlsruhe Institute of
Technology (KIT) (Germany), 12/2011
7th
International Longevity Risk and Capital Markets Solutions
Conference, Frankfurt (Germany), 09/2011
Annual Congress of the European Economic
Association, Oslo (Norway), 8/2011
University of New South Wales, Sydney, (Australia),
7/2011
Institute of
Actuaries of Australia, Sydney
(Australia), 7/2011
19th
Annual Colloquium of Superannuation Researchers, Sydney (Australia), 7/2011
European School
of Management and Technology, Berlin (Germany), 6/2011
Workshop on
Annuities, Life Insurance and Bequest at ETH Zurich (Switzerland), 5/2011
Deutsche Bundesbank, Frankfurt
(Germany), 5/2011
Netspar International Pension Workshop, Amsterdam (Netherlands),
1/2011
Netspar
Workshop on Balance Sheet Management, Maastricht (Netherlands), 11/2010
CIRANO
conference on Longevity Risk for Insurers and Pension Funds, Montreal
(Canada), 10/2010
Annual Congress of the European Economic
Association, Glasgow (UK), 8/2010
First Annual Boulder Summer Conference on Consumer Financial Decision Making,
Boulder, CO (USA), 6/2010
Maastricht University (Netherlands), 6/2010
SAVE Conference 2010, Deidesheim (Germany), 6/2010
IESEG School of Management, Lille (France), 5/2010
Annual Congress of the German Insurance Science
Association,
Düsseldorf (Germany), 3/2010
Humboldt-Universität zu Berlin (Germany), 12/2009
Maastricht University (Netherlands), 11/2009
American Risk & Insurance Association, 2009
Annual Meeting, Providence, RI (USA), 8/2009
SAVE Conference 2009, Deidesheim (Germany), 6/2009
Netspar Pension Workshop, Stockholm (Sweden),
6/2009
University of Mannheim (Germany), 3/2009
Annual Congress of the German Insurance Science Association,
Berlin (Germany), 3/2009
University of Waterloo (Canada), 2/2009
Chinese University of Hong Kong (Hong Kong),
2/2009
Maastricht University (Netherlands), 1/2009
Copenhagen Business School (Denmark), 1/2009
American Economic Association Annual Meeting, San
Francisco (USA), 1/2009
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