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Jun.-Prof. Dr. Judith Christiane Schneider

Juniorprofessur Finance II


Tel.: +49 251 83-22881 (Sekretariat)
E-Mail: judith.schneider@wiwi.uni-muenster.de
Raum: 262a (Juridicum)
Sprechstunde: nach Vereinbarung

Zur Person:
  • 2001-2007: VWL-Studium an der Rheinischen Friedrich Wilhelms Universität Bonn
  • 2004-2005: Wirtschaft an der Universidade Nova de Lisboa, Portugal
  • 2007-2011: Wissenschaftliche Mitarbeiterin am Lehrstuhl für Versicherungsbetriebslehre und Risikomanagment der Mercator School of Management, Universität Duisburg-Essen
  • März 2011: Promotion zum Dr. rer. oec., Thema: Structured Life Insurance and Investment Products for Retail Investors
  • Seit April 2011: Inhaberin der Juniorprofessur Finance II an der Westfälischen Wilhelms-Universität Münster
  • Juli-September 2014: Visiting Professor an der University of Technology, Sydney
  • seit September 2016: Visiting Scholar am INSEAD, Fontainebleau


Forschungsschwerpunkte:
  • Altersvorsorge
  • Risikomanagement unter Unsicherheit
  • Behavioral Insurance


alle anzeigen | nur Publikationen der letzten 5 Jahre anzeigen

Working Papers

  • Cordes, H., Nolte, S., Schneider, J.C. (2017): On the Dynamics and Drivers of Countercyclical Risk Aversion, Working Paper. (Available at SSRN)

  • Nolte, S., Schneider, J.C. (2016): How price paths characteristics shape investment behavior, Working Paper.

  • Kruse, T., Schneider, J.C., Schweizer, N. (2015): What's in a ball: Characterizing and Contructing Uncertainty Sets, Working Paper, (R&R: Operations Research).

  • Schneider, J.C. (2011): Structured Life Insurance Products: A Survey, Working Paper, 2011. (available at SSRN)


Papers Accepted for Publication

  • Nolte, S., Schneider, J.C. (2017): Don't lapse into temptation: A behavioral perspective on policy surrender, Journal of Banking and Finance forthcoming.


Refereed Publications

  • Mahayni, A., Schneider, J.C. (2016): Minimum Return Guarantees, Investment Caps, and Investment Flexibility, Review of Derivative Research, Vol. 19, Issue 2, 2016, 85-111 . (available at SSRN)

  • Schneider, J.C., Schweizer, N. (2015): Robust Measurement of Heavy-Tailed Risks: Theory and Implementation, Journal of Economic Dynamics and Control, 61, 2015, 183-203 . ((available at SSRN))

  • Ankirchner, S., Schneider J.C., Schweizer, N. (2014): Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk, Journal of Economic Dynamics and Control, 41, 2014, 93-109. (available at SSRN)

  • Mahayni, A., Schneider, J.C. (2012): Variable Annuities and the Option to seek risk: Why should you diversify?, Journal of Banking and Finance, Vol. 36, Issue 9, 2012, 2417-2428.

  • Branger, N., Mahayni, A., Schneider, J. C. (2011): Pricing and Upper Price Bounds of Relax Certificates, Review of Managerial Science, Vol. 5, Issue 4, November 2011, 309-336.

  • Branger, N., Mahayni, A., Schneider, J.C. (2010): On the Optimal Design of Insurance Contracts with Guarantees, Insurance: Mathematics and Economics, Vol. 46, Issue 3, June 2010, 485-492.



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