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Ben Ammar, Semir; Eling, Martin; Milidonis, Andreas - In: Essays on alternative investments and insurance, (pp. 52-116). 2016

Die vorliegende Dissertation besteht aus vier Teilen, die sich mit den Themen Alternative Investments, Katastrophenrisiko und Asset Pricing im Versicherungskontext auseinandersetzen. Mithilfe verschiedener Finanzinstrumente (Aktien, Fonds und Optionen) wird die Bilanz eines...

Persistent link: https://www.econbiz.de/10011540175

Common risk factors of infrastructure investments

Ben Ammar, Semir; Eling, Martin - In: Essays on alternative investments and insurance, (pp. 1-51). 2016

Persistent link: https://www.econbiz.de/10011540177

Asset pricing and extreme event risk : common factors in ILS funds

Ben Ammar, Semir; Braun, Alexander; Eling, Martin - In: Essays on alternative investments and insurance, (pp. 177-218). 2016

Persistent link: https://www.econbiz.de/10011540187

Asset pricing and extreme event risk : common factors in ILS fund returns

Ben Ammar, Semir; Braun, Alexander; Eling, Martin - 2016

Persistent link: https://www.econbiz.de/10011686924

Pricing of catastrophe risk and the implied volatility smile

Ben Ammar, Semir - In: Essays on alternative investments and insurance, (pp. 117-176). 2016

Persistent link: https://www.econbiz.de/10011540169

Cyber Risk: Too Big to Insure? Risk Transfer Options for a mercurial risk class

Eling, Martin; Wirfs, Jan Hendrik - 2016

This study is the first systematic discussion of potential risk transfer options for cyber risks. We compare several risk transfer options, including insurance, reinsurance and alternative risk transfer. Moreover, we discuss the potential role of the government and the capacity of insurance...