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Stock market trading activity and returns around milestones

Aragon, George O.; Dieckmann, Stephan - In: Journal of empirical finance 18 (2011) 4, pp. 570-584

Persistent link: https://www.econbiz.de/10009306543

The risk-sharing implications of disaster insurance funds

Boulatov, Alex; Dieckmann, Stephan - In: The journal of risk and insurance : the journal of the … 80 (2013) 1, pp. 37-64

Persistent link: https://www.econbiz.de/10009729155

Rare event risk and emerging market debt with heterogeneous beliefs

Dieckmann, Stephan; Gallmeyer, Michael F. - In: Journal of international money and finance 33 (2013), pp. 163-187

Persistent link: https://www.econbiz.de/10009730739

Default risk of advanced economies : an empirical analysis of credit default swaps during the financial crisis

Dieckmann, Stephan; Plank, Thomas - In: Review of finance : journal of the European Finance … 16 (2012) 4, pp. 903-934

Persistent link: https://www.econbiz.de/10009681995

The equilibrium allocation of diffusive and jump risks with heterogeneous agents

Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1547-1576

Persistent link: https://www.econbiz.de/10003068779

The Risk Sharing Implications of Disaster Insurance Funds

Boulatov, Alex; Dieckmann, Stephan - 2011

We study the risk sharing implications that arise from introducing a disaster relief fund to the cat insurance market. Such a form of intervention can increase efficiency in the private market, and our design of disaster relief suggests a prominent role of catastrophe reinsurance. The model...

Persistent link: https://www.econbiz.de/10014200398