Zur Person:

04/2016 - 06/2021  Wissenschaftlicher Mitarbeiter am Lehrstuhl für Finance

Publikationen:

Seasonality in Catastrophe Bonds and Market-Implied Catastrophe Arrival Frequencies  (mit M. Hibbeln), Journal of Risk and Insurance, Vol. 88, 2021, S. 785–818 (VHB: A).

Trading and Liquidity in the Catastrophe Bond Market, (mit M. Hibbeln), Journal of Risk and Insurance, Vol. 90, 2023, pp. 283–328 (VHB JQ3: A).

Forschungsarbeiten:

Common Risk Factors in the Cross Section of Catastrophe Bond Returns. (zusammen mit A. Braun und M. Hibbeln). Working Paper. Verfügbar bei SSRN.

Ehrungen und Auszeichnungen:

Harris Schlesinger Memorial Doctoral Research Award der Southern Risk and Insurance Association (SRIA) 2020. Trading and Liquidity in the Catastrophe Bond Market. (zusammen mit M. Hibbeln).

Tagungen:

Annual Meeting of the American Risk and Insurance Association (ARIA), 2021: Common Risk Factors in the Cross Section of Catastrophe Bond Returns.

Annual Meeting of the German Finance Association (DGF), 2021: Common Risk Factors in the Cross Section of Catastrophe Bond Returns.

Annual Congress of the German Insurance Science Association (DVfVW), 2021: Trading and Liquidity in the Catastrophe Bond Market.

55th Annual Meeting of the Western Risk and Insurance Association (WRIA), 2021: Trading and Liquidity in the Catastrophe Bond Market.

53rd Annual Meeting of the Southern Risk and Insurance Association (SRIA), 2020: Trading and Liquidity in the Catastrophe Bond Market.

4th World Risk and Insurance Economics Congress (WRIEC), 2020: Trading and Liquidity in the Catastrophe Bond Market.

4th World Risk and Insurance Economics Congress (WRIEC), 2020: Seasonality in Catastrophe Bonds.

26th Annual Meeting of the German Finance Association (DGF), 2019: Seasonality in Catastrophe Bonds.

46th Annual Seminar of the European Group of Risk & Insurance Economists (EGRIE), 2019: Seasonality in Catastrophe Bonds.

Annual Congress of the German Insurance Science Association (DVfVW), 2019: Seasonality in Catastrophe Bonds.

12th Ruhr Graduate School in Economics Doctoral Conference (RGS), 2019: Seasonality in Catastrophe Bonds.

53rd Annual Meeting of the Western Risk and Insurance Association (WRIA), 2019: Seasonality in Catastrophe Bonds

Frankfurt Insurance Research Workshop (FIRW), 2018: Seasonality in Catastrophe Bonds.

Lehrveranstaltungen:

• Quantitatives Risikomanagement (Vorlesung)
• Quantitatives Risikomanagement (Übung)
• Seminar "Finance"
• Seminar "Topsim"
• Mentorenprogramm