Ehemalige Mitarbeiter

Dr. Markus Herrmann

Academic Staff

Dr. Markus Herrmann

Room:
LH 004
Phone:
+49 203 37-93623
Email:
Consultation Hour:
by Arrangement
Address:
Lehrstuhl für Finance
Mercator School of Management
Universität Duisburg-Essen
Lotharstraße 65, Gebäude LH, Raum 004
47057 Duisburg

Bio:

since 04/2016  Research Fellow at the Chair of Finance

Publications

Seasonality in Catastrophe Bonds and Market-Implied Catastrophe Arrival Frequencies  (with M. Hibbeln), Journal of Risk and Insurance, forthcoming (VHB: A).

Awards

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

Working Paper

Trading and Liquidity in the Catastrophe Bond Market. (with M. Hibbeln). Working Paper. Available at SSRN.

Presentations

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.

Courses:

  • Quantitative Risk Management (Lecture)
  • Quantitative Risk Management (Exercise Session)
  • Seminar "Finance"
  • Seminar "Topsim"
  • Mentoring Programm