Ehemalige Mitarbeiter

Academic Staff
Dr. Markus Herrmann
- Room:
- LH 004
- Phone:
- +49 203 37-93623
- Email:
- markus.herrmann (at) uni-due.de
- 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