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Alexander Braun
Alexander Braun
Associate Professor of Insurance and Capital Markets, University of St. Gallen
Verified email at unisg.ch - Homepage
Title
Cited by
Cited by
Year
Pricing in the primary market for cat bonds: new empirical evidence
A Braun
Journal of Risk and Insurance 83 (4), 811-847, 2016
1492016
Portfolio optimization under Solvency II: Implicit constraints imposed by the market risk standard formula
A Braun, H Schmeiser, F Schreiber
Journal of Risk and Insurance 84 (1), 177-207, 2017
1052017
The Current InsurTech Landscape: Business Models and Disruptive Potential
A Braun, F Schreiber
Institute of Insurance Economics IVW-HSG, 2017
962017
Pricing catastrophe swaps: A contingent claims approach
A Braun
Insurance: Mathematics and Economics 49 (3), 520-536, 2011
782011
On consumer preferences and the willingness to pay for term life insurance
A Braun, H Schmeiser, F Schreiber
European Journal of Operational Research 253 (3), 761-776, 2016
512016
Performance and Risks of Open‐End Life Settlement Funds
A Braun, N Gatzert, H Schmeiser
Journal of Risk and Insurance 79 (1), 193-230, 2012
372012
Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns
A Braun, S Ben Ammar, M Eling
Journal of Banking and Finance 102 (5), 59-78, 2019
29*2019
Stock vs. mutual insurers: Who should and who does charge more?
A Braun, H Schmeiser, P Rymaszewski
European Journal of Operational Research 242 (3), 875-889, 2015
292015
The impact of private equity on a life insurer's capital charges under solvency II and the Swiss solvency test
A Braun, H Schmeiser, C Siegel
Journal of Risk and Insurance 81 (1), 113-158, 2014
292014
What drives insurers’ demand for cat bond investments? Evidence from a Pan-European survey
A Braun, K Müller, H Schmeiser
The Geneva Papers on Risk and Insurance-Issues and Practice 38, 580-611, 2013
262013
Life settlement funds: Current valuation practices and areas for improvement
A Braun, S Affolter, H Schmeiser
Risk Management and Insurance Review 19 (2), 173-195, 2016
242016
Solvency II's Market Risk Standard Formula: How Credible Is the Proclaimed Ruin Probability?
A Braun, H Schmeiser, F Schreiber
Journal of insurance issues, 1-30, 2015
242015
A traffic light approach to solvency measurement of Swiss occupational pension funds
A Braun, P Rymaszewski, H Schmeiser
The Geneva Papers on Risk and Insurance-Issues and Practice 36, 254-282, 2011
242011
Return on risk-adjusted capital under Solvency II: Implications for the asset management of insurance companies
A Braun, H Schmeiser, F Schreiber
The Geneva Papers on Risk and Insurance-Issues and Practice 43, 456-472, 2018
222018
Market-consistent valuation of natural catastrophe risk
S Beer, A Braun
Journal of Banking and Finance 134, 106350, 2022
182022
Collusion-Proof Decentralized Autonomous Organizations
A Braun, N Häusle, S Karpischek
Available at SSRN 3760531, 2021
17*2021
How to derive optimal guarantee levels in participating life insurance contracts
A Braun, M Fischer, H Schmeiser
The Journal of Risk Finance 20 (5), 445-469, 2019
152019
Introduction to Life Settlements
A Braun, LH Cohen, CJ Malloy, J Xu
Harvard Business Publishing, 2018
142018
Evolution or Revolution? How Solvency II Will Change the Balance Between Reinsurance and ILS.
A Braun, J Weber
Journal of Insurance Regulation 36 (4), 2017
142017
Determinants of the cat bond spread at issuance
A Braun
Zeitschrift für die gesamte Versicherungswissenschaft 101, 721-736, 2012
142012
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