Alexander Braun

Institute of Insurance Economics (University of St. Gallen)

Tannenstrasse 19

St. Gallen, 9000

Switzerland

Swiss Finance Institute

Associate Professor of Insurance and Capital Markets

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

http://https://www.alexandria.unisg.ch/persons/2621

SCHOLARLY PAPERS

8

DOWNLOADS

2,749

SSRN CITATIONS

9

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Extreme Weather Risk and the Cross-Section of Stock Returns

Number of pages: 57 Posted: 18 Nov 2021 Last Revised: 21 May 2024
Alexander Braun, Julia Braun and Florian Weigert
Institute of Insurance Economics (University of St. Gallen), Institute of Insurance Economics (University of St. Gallen) and University of Neuchatel - Institute of Financial Analysis
Downloads 838 (55,590)
Citation 1

Abstract:

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Extreme Weather Risk, Empirical Asset Pricing, Cross-Section of Stock Returns, Climate Risk

2.

Collusion-Proof Decentralized Autonomous Organizations

Number of pages: 37 Posted: 19 Jan 2021 Last Revised: 14 Jul 2023
Alexander Braun and Niklas Häusle
Institute of Insurance Economics (University of St. Gallen) and Institute of Insurance Economics (University St. Gallen)
Downloads 709 (69,397)

Abstract:

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Decentralized Autonomous Organization, Blockchain, Incentives, Collusion

3.

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula

Number of pages: 29 Posted: 17 Aug 2013
Alexander Braun, Hato Schmeiser and Florian Schreiber
Institute of Insurance Economics (University of St. Gallen), University of Münster - Faculty of Economics and University of St. Gallen - I.VW-HSG
Downloads 663 (75,611)
Citation 5

Abstract:

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Portfolio Theory, Solvency II, Market Risk, Asset Management

4.

Common Risk Factors in the Cross Section of Catastrophe Bond Returns

Number of pages: 55 Posted: 12 Aug 2021 Last Revised: 06 Jul 2022
Alexander Braun, Markus Herrmann and Martin Thomas Hibbeln
Institute of Insurance Economics (University of St. Gallen), University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 217 (262,807)
Citation 2

Abstract:

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Catastrophe Bonds, Asset Pricing, Factor Model

5.

Market-Consistent Valuation of Natural Catastrophe Risk

Journal of Banking and Finance, Forthcoming
Number of pages: 60 Posted: 06 Nov 2019 Last Revised: 29 Oct 2021
Simone Beer and Alexander Braun
affiliation not provided to SSRN and Institute of Insurance Economics (University of St. Gallen)
Downloads 127 (414,387)
Citation 8

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Natural Catastrophe Risk, Asset Pricing, Reduced Form Model, Random Effects Model, Implied Intensity Surfaces

6.

Risk Classification with On-Demand Insurance

Journal of Risk and Insurance, Forthcoming , Swiss Finance Institute Research Paper No. 23-49
Number of pages: 22 Posted: 28 Apr 2023 Last Revised: 22 Jun 2023
Alexander Braun, Niklas Häusle and Paul D. Thistle
Institute of Insurance Economics (University of St. Gallen), Institute of Insurance Economics (University St. Gallen) and University of Nevada, Las Vegas - Department of Finance
Downloads 116 (443,525)

Abstract:

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adverse selection, efficiency, risk classification, insurance, insurtech, business models

7.

Optimal Government Intervention for Extreme Risks

Number of pages: 43 Posted: 28 Nov 2023
Alexander Braun, Martin Eling and Marcel Freyschmidt
Institute of Insurance Economics (University of St. Gallen), University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance
Downloads 79 (571,670)

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Extreme Risk, Globally-Undiversifiable Risk, Risk Sharing, Government Intervention, Public-Private Partnership

8.

Performance Measurement in the Life Insurance Industry: An Asset-Liability Perspective

Posted: 11 Nov 2019 Last Revised: 24 Feb 2021
Alexander Braun and Florian Schreiber
Institute of Insurance Economics (University of St. Gallen) and University of St. Gallen - I.VW-HSG

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Asset-Liability Management, Life Insurance, Risk-Adjusted Performance Measurement, Rank Correlation