Nikolai Vogl

Friedrich-Alexander University Erlangen-Nürnberg

Lange Gasse 20

Nuremberg, 90403

Germany

http://www.vwrm.rw.fau.de/

SCHOLARLY PAPERS

3

DOWNLOADS

86

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Evaluating Investments in Renewable Energy Under Policy Risks

Number of pages: 37 Posted: 18 Oct 2015 Last Revised: 12 May 2016
Nadine Gatzert and Nikolai Vogl
Friedrich-Alexander University Erlangen-Nürnberg and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 78 (417,657)
Citation 6

Abstract:

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Renewable energy, wind parks, policy risk, diversification, value at risk

2.

Convergence of Capital and Insurance Markets: Consistent Pricing of Index‐Linked Catastrophe Loss Instruments

Journal of Risk and Insurance, Vol. 86, Issue 1, pp. 39-72, 2019
Number of pages: 34 Posted: 12 Feb 2019
Nadine Gatzert, Sebastian Pokutta and Nikolai Vogl
Friedrich-Alexander University Erlangen-Nürnberg, Georgia Institute of Technology and Friedrich-Alexander University Erlangen-Nürnberg
Downloads 8 (799,182)
Citation 1

Abstract:

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3.

Convergence of Capital and Insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss Instruments

Posted: 04 Sep 2013 Last Revised: 15 Sep 2016
Nadine Gatzert, Sebastian Pokutta and Nikolai Vogl
Friedrich-Alexander University Erlangen-Nürnberg, Georgia Institute of Technology and Friedrich-Alexander University Erlangen-Nürnberg

Abstract:

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Alternative risk transfer, cat bonds, industry loss warranties, pricing approaches, risk-neutral valuation