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Andrea Bergesio

University of Zurich - Department Finance

Schönberggasse 1

Zürich, 8001

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Zurich - Department Finance

  • Swiss Finance Institute

SCHOLARLY PAPERS

2

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630

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

The Valuation of Insurance Liabilities: A Framework Based on First Principles

Swiss Finance Institute Research Paper No. 20-03
Number of pages: 14 Posted: 02 Jun 2019 Last Revised: 14 Jan 2020
Andrea Bergesio, Paul Huber, Pablo Koch-Medina and Lutz Wilhelmy
University of Zurich - Department Finance, Swiss Re, University of Zurich - Department Finance and Swiss Re
Downloads 513 (139,549)

Abstract:

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Insurance, Valuation, Financial Frictions, Market Consistency, Solvency II

2.

Limited Liability and the Demand for Coinsurance by Individuals and Corporations

Swiss Finance Institute Research Paper No. 21-57
Number of pages: 34 Posted: 25 May 2021 Last Revised: 10 Aug 2021
Andrea Bergesio, Pablo Koch-Medina and Cosimo Munari
University of Zurich - Department Finance, University of Zurich - Department Finance and University of Zurich - Department Finance
Downloads 117 (613,149)
Citation 1

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insurance, risk-averse agent, risk-neutral firm, franchise value, limited liability