Andrea Bergesio

University of Zurich - Department of Banking and Finance

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

205

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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
University of Zurich - Department of Banking and Finance, Swiss Re, University of Zurich - Department of Banking and Finance and Swiss Re
Downloads 184 (205,698)

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 of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 21 (634,945)

Abstract:

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