Essays about: "Tim Matheis"

Found 1 essay containing the words Tim Matheis.

  1. 1. A Causal Analysis of Cat Bond Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tim Matheis; [2023]
    Keywords : Cat bonds; Insurance-linked securities; Causal machine learning; Random forests;

    Abstract : This work is a contribution to the causal analysis of the catastrophe bond market, which has generated high excess returns over the last two decades. Since these excess returns remain partially unexplainable and the interest in catastrophe bonds is increasing, the causal study of the factors affecting their premiums is of high relevance. READ MORE