Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session Overview
Room E: FII 4
Friday, 26/Mar/2021:
4:40pm - 6:00pm

Session Chair: Alexander Braun, University of St.Gallen

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Life insurance convexity

Christian Kubitza1, Nicolaus Grochola2, Helmut Gr√ľndl2

1University of Bonn, Germany; 2Goethe University Frankfurt am Main, Germany

Discussant: Hato Schmeiser (University of St.Gallen)

Internal Models, Make Believe Prices, and Bond Market Cornering

Ishita Sen1, Varun Sharma2

1Harvard Business School, United States of America; 2London Business School, United Kingdom

Discussant: Alexander Braun (University of St.Gallen)

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