Prof. Dr. Markus Huggenberger

Assistant Professor of Risk Management and Insurance

markus.huggenberger@unisg.ch +41 71 224 79 62 https://www.linkedin.com/in/markus-huggenberger/ https://www.alexandria.unisg.ch/entities/person/Markus_Huggenberger/publications

Research Area Risk Management and Asset Pricing

Markus Huggenberger is an Assistant Professor of Risk Management and Insurance at the University of St. Gallen (HSG). Before joining HSG, Markus worked as an Assistant Professor at the University of Mannheim, where he also obtained his doctoral degree. Markus holds diplomas in Business Administration and Mathematics.

Markus is interested in quantitative risk management, insurance, and asset pricing. His work explores new techniques for managing and pricing the risk of extreme events. Furthermore, Markus studies the benefits of risk sharing in insurance and the design of solvency regulation.

Publications

Risk Pooling and Solvency Regulation: A Policyholder’s Perspective
Markus Huggenberger, Peter Albrecht
Journal of Risk and Insurance, 12/2022
Multivariate Crash Risk
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Journal of Financial Economics, 7/2022
The Fundamental Theorem of Mutual Insurance
Peter Albrecht, Markus Huggenberger
Insurance: Mathematics and Economics, 07/2017