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.
His recent research is focused on the following areas:
- the interaction of risk pooling and insurance regulation
- new ideas for capital requirements in insurance
- measurement and management of market tail risk
- pricing of tail risk in the cross section of stock returns
- exploiting the forward-looking information in option prices for risk management