Briys, de Varenne, 2001, Insurance: From Underwriting to Derivatives: Asset Liability Management in Insurance Companies, John Wiley.
Eechoudt, Gollier, Schlesinger, 2005, Economic and Financial Decisions under Risk, Princeton University Press.
Knut K. Aase. Negative volatility and the survival of the western financial markets. In Espen Gaarder Haug, editor, Derivatives Models on Models, chapter 11, pages 239-246. John Wileys & Sons Inc, 2007.
Jonathan Berk and Peter DeMarzo. Corporate Finance. Pearson, 5 edition, 2019. Sreedhar T. Bharath and Tyler Shumway. Forecasting default with the merton distance
to default model. The Review of Financial Studies, 21:1339-1369, 2008.Louis Eeckhoudt, Christian Gollier, and Harris Schlesinger. Economic and Financial
Decisions under Risk. Princeton University Press, 2005.Julie Østraat Formo and Erlend Haugan. Litigation risk in directors and officers liability insurance. Master’s thesis, NHH, 2021.
Espen Gaarder Haug. A look in the antimatter mirror. Wilmott Magazine, pages 38-42, September 2002.
Alexandra Hermann, Peter Koferl, and Jan Philip Mairhofer. Climate risk insurance:New approaches and schemes. Technical report, working paper, Allianz, 2016.
John C. Hull. Options, Futures, and Other Derivatives. Wiley New York, 11 edition, 2022.
Emirhan Ilhan. Sea level rise and portfolio choice. Technical report, Job market paper, Frankfurt School of Finance & Management., 2021.
Maximilian Jager. Clear(ed) decision: The effect of central clearing on firms? financing decision. Technical report, Job market paper, University of Mannheim., 2021.
Chen Lin, Micah S. Officer, Rui Wang, and Hong Zou. Directors’ and officers’ liability insurance and loan spreads. Journal of Financial Economics, 110(1):37-60, 2013.
Robert C. Merton and Rose Neng Lai. On an efficient design of reverse mortgages: A possible solution for aging asian populations. Technical report, working paper, Massachusetts Institute of Technology and University of Macau, 2017.
Kristian R. Miltersen and Svein-Arne Persson. Pricing rate of return guarantees in a heath-jarrow-morton framework. Insurance: Mathematics and Economics, 25(3): 307-325, 1999.
Kristian R. Miltersen and Svein-Arne Persson. Guaranteed investment contracts: Dis- tributed and undistributed excess return. Scandinavian Actuarial Journal, 2003(4): 257-279, 2003.
Ragnar Norberg. Basic life insurance mathematics. Downloadable textbook, University of Copenhagen, 2002.
Helge A. Nordahl. Hvorfor kjøper bedrifter forsikring? Magma, 18(8):35-43, 2015.
Maria Vassalou and Yuhang Xing. Default risk in equity returns. The Journal of Finance, 59:831-868, 2004.
(revised reading list will be available when the course starts)