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Brenda Lopez Cabrera

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Address:
 brendal@princeton.EDU
 lopezcab@wiwi.hu-berlin.de

+49 30 2093-1457
+49 30 2093-5649




Ladislaus von Bortkiewicz Chair of Statistics
C.A.S.E. Centre for Applied Statistics and Economics
School of Economics and Business Administration
Humboldt-Universität zu Berlin
Spandauer Strasse 1
10178 Berlin, Germany

 

Teaching


Projects

  • Energy Markets
  • Weather Derivatives, Sidecars, CAT bonds, ILS
  • Dynamic Semiparametric Factor Models with seasonal effects
  • CAT bonds for earthquakes/hurricanes


Publications

  • López Cabrera, B. (with Härdle, W. K.) (2010). Calibrating CAT bonds for Mexican Earthquakes. Journal of Risk and Insurance. Accepted. Forthcoming
  • López Cabrera, B. (with Härdle, K. H.) (2008), Calibrating Parametric CAT bonds. A case study for Mexican Earthquakes. Schmollers Jahrbuch, Journal of Applied Social Sciences studies, 128(4), 615-630. Duncker-Humblot Verlag, Berlin.


Submissions


Working papers
  • López Cabrera, B. (with Benth, F., Härdle, W. K.)(2009). On the sign of the market price of risk and risk premia
  • López Cabrera, B. (with Fan, J., Härdle, W. K.)(2010). Factor Models: Energy Markets 
  • López Cabrera, B. (with Härdle, W. K., Weining Wang)(2010). Localizing temperature residuals  

Talks
  • alt Pricing of Asian temperature risk
    alt Implied market price of weather risk
    alt Weather Derivatives
    alt Calibrating CAT Bonds for Mexican Earthquakes
Document Actions
last modified 10-02-04 lopezcab
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