OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Trading and liquidity in the catastrophe bond market
Markus Herrmann, Martin Hibbeln
Journal of Risk & Insurance (2022) Vol. 90, Iss. 2, pp. 283-328
Open Access | Times Cited: 11
Markus Herrmann, Martin Hibbeln
Journal of Risk & Insurance (2022) Vol. 90, Iss. 2, pp. 283-328
Open Access | Times Cited: 11
Showing 11 citing articles:
Forecasting accuracy of machine learning and linear regression: evidence from the secondary CAT bond market
Tobias Götze, Marc Gürtler, Eileen Witowski
Journal of Business Economics (2023) Vol. 93, Iss. 9, pp. 1629-1660
Open Access | Times Cited: 10
Tobias Götze, Marc Gürtler, Eileen Witowski
Journal of Business Economics (2023) Vol. 93, Iss. 9, pp. 1629-1660
Open Access | Times Cited: 10
Mitigating wildfire losses via insurance‐linked securities: Modeling and risk management perspectives
Hong Li, Jianxi Su
Journal of Risk & Insurance (2023) Vol. 91, Iss. 2, pp. 383-414
Open Access | Times Cited: 6
Hong Li, Jianxi Su
Journal of Risk & Insurance (2023) Vol. 91, Iss. 2, pp. 383-414
Open Access | Times Cited: 6
A Regional Catastrophe Bond Pricing Model and Its Application in Indonesia’s Provinces
Sukono Sukono, Herlina Napitupulu, Riaman Riaman, et al.
Mathematics (2023) Vol. 11, Iss. 18, pp. 3825-3825
Open Access | Times Cited: 4
Sukono Sukono, Herlina Napitupulu, Riaman Riaman, et al.
Mathematics (2023) Vol. 11, Iss. 18, pp. 3825-3825
Open Access | Times Cited: 4
Pricing Catastrophe Bonds --- a Probabilistic Machine Learning Approach
Xiaowei Chen, Hong Li, Yufan Lu, et al.
(2024)
Open Access | Times Cited: 1
Xiaowei Chen, Hong Li, Yufan Lu, et al.
(2024)
Open Access | Times Cited: 1
Common Risk Factors in the Cross Section of Catastrophe Bond Returns
Alexander Braun, Markus Herrmann, Martin Hibbeln
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
Alexander Braun, Markus Herrmann, Martin Hibbeln
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 6
Superior forecasting with simple AR(1) models in a low-volatility environment: evidence from the CAT bond market
Marc Gürtler, Eileen Witowski
Journal of Asset Management (2024)
Open Access
Marc Gürtler, Eileen Witowski
Journal of Asset Management (2024)
Open Access
Adaptation Time to Climate-Induced Extreme Events—Impact of Trend, Seasonality, and Interest Rate Stochasticity
Chi Truong, Michael A. Goldstein
North American Actuarial Journal (2024), pp. 1-24
Closed Access
Chi Truong, Michael A. Goldstein
North American Actuarial Journal (2024), pp. 1-24
Closed Access
Pricing Catastrophe Bonds --- a Probabilistic Machine Learning Approach
Xiaowei Chen, Hong Li, Yufan Lu, et al.
SSRN Electronic Journal (2024)
Closed Access
Xiaowei Chen, Hong Li, Yufan Lu, et al.
SSRN Electronic Journal (2024)
Closed Access
Catastrophe Bonds
Pauline Barrieu, Alexander Braun, Despoina Makariou
(2024), pp. 169-195
Closed Access
Pauline Barrieu, Alexander Braun, Despoina Makariou
(2024), pp. 169-195
Closed Access
The Superiority of Ar(1) Models in Predicting Cat Bond Premiums
Marc Gürtler, Eileen Witowski
(2023)
Closed Access
Marc Gürtler, Eileen Witowski
(2023)
Closed Access
