Frederik Hesse

University of Münster

Frederik Hesse received his Dr. degree (Ph. D. equivalent) in Business Administration from the University of Muenster in 2012. In November 2012 he joined vhv insurance group. In his current position he is responsible for market pricing and strategy of the Motor Private Car Insurance.

Articles by Frederik Hesse

Original research

Comparing risk measures when aggregating market risk and credit risk using different copulas

The authors of this paper simulate realistic total bank return distributions by means of a top-down copula approach for different parameter settings.

08 Jun 2016