This dissertation consists of three papers referring to the pricing of insurance-linked securities, while a fourth one deals with investigating the dynamics of foreign exchange implied volatility and correlation surfaces. The first paper proposes a novel risk-neutral pricing approach for...

This paper provides a dataset on the currency composition of the international investment position for a group of 50 countries for the period 1990-2017. It improves available data based on estimates by incorporating actual data reported by statistical authorities and refining estimation methods....