Delphi Class of in C#

I know this question has been asked before, but I have yet to see a short, clear answer, so I'm hoping they won't remove this question and I will now get a clear answer:

I am currently working in C# 5.0; .NET 4.5; VS 2012. I am mostly a Delphi guy although I've done lots with C#.

In Delphi I have written hundreds of class factories that use the following sort of design (MUCH SIMPLIFIED HERE):

unit uFactory;

interface


type

    TClassofMyClass = class of TMyClass;
    TFactoryDict = TDictionary<TMyEnum, TClassofMyClass>;

var fDict:TFactoryDict;

implementation  

procedure initDict;
begin

    fDict:=TFactoryDict.create;
    fDict.add(myEnum1, TMyClass1);
    fDict.add(myEnum2, TMyClass2);
    fDict.add(myEnum3, TMyClass3);

end;


function Factory(const aEnum: TMyEnum): TMyClass;

var

    ClassofMyClass: TClassofMyClass;

begin

    if fDict.TryGetValue(aEnum, ClassofMyClass) then

    result := ClassofMyClass.Create(aParam);

end;

end.

Now: HOW do I do something like this in C#?! Seems there is NO 'class of ' type in C#. Am I missing something? How can I implement this type of class factory simply and elegantly in C#? This design can be implemented in Python as well - why should C# be worse?!