Pricing of reinsurance contracts in the presence of...

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Articles Articles Pricing of reinsurance contracts in the presence of catastrophe bonds - Haslip, Gareth G.

Collection: Articles

Title: Pricing of reinsurance contracts in the presence of catastrophe bonds / Gareth G. Haslip, Vladimir K. Kaishev

Notes: Sumario: A methodology for pricing of reinsurance contracts in the presence of a catastrophe bond is developed. An important advantage of this approach is that it allows for the pricing of reinsurance contracts consistent with the observed market prices of catastrophe bonds on the same underlying risk process.

Other categories: 6

Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/

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