Pricing of reinsurance contracts in the presence of...

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

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

Notas: 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.

Outras classificações: 6

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

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