Estimating the Value of the Wincat Coupons Of the Winterthur Insurance Convertible Bond

The three annual 2¼% interest coupons of the Winterthur Insuranceconvertible bond (face value CHF 4 700) will only be paid out if during their corresponding observation periods no major storm or had storm on one single day damages at least 6000 motor vehicles insured with Wmterthur Insurance. Data for events, where storm or hail damaged more than 1000 insured vehicles, are available for the last ten years... [Uwe Schmock]<p>

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Year of publication:	1999-05-01
Authors:	Schmock, Uwe
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 29 - No. 1 - 1999, 101-103
Subject:	Poisson-Verteilung \| Insurance Linked Securities \| Catastrophe Financing and Pricing

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Extent:	2048 bytes 64 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847173