Pricing dynamics in the market for catastrophe bonds
Year of publication: |
2022
|
---|---|
Authors: | Carayannopoulos, Peter ; Kanj, Olga ; Perez, M. Fabricio |
Subject: | Catastrophe bonds | Expected loss risk | External habit | Effective risk aversion | Insurance-linked security | Natural disasters | Katastrophe | Disaster | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk | Elementarschadenversicherung | Natural disaster insurance | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Insurance-Linked Securities | Insurance-linked securities | Anleihe | Bond | Verbriefung | Securitization |
-
A consumption-based evaluation of the cat bond market
Dieckmann, Stephan, (2019)
-
Catastrophe (CAT) bonds : risk offsets with diversification and high returns
Kish, Richard J., (2016)
-
Caro Barrera, José Rafael, (2020)
- More ...
-
Pricing Dynamics in the Market for Catastrophe Bonds
Carayannopoulos, Peter, (2018)
-
Determinants of non-resident deposits in commercial banks : empirical evidence from Lebanon
Kanj, Olga, (2013)
-
Diversification through Catastrophe Bonds: Lessons from the Subprime Financial Crisis
Carayannopoulos, Peter, (2015)
- More ...