Similar Search Results

Investment portfolio optimization by investments in catastrophe bonds

Njegomir, Vladimir; Ćirić, Jelena - In: Facta Universitatis / Series economics and organization … 9 (2012) 4, pp. 441-455

Persistent link: https://www.econbiz.de/10010458769

Hedging flood losses using cat bonds

Têtu, Alexandre; Lai, Van Son; Soumaré, Issouf; … - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 149-184

Persistent link: https://www.econbiz.de/10011407695

Catastrophe (CAT) bonds : risk offsets with diversification and high returns

Kish, Richard J. - In: Financial services review : the journal of individual … 25 (2016) 3, pp. 303-329

Persistent link: https://www.econbiz.de/10011566971

A consumption-based evaluation of the cat bond market

Dieckmann, Stephan - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 1-26

Persistent link: https://www.econbiz.de/10012582238

Decomposition of natural catastrophe risks : insurability using parametric CAT bonds

Marvi, Morteza Tavanaie; Linders, Daniël - In: Risks : open access journal 9 (2021) 12, pp. 1-19

the parametric CAT bond are derived. Multi-regional and multi-hazard parametric CAT bonds are introduced to reduce the …

Persistent link: https://www.econbiz.de/10012705095

A characterization of CAT bond performance indices

Trottier, Denis-Alexandre; Lai, Van Son; Godin, Frédéric - In: Finance research letters 28 (2019), pp. 431-437

Persistent link: https://www.econbiz.de/10012388359

Catastrophe bonds : a mitigation opportunity in turmoil period

Mariani, Massimo; Caragnano, Alessandra; D'Ercole, Francesco - In: Contemporary Issues in Sustainable Finance : Exploring …, (pp. 187-228). 2023

Persistent link: https://www.econbiz.de/10014227513

Hedging Flood Losses Using Cat Bonds

Tetu, Alexandre - 2015

In this paper, we develop a methodology to model the risk of losses resulting from a natural disaster in which the …

Persistent link: https://www.econbiz.de/10013021976

Diversification in catastrophe insurance markets

Cui, Hengxin; Ken Seng Tan; Yang, Fan - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 753-778

Persistent link: https://www.econbiz.de/10012656726

Optimal Monotone Mean-Variance Problem in Catastrophe Insurance Model

Li, Bohan; Guo, Junyi; Liang, Xiaoqing - 2022

This paper considers an optimal investment and reinsurance problem with catastrophic risk. The insurer takes both the ordinary and the catastrophe insurance businesses. We assume that the occurrence of the catastrophe follows a Poisson process and influences the ordinary insurance business. The...

Persistent link: https://www.econbiz.de/10013404866