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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

Insurance options : beating the benchmark : are catastrophe bonds more profitable than corporate bonds?

Caro Barrera, José Rafael - In: Revista de métodos cuantitativos para la economía y … 29 (2020), pp. 3-17

In this paper, we establish a comparison between one of the most traded financial derivatives in the markets, the so-called catastrophe bonds (abbreviated as cat bonds) and the corporate bonds. In the first section, we start from a brief definition as well as some basic concepts. In section two,...

Persistent link: https://www.econbiz.de/10012259883

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

Pricing cataastrophe bonds with multistage stochastic programming

Georgiopoulos, Nick - In: Computational Management Science : CMS 14 (2017) 3, pp. 297-312

Persistent link: https://www.econbiz.de/10011710821

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

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

Alternative to insurance risk transfer : creating a catastrophe bond for Romanian earthquakes

Kiohos, Apostolos; Paspati, Maria - In: Bulletin of applied economics 8 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10013270750

Pricing cat bonds for cloud service failures

Mastroeni, Loretta; Mazzoccoli, Alessandro; Naldi, Maurizio - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-18

. We propose the use of cat bonds as reinsurance tools as well as the Nowak–Romaniuk pricing scheme. The outage frequency … formula for the price of a cat bond in a stochastic interest rate environment, using both one-factor and two-factor short …

Persistent link: https://www.econbiz.de/10013471219

Providing pandemic business interruption coverage with double trigger cat bonds

Schmitt, André; Spaeter, Sandrine - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 3, pp. 687-713

Persistent link: https://www.econbiz.de/10014326525

Risk transfer to the capital markets : a complementary tool for reinsurers?

Jeworrek, Torsten; Schäfer, Dirk; Holliger, Beat - In: Convergence of capital and insurance markets, (pp. 21-53). 2009

Persistent link: https://www.econbiz.de/10003896310