Catastrophe Bonds: A Mitigation Opportunity in Turmoil Period
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-22539-0_8
Reference24 articles.
1. Braun, A. (2011). Pricing catastrophe swaps: A contingent claims approach. Insurance: Mathematics and Economics, 49(3), 520–536.
2. Braun, A. (2016). Pricing in the primary market for Cat bonds: New empirical evidence. Journal of Risk and Insurance, 83(4), 811–847.
3. Carayannopoulos, P., & Perez, M. F. (2015). Diversification through catastrophe bonds: Lessons from the subprime financial crisis. The Geneva Papers on Risk and Insurance-Issues and Practice, 40(1), 1–28.
4. Chang, C. W., Wang, Y. J., & Yu, M. T. (2020). Catastrophe bond spread and hurricane arrival frequency. The North American Journal of Economics and Finance, 54, 100906.
5. Cook, R. D., & Weisberg, S. (1982). Residuals and influence in regression. Chapman and Hall.
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