Robust Risk Control with Reinsurance and CAT Bonds
Author:
Affiliation:
1. College of Economics and Management, Beijing University of Technology, Beijing, China
2. Division of Banking and Finance, Nanyang Business School, Nanyang Technological University, Singapore
Funder
National Natural Science Foundation of China
Nanyang Technological University and the Singapore Ministry of Education Academic Research Fund Tier 1
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10920277.2024.2347846
Reference28 articles.
1. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
2. Traditional versus non-traditional reinsurance in a dynamic setting
3. Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk
4. CAT Bonds and Other Risk-Linked Securities: State of the Market and Recent Developments
5. The basis risk of catastrophic-loss index securities
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