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The diffusion of complex securities: The case of CAT bonds

  • Published:2020-01 Issue: Volume:90 Page:46-57
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Faias José Afonso,Guedes José

Funder

Fundação para a Ciência e Tecnologia-FCT

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference34 articles.

1. A CAT bond premium puzzle?;Bantwal;J. Psychol. Financ. Mark.,2000

2. Differential information and security market equilibrium;Barry;J. Financ. Quant. Anal.,1985

3. Financial pricing of insurance;Bauer,2013

4. Pricing in the primary market for CAT bonds: New empirical evidence;Braun;J. Risk Insurance,2016

5. Asset pricing and extreme event risk: Common factors in ILS fund returns;Braun;J. Bank. Financ.,2019

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1. Extreme analysis of typhoons disaster in mainland China with insurance management;International Journal of Disaster Risk Reduction;2024-05

2. Bonds for disaster resilience: A review of literature and practice;International Journal of Disaster Risk Reduction;2024-04

3. Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer;IMA Journal of Management Mathematics;2023-07-15

4. The ILS loss experience: natural catastrophe issues 2001–2020;The Geneva Papers on Risk and Insurance - Issues and Practice;2022-08-06

5. Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework;Scandinavian Actuarial Journal;2021-06-05
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